Optimal Dynamic Risk Taking
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DOI: 10.1287/moor.2016.0819
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References listed on IDEAS
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Cited by:
- Ajay Subramanian & Baozhong Yang, 2020. "Dynamic Prudential Regulation," Management Science, INFORMS, vol. 66(7), pages 3183-3210, July.
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Keywords
dynamic project choices; stochastic control; stochastic switching; dynamic risk management;All these keywords.
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