Research graph
References from Equilibrium with new investment opportunities. Local targets link to admitted publications; unresolved targets remain external evidence.
Jump-diffusion processes and the term structure of interest rates
10.2307/2328329 · 1988 · External reference
Asset pricing for general processes
10.1016/0304-4068(91)90037-t · 1991 · External reference
An intertemporal asset pricing model with stochastic consumption and investment opportunities
10.1016/0304-405x(79)90016-3 · 1979 · External reference
Unresolved reference
External reference
Valuating natural resource investments
10.1086/296288 · 1985 · External reference
An intertemporal general equilibrium model of asset prices
10.2307/1911241 · 1985 · External reference
Entry and exit decisions under uncertainty
10.1086/261619 · 1989 · External reference
Intersectoral capital reallocation under price uncertainty
10.1016/0022-1996(89)90006-8 · 1989 · External reference
Irreversible investment with price ceilings
10.1086/261766 · 1991 · External reference
Investment and hysteresis
10.1257/jep.6.1.107 · 1992 · External reference
10.1515/9781400830176
10.1515/9781400830176 · External reference
Switching costs and sectoral adjustments in general equilibrium with uninsured risk
10.1006/jeth.1994.1003 · 1994 · External reference
Risk-sharing, adjustment and trade
10.1016/0022-1996(94)90004-3 · 1994 · External reference
10.1016/b978-0-12-268201-8.50010-4
10.1016/b978-0-12-268201-8.50010-4 · External reference
Production and risk leveling in the intertemporal capital asset pricing model
10.2307/2327745 · 1984 · External reference
Investments in flexible production capacity
10.1016/0165-1889(92)90050-o · 1992 · External reference
Waiting to invest: investment and uncertainty
10.1086/296555 · 1992 · External reference
Arbitrage and equilibrium in economies with infinitely many commodities
10.1016/0304-4068(81)90010-0 · 1981 · External reference
10.1007/978-1-4612-6051-6
10.1007/978-1-4612-6051-6 · External reference
10.2307/1913837
10.2307/1913837 · External reference
Investment and the valuation of firms when there is an option to shut down
10.2307/2526587 · 1985 · External reference
The value of waiting to invest
10.2307/1884175 · 1986 · External reference
Optimum consumption and portfolio rules in a continuous time model
10.1016/0022-0531(71)90038-x · 1971 · External reference
An intertemporal capital asset pricing model
10.2307/1913811 · 1973 · External reference
Unresolved reference
External reference
General equilibrium pricing of options on the market portfolio with discontinuous returns
10.1093/rfs/3.4.493 · 1990 · External reference
Irreversible investment, capacity choice and the value of the firm
1988 · External reference
Irreversibility, uncertainty, and investment
1991 · External reference
Investment of uncertain cost
10.1016/0304-405x(93)90040-i · 1993 · External reference
Book review of investment under uncertainty
10.2307/2329279 · 1994 · External reference
Unresolved reference
External reference
Equilibrium and options on real assets
10.1093/rfs/6.4.825 · 1993 · External reference
