The effect of uncertainty on investment timing in a real options model

Investment Under Uncertainty.

Eduardo S. Schwartz, Avinash Dixit, Robert S. Pindyck · The Journal of Finance · 1994 · 9.9K citations

Business, Business Economics, Economics +16

An Intertemporal Capital Asset Pricing Model

Robert C. Merton · Econometrica · 1973 · 6.8K citations

Business, Economics, Finance +17

On the Sign of the Investment-Uncertainty Relationship

Ricardo J. Caballero · American Economic Review · 1991 · 627 citations

Business, Business Economics, Economics +17

Super contact and related optimality conditions

Bernard Dumas · Journal of Economic Dynamics and Control · 1991 · 384 citations

Natural Sciences, Mathematics, Optimization +6

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Sudipto Sarkar · Journal of Economic Dynamics and Control · 2000 · 301 citations

Business, Economics, Finance +14