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The Timing and Scale of Investment Under Uncertainty. (1999). Small, John P..
In: Econometrics Working Papers.
RePEc:vic:vicewp:9906.

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Cites: 9

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  1. .

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  2. Electricity Investment and Security of Supply in Liberalized Electricity Systems. (2005). Meade, Richard.
    In: Working Paper Series.
    RePEc:vuw:vuwcsr:3859.

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  3. Electricity Investment and Security of Supply in Liberalized Electricity Systems. (2005). Meade, Richard.
    In: Working Paper Series.
    RePEc:vuw:vuwcsr:18954.

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  4. The Rental Cost of Sunk and Regulated Capital. (1999). Ergas, Henry ; Small, John P..
    In: Econometrics Working Papers.
    RePEc:vic:vicewp:9908.

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References

References cited by this document

  1. Abel, A.A., A.K. Dixit, J.C. Eberly and R.S. Pindyck (1996) Options, The Value of Capital and Investment, Quarterly Journal of Economics, 111, pp. 753-777.

  2. Abel, A.B. (1983) Optimal Investment Under Uncertainty, American Economic Review, 73, pp. 228-233.

  3. Arrow, K. J. (1968) Optimal Capital Policy with Irreversible Investment in J.N Wolfe (ed.) Value Capital and Growth, Essays in Honour of Sir John Hicks, Edinburgh University Press: Edinburgh.
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  4. Dixit, A.K. and R.S. Pindyck (1994) Investment Under Uncertainty, Princeton University Press: Princeton.

  5. Hartman, R. (1972) The E®ects of Price and Cost Uncertainty on Investment , Journal of Economic Theory, 5, 258-266.
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  6. Jensen, J.L.W.V. (1906) Sur les Fonctios Convexes et les inegaites entre les valeurs moyennes, Acta Math., 30, pp.175-193.
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  7. Majd, S. and R.S. Pindyck (1987) Time to Build, Option Value and Investment Decisions, Journal of Financial Economics, 18, pp. 7-27.

  8. McDonald, R. and D. Siegel (1986) The Value of Waiting to Invest Quarterly Journal of Economics, 101, pp. 707-728.

  9. SHAZAM, (1997) Users Reference Manual, McGraw Hill: New York.
    Paper not yet in RePEc: Add citation now

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  2. A real options approach to labour shifts planning under different service level targets. (2013). Pinho, Carlos ; Fernandes, Rui ; Gouveia, Borges .
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  3. Irreversible capital accumulation under interest rate uncertainty. (2010). Alvarez, Luis.
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  5. The role of real options analysis in the design of a greenhouse gas emissions trading scheme. (2009). Lambie, Neil.
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  45. The Timing and Scale of Investment Under Uncertainty. (1999). Small, John P..
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