创业企业家的最优消费与投资Optimal Consumption and Investment for an Entrepreneur

This publication has 13 references indexed in Scilit:

• Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
  Mathematical Methods of Operations Research, 2007
• Investment, consumption, and hedging under incomplete markets
  Journal of Financial Economics, 2007
• Valuing the option to invest in an incomplete market
  Mathematics and Financial Economics, 2007
• Optimal investment with lumpy costs
  Journal of Economic Dynamics and Control, 2005
• Irreversible investment with regime shifts
  Journal of Economic Theory, 2005
• The effects of irreversibility and uncertainty on capital accumulation
  Journal of Monetary Economics, 1999
• Optimal Investment with Costly Reversibility
  The Review of Economic Studies, 1996
• External and Internal Adjustment Costs and the Theory of Aggregate and Firm Investment
  Economica, 1977
• On the Cost of Adjustment
  The Quarterly Journal of Economics, 1971
• A General Equilibrium Approach To Monetary Theory
  Journal of Money, Credit and Banking, 1969