Real options in operations research: A review
L Trigeorgis, AE Tsekrekos - European Journal of Operational Research, 2018 - Elsevier
Abstract The Real Options approach to decision-making has been useful in capturing and
valuing the flexibility inherent in many operating decisions that decision makers are faced …
valuing the flexibility inherent in many operating decisions that decision makers are faced …
The timing of new technology adoption: theoretical models and empirical evidence
HC Hoppe - The Manchester School, 2002 - Wiley Online Library
This paper surveys the theoretical literature on the timing of new technology adoption. It
presents the state of the art as it falls into two major categories, depending on whether the …
presents the state of the art as it falls into two major categories, depending on whether the …
Economic policy uncertainty and shadow banking: firm-level evidence from China
DK Si, S Wan, XL Li, D Kong - Research in International Business and …, 2022 - Elsevier
This paper identifies the causal effect of economic policy uncertainty (EPU) on the shadow
banking activities of nonfinancial enterprises (NFEs) in China. Using hand-collected data on …
banking activities of nonfinancial enterprises (NFEs) in China. Using hand-collected data on …
Strategic capacity investment under uncertainty
KJM Huisman, PM Kort - The RAND Journal of Economics, 2015 - Wiley Online Library
This article considers investment decisions within an uncertain dynamic and duopolistic
framework. Each investment decision involves to determine the timing and the capacity …
framework. Each investment decision involves to determine the timing and the capacity …
[图书][B] Technology investment: A game theoretic real options approach
KJM Huisman - 2013 - books.google.com
This chapter is organized as follows. The economic problem on which this book focuses is
motivated in Section 1. The two tools used to study this economic problem, which are real …
motivated in Section 1. The two tools used to study this economic problem, which are real …
Developing real option game models
A Azevedo, D Paxson - European Journal of Operational Research, 2014 - Elsevier
By mixing concepts from both game theoretic analysis and real options theory, an
investment decision in a competitive market can be seen as a “game” between firms, as …
investment decision in a competitive market can be seen as a “game” between firms, as …
[PDF][PDF] Financial Modeling with Crystal Ball and Excel
J Charnes - 2012 - borwap.com
Updated look at financial modeling and Monte Carlo simulation with software by Oracle
Crystal Ball This revised and updated edition of the bestselling book on financial modeling …
Crystal Ball This revised and updated edition of the bestselling book on financial modeling …
Real options in finance
BM Lambrecht - Journal of Banking & Finance, 2017 - Elsevier
Although the academic literature on real options has grown enormously over the past three
decades, the adoption of formal real option valuation models by practitioners appears to be …
decades, the adoption of formal real option valuation models by practitioners appears to be …
[HTML][HTML] Sequential investment in renewable energy technologies under policy uncertainty
LH Sendstad, M Chronopoulos - Energy Policy, 2020 - Elsevier
Although innovation and support schemes are among the main forces that drive investment
in renewable energy (RE) technologies, both involve considerable uncertainty. We develop …
in renewable energy (RE) technologies, both involve considerable uncertainty. We develop …
Strategic investment under uncertainty: A synthesis
B Chevalier-Roignant, CM Flath… - European Journal of …, 2011 - Elsevier
Investment is a central theme in economics, finance, and operational research. Traditionally,
the focus of analysis has been either on assessing the value of flexibility (investment under …
the focus of analysis has been either on assessing the value of flexibility (investment under …