Optimal investment with lumpy costs
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- John Bailey Jones & Duc T. Le, 2002. "Optimal Investment with Lumpy Costs," Discussion Papers 02-02, University at Albany, SUNY, Department of Economics.
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Citations
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Cited by:
- Fabio Verona, 2014.
"Investment Dynamics with Information Costs,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 46(8), pages 1627-1656, December.
- Verona, Fabio, 2013. "Investment dynamics with information costs," Research Discussion Papers 18/2013, Bank of Finland.
- Gökgöz, Fazıl & Atmaca, Mete Emin, 2017. "Portfolio optimization under lower partial moments in emerging electricity markets: Evidence from Turkey," Renewable and Sustainable Energy Reviews, Elsevier, vol. 67(C), pages 437-449.
- Kort, Peter M. & Murto, Pauli & Pawlina, Grzegorz, 2010. "Uncertainty and stepwise investment," European Journal of Operational Research, Elsevier, vol. 202(1), pages 196-203, April.
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