Investment under alternative return assumptions Comparing random walks and mean reversion-Reference-Cited by-同舟云学术

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Investment under alternative return assumptions Comparing random walks and mean reversion

Published:1995-11 Issue:8 Volume:19 Page:1471-1488
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Metcalf Gilbert E.,Hassett Kevin A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference10 articles.

1. Optimal investment under uncertainty;Abel;American Economic Review,1983

2. Irreversible investment;Bertola,1990

3. Investment and hysteresis;Dixit;Journal of Economic Perspectives,1992

4. Investment under uncertainty;Dixit,1994

5. Investment in competitive equilibrium: The optimality of myopic behavior;Leahy,1993

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