Numerical solution of the sequential investment model

Bob Berry discusses the model and solution approach adopted by Majd and Pindyck and Dixit and Pindyck when considering the sequential investment decision. Bob Berry is the Boots Professor of Accounting and Finance. He joined the University of Nottingham in 1996. Prior to that he worked in industry, and held academic posts at the Universities of East Anglia and Warwick.

Publication

Image courtesy of the interviewee


Report Infringement

Leave a Reply

Your email address will not be published. Required fields are marked *

Previous Article

Are Investors Willing to Sacrifice Cash for Morality?

Next Article

Models, matter and truth in doing and learning science

×
As a Guest, you have insight(s) remaining for this month. Create a free account to view 300 more annually.
Related Posts
error:

Add the Faculti Web App to your Mobile or Desktop homescreen

Install
×