๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Implementation lag and the investment decision

โœ Scribed by Sarkar, Sudipto; Zhang, Chuanqian

Book ID
121971267
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
239 KB
Volume
119
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

What explains the lagged-investment effe
What explains the lagged-investment effect?
โœ Janice Eberly; Sergio Rebelo; Nicolas Vincent ๐Ÿ“‚ Article ๐Ÿ“… 2012 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 394 KB
Investment with an arithmetic process an
Investment with an arithmetic process and lags
โœ Avner Bar-Ilan ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 61 KB

## Abstract This paper presents an explicit solution of a simple investment problem with entry lags and when the underlying stochastic process is arithmetic. It is shown that, without abandonment, the optimal investment plan is independent of the length of the lag. Copyright ยฉ 2000 John Wiley & Son