Irreversible investment and Knightian uncertainty.
Kiyohiko G. NishimuraHiroyuki OzakiPublished in: J. Econ. Theory (2007)
Keyphrases
- real option
- decision making
- risk aversion
- machine learning
- portfolio management
- uncertain data
- neural network
- return on investment
- long run
- decision theory
- information systems
- information retrieval
- database
- incomplete information
- utility function
- belief functions
- search algorithm
- expected utility
- computer vision
- artificial intelligence
- reasoning under uncertainty
- measurement errors
- optimal portfolio