Theresianumgasse 27
Vienna, A-1040
Austria
Vienna University of Technology
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debt maturity, optimal capital structure choice
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Empirical asset pricing, equity return prediction, Bayesian econometrics
minimum-variance portfolios, stock selection, valuation anomalies
Portfolio Choice, Predictability, Parameter Uncertainty, Ambiguity Aversion, Strategic Asset Allocation
mutual funds, portfolio management, governance, market discipline
G11, G23, G30
risk management, marginal risk contributions, downside risk, parameter uncertainty, model uncertainty
Investment, real option, learning, business cycle
Capacity Options, Durability of Capital, Dynamic Investment under Uncertainty, Depreciation, Rational Expectations Equilibrium
product/process innovation, market introduction, innovation incentives
Product innovation, process innovation, market introduction, innovation incentives
Generation expansion problem, Risk management, Energy Economics
Feed-in tariff; Renewable energy policy; Renewable energy investment under uncertainty
Portfolio Choice, Asset Pricing
Generation expansion planning, Probabilistically constrained optimization, Risk management
Investment Analysis, Dynamic Programming