"Investment in Real Assets and Information Acquisition: The OCE Prefer" by Christos I. Giannikos and Deniz Ozenbas
 

Investment in Real Assets and Information Acquisition: The OCE Preferences Case

Document Type

Article

Publication Date

9-1-2002

Journal / Book Title

Economics Letters

Abstract

An agent optimizes over real investment and investment in information acquisition while maximizing a two-period utility that captures his ordinal certainty equivalent (OCE) preferences. Optimal investment is characterized and the impact of risk and time preferences on it is investigated.

DOI

10.1016/S0165-1765(02)00115-5

Published Citation

Giannikos, C. I., & Ozenbas, D. (2002). Investment in real assets and information acquisition: the OCE preferences case. Economics Letters, 77(1), 73-78.

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