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Investment Timing Under Incomplete Information

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Statistics of Random Processes I
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inferredcites →https://doi.org/10.1007/s007800050042openalex-snapshot
Optimal time to invest when the price processes are geometric Brownian motions
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Utility maximization with partial information
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Bayesian Adaptive Portfolio Optimization
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The Role of Learning in Dynamic Portfolio Decisions
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Job Matching and the Theory of Turnover
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Entry and Exit Decisions under Uncertainty
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inferredcites →https://doi.org/10.1093/rfs/12.5.975openalex-snapshot
Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model
inferredcites →https://doi.org/10.1111/0022-1082.00227openalex-snapshot
How Does Information Quality Affect Stock Returns?
inferredcites →https://doi.org/10.1111/1467-937x.00095openalex-snapshot
Optimal Experimentation in a Changing Environment
inferredcites →https://doi.org/10.1111/1467-937x.00128openalex-snapshot
Experimentation in Markets
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Strategic Experimentation
inferredcites →https://doi.org/10.1111/1468-0262.00259openalex-snapshot
The Optimal Level of Experimentation
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Sequential Analysis and Optimal Design
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Investment under Uncertainty
inferredcites →https://doi.org/10.2307/1883074openalex-snapshot
Environmental Preservation, Uncertainty, and Irreversibility
inferredcites →https://doi.org/10.2307/1884175openalex-snapshot
The Value of Waiting to Invest
inferredcites →https://doi.org/10.4310/ajm.1997.v1.n2.a7openalex-snapshot
Adaptive control of a diffusion to a goal and a parabolic Monge–Ampère-type equation

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Investment Timing Under Incomplete Information: Erratum
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A discrete-time model that weakly converges to a continuous-time geometric Brownian motion with Markov switching drift rate
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Dynamic Investment under Asymmetric Information
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Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
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