Optimal corporate investment and financing policies with time-varying investment opportunities

Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2011. === Cataloged from PDF version of thesis. === Includes bibliographical references (p. 65-68). === Bolton, Chen and Wang (2009) propose a model (the BCW model) of dynamic corporate investment,...

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Bibliographic Details
Main Author: Cai, Linjiang
Other Authors: John E. Parsons.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2011
Subjects:
Online Access:http://hdl.handle.net/1721.1/64581