Work

An optimal multiple stopping approach to infrastructure investment decisions

Year: 2015

Type: article

Source: Journal of Economic Dynamics and Control

DOI: 10.1016/j.jedc.2015.02.001

Authors: Eric Dahlgren, Tim Leung

Institution: Columbia University

Language: English

Topic: Capital Investment and Risk Analysis

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Industry, innovation and infrastructure

Open Access status: green

Funder: National Science Foundation

Award: Stochastic Modeling of Risk Aversion and its Implications for Derivative Pricing and Risk Management

OpenAlex ID: W2952338003

FWCI: 10.21

Cites: 26

Cited by: 24

Related to: 10