Entry and Exit Decision Problem with Implementation Delay
Work
Year: 2008
Type: article
Abstract: We study investment and disinvestment decisions in situations where there is a time lag d > 0 from the time t when the decision is taken to the time t + d when the decision is implemented. In this ... more
Source: Journal of Applied Probability
Institutions University of Zurich, Swiss Re (Switzerland)
Cites: 30
Cited by: 21
Related to: 10
FWCI: 1.145
Citation percentile (by year/subfield): 91.36
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze