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Investment with an arithmetic process and lags

Avner Bar-ilan

Managerial and Decision Economics, 2000, vol. 21, issue 5, 203-206

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 © 2000 John Wiley & Sons, Ltd.

Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:wly:mgtdec:v:21:y:2000:i:5:p:203-206

DOI: 10.1002/mde.973

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