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Optimal Investment Selection with a Multitude of Projects

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  • Cantor, David G
  • Lippman, Steven A

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  • Cantor, David G & Lippman, Steven A, 1995. "Optimal Investment Selection with a Multitude of Projects," Econometrica, Econometric Society, vol. 63(5), pages 1231-1240, September.
    • Handle: RePEc:ecm:emetrp:v:63:y:1995:i:5:p:1231-40
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    Cited by:

    1. Bidard, Christian, 1999. "Fixed capital and internal rate of return," Journal of Mathematical Economics, Elsevier, vol. 31(4), pages 523-541, May.
    2. Magni, Carlo Alberto, 2016. "Capital depreciation and the underdetermination of rate of return: A unifying perspective," Journal of Mathematical Economics, Elsevier, vol. 67(C), pages 54-79.
    3. Napp, Clotilde, 2001. "Pricing issues with investment flows Applications to market models with frictions," Journal of Mathematical Economics, Elsevier, vol. 35(3), pages 383-408, June.
    4. Carassus, Laurence & Jouini, Elyes, 2000. "A discrete stochastic model for investment with an application to the transaction costs case," Journal of Mathematical Economics, Elsevier, vol. 33(1), pages 57-80, February.
    5. Igor Evstigneev & Dhruv Kapoor, 2009. "Arbitrage in stationary markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 32(1), pages 5-12, May.
    6. Elyès Jouini, 2003. "Market imperfections , equilibrium and arbitrage," Post-Print halshs-00167131, HAL.
    7. Orakbayev E.M. & Boranbayev S.N. & Vashenko M.P. & Shananin A.A., 2015. "Mathematical Model of Kazakhstan Economy," Modern Applied Science, Canadian Center of Science and Education, vol. 9(8), pages 160-160, August.
    8. Смоляк С.А., 2016. "О Проблеме Преждевременного Прекращения Инвестиционного Проекта," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 52(1), pages 67-78, январь.

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