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
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