Entry and Exit Decisions in a Equilibrium Model Under Stochastic Shocks

Shen, Keshi.

Abstract: This thesis considers two different aspects of investors' entry and exit decisions under stochastic shock. First, I investigate the characteristics of entry and exit decisions of a portfolio choice under uncertainty and how the decisions are influenced by the uncertainty. The model result shows that by adding a risk free asset the exit trigger price of the risky asset is necessarily lowe... read more

Tufts University. Department of Economics.
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ID: tufts:21290
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