Time to build and aggregate work-in-progress
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Majd, Saman & Pindyck, Robert S., 1987.
"Time to build, option value, and investment decisions,"
Journal of Financial Economics, Elsevier, vol. 18(1), pages 7-27, March.
- Saman Majd & Robert S. Pindyck, 1985. "Time to Build, Option Value, and Investment Decisions," NBER Working Papers 1654, National Bureau of Economic Research, Inc.
- Kydland, Finn E & Prescott, Edward C, 1982.
"Time to Build and Aggregate Fluctuations,"
Econometrica, Econometric Society, vol. 50(6), pages 1345-1370, November.
- Finn E. Kydland & Edward C. Prescott, 1982. "Executable program for "Time to Build and Aggregate Fluctuations"," QM&RBC Codes 4, Quantitative Macroeconomics & Real Business Cycles.
- Finn E. Kydland & Edward C. Prescott, 1982. "Web interface for "Time to Build and Aggregate Fluctuations"," QM&RBC Codes 4a, Quantitative Macroeconomics & Real Business Cycles.
- Robert McDonald & Daniel Siegel, 1986. "The Value of Waiting to Invest," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 101(4), pages 707-727.
- Milne, Alistair & Whalley, A Elizabeth, 2000. "'Time to build, option value and investment decisions': a comment," Journal of Financial Economics, Elsevier, vol. 56(2), pages 325-332, May.
- אסתר טולידנו, 1994. "מקבלי דמי אבטלה בשנת 1993," Working Papers 439, National Insurance Institute of Israel.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Milne, Alistair & Whalley, A Elizabeth, 2000. "'Time to build, option value and investment decisions': a comment," Journal of Financial Economics, Elsevier, vol. 56(2), pages 325-332, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Saphores, Jean-Daniel & Gravel, Éric & Bernard, Jean-Thomas, 2003.
"Environmental Impact Assessment and Investment under Uncertainty. An Application to Power Grid Interconnection,"
Cahiers de recherche
0303, GREEN.
- Jean-Daniel Saphores & Éric Gravel & Jean-Thomas Bernard, 2003. "Environmental Impact Assessment and Investment under Uncertainty: An Application to Power Grid Interconnection," CIRANO Working Papers 2003s-29, CIRANO.
- Saphores, Jean-Daniel & Gravel, Éric & Bernard, Jean-Thomas, 2003. "Environmental Impact Assessment and Investment under Uncertainty. An Application to Power Grid Interconnection," Cahiers de recherche 0303, Université Laval - Département d'économique.
- Bernard Dumas, "undated".
"Pricing Physical Assets Internationally,"
Rodney L. White Center for Financial Research Working Papers
12-88, Wharton School Rodney L. White Center for Financial Research.
- Bernard Dumas, 1988. "Pricing Physical Assets Internationally," NBER Working Papers 2569, National Bureau of Economic Research, Inc.
- Liu, Yang & Yang, Jinqiang, 2015. "Optimal investment of private equity," Finance Research Letters, Elsevier, vol. 14(C), pages 76-86.
- Delaney, L., 2020. "A Model of Investment under Uncertainty with Time to Build, Market Incompleteness and Risk Aversion," Working Papers 20/13, Department of Economics, City University London.
- Delaney, Laura, 2021. "A model of investment under uncertainty with time to build, market incompleteness and risk aversion," European Journal of Operational Research, Elsevier, vol. 293(3), pages 1155-1167.
- Gkochari, Christiana C., 2015. "Optimal investment timing in the dry bulk shipping sector," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 79(C), pages 102-109.
- Sascha Mölls & Karl-Heinz Schild, 2012. "Decision-making in sequential projects: expected time-to-build and probability of failure," Review of Quantitative Finance and Accounting, Springer, vol. 39(1), pages 1-25, July.
- Nunes, Cláudia & Pimentel, Rita, 2017. "Analytical solution for an investment problem under uncertainties with shocks," European Journal of Operational Research, Elsevier, vol. 259(3), pages 1054-1063.
- Haejun Jeon, 2023. "Time-to-build and capacity expansion," Annals of Operations Research, Springer, vol. 328(2), pages 1461-1494, September.
- Jukka Lempa, 2020. "Some results on optimal stopping under phase-type distributed implementation delay," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 91(3), pages 559-583, June.
- Cooper, Ilan & Priestley, Richard, 2011. "Real investment and risk dynamics," Journal of Financial Economics, Elsevier, vol. 101(1), pages 182-205, July.
- Gabriel J Power & Charli D. Tandja M. & Josée Bastien & Philippe Grégoire, 2015. "Measuring infrastructure investment option value," Journal of Risk Finance, Emerald Group Publishing, vol. 16(1), pages 49-72, January.
- Almaghrabi, Khadija S., 2023. "Local product market competition and investment home bias," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
- repec:vuw:vuwscr:18974 is not listed on IDEAS
- Jean-Paul Décamps & Thomas Mariotti & Stéphane Villeneuve, 2006.
"Irreversible investment in alternative projects,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(2), pages 425-448, June.
- Décamps, Jean-Paul & Mariotti, Thomas & Villeneuve, Stéphane, 2003. "Irreversible Investment in Alternative Projects," IDEI Working Papers 193, Institut d'Économie Industrielle (IDEI), Toulouse, revised Jul 2004.
- Walsh, D.M. & O'Sullivan, K. & Lee, W.T. & Devine, M.T., 2014.
"When to invest in carbon capture and storage technology: A mathematical model,"
Energy Economics, Elsevier, vol. 42(C), pages 219-225.
- Walsh, Darragh & O'Sullivan, Kevin & Lee, William & Devine, Mel, 2014. "When to Invest in Carbon Capture and Storage Technology: A Mathematical Model," Papers RB2014/1/4, Economic and Social Research Institute (ESRI).
- Rena Sivitanidou, 1999. "Does the Theory of Irreversible Investments Help Explain Movements in Office-Commerical Construction?," Working Paper 8659, USC Lusk Center for Real Estate.
- Gabriel P. Mathy, 2020. "How much did uncertainty shocks matter in the Great Depression?," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 14(2), pages 283-323, May.
- Jeon, Haejun, 2021. "Investment and financing decisions in the presence of time-to-build," European Journal of Operational Research, Elsevier, vol. 288(3), pages 1068-1084.
- Chen, I-Ju & Wang, David K., 2019. "Real option, idiosyncratic risk, and corporate investment: Evidence from Taiwan family firms," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:proeco:v:71:y:2001:i:1-3:p:165-175. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ijpe .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.