Irreversible exit decisions under mean-reverting uncertainty

Andrianos Ε. Tsekrekos

doi:10.1007/s00712-013-0343-7

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Irreversible exit decisions under mean-reverting uncertainty

Andrianos Ε. Tsekrekos

Year: 2013 Journal: Journal of Economics Vol: 110 (1)Pages: 5-23 Publisher: Springer Science+Business Media

DOI: 10.1007/s00712-013-0343-7

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Keywords:

Mean reversion Economics Reversion Econometrics Discounting Investment (military) Variance (accounting) Value (mathematics) Disinvestment Microeconomics Statistics Mathematics Finance

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Capital Investment and Risk Analysis

Social Sciences → Economics, Econometrics and Finance → Finance

Climate Change Policy and Economics

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Financial Reporting and Valuation Research

Social Sciences → Business, Management and Accounting → Strategy and Management

Irreversible exit decisions under mean-reverting uncertainty

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