Real options and the jorgensonian user cost of capital

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Autore principale: Óscar Gutiérrez
Natura: Artículo científico
Lingua:en
Pubblicazione: Fundación SEPI 2005
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_version_ 1876458009638469632
author Óscar Gutiérrez
author_facet Óscar Gutiérrez
contents Real options and the jorgensonian user cost of capital Óscar Gutiérrez Economía y Finanzas free boundary Real options gamma process user cost of capital Dixit and Pindyck (1994) claim that the Jorgensonian rule of investment(Jorgenson, 1963) does not hold in uncertain settings. This note shows thatthe validity of that claim depends crucially on the particular process chosento describe the economic uncertainty. In fact, the Jorgensonian rule of investmentholds in other real options models. 2005 artículo científico 0210-1521 https://www.redalyc.org/articulo.oa?id=17329307 en http://www.redalyc.org/revista.oa?id=173 Investigaciones Económicas application/pdf Fundación SEPI Investigaciones Económicas (España) Num.3 Vol.XXIX
format Artículo científico
id redalyc_17329307
institution Redalyc
language en
publishDate 2005
publisher Fundación SEPI
spellingShingle Real options and the jorgensonian user cost of capital
Óscar Gutiérrez
Economía y Finanzas
free
boundary
Real options
gamma process
user cost of capital
Real options and the jorgensonian user cost of capital Óscar Gutiérrez Economía y Finanzas free boundary Real options gamma process user cost of capital Dixit and Pindyck (1994) claim that the Jorgensonian rule of investment(Jorgenson, 1963) does not hold in uncertain settings. This note shows thatthe validity of that claim depends crucially on the particular process chosento describe the economic uncertainty. In fact, the Jorgensonian rule of investmentholds in other real options models. 2005 artículo científico 0210-1521 https://www.redalyc.org/articulo.oa?id=17329307 en http://www.redalyc.org/revista.oa?id=173 Investigaciones Económicas application/pdf Fundación SEPI Investigaciones Económicas (España) Num.3 Vol.XXIX
title Real options and the jorgensonian user cost of capital
topic Economía y Finanzas
free
boundary
Real options
gamma process
user cost of capital
url https://www.redalyc.org/articulo.oa?id=17329307