The effect of uncertainty on investment timing in a real options model
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Cites work
- scientific article; zbMATH DE number 3493681 (Why is no real title available?)
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
- An Intertemporal Capital Asset Pricing Model
- On the investment-uncertainty relationship in a real options model
- Smooth pasting as rate of return equalization
- Super contact and related optimality conditions
Cited in
(39)- Capacity choice in (strategic) real options models: a survey
- Valuing real options with endogenous payoff
- Structural estimation of real options models
- Optimal capital accumulation under price uncertainty and costly reversibility
- On the investment-uncertainty relationship in a real option model with stochastic volatility
- Good timing: the economics of optimal stopping
- The effects of abandonment options on investment timing and intensity
- Implications of more precise information for technological development and economic welfare
- Finite project life and uncertainty effects on investment
- Investment and uncertainty with time to build: evidence from entry into U.S. copper mining
- Uncertain dynamics, correlation effects, and robust investment decisions
- scientific article; zbMATH DE number 5524247 (Why is no real title available?)
- Dynamic investment and capital structure under manager-shareholder conflict
- Model-free analysis of real option exercise probability and timing
- Research of relationship between uncertainty and investment
- Timing of investment under technological and revenue-related uncertainties
- Is corporate control effective when managers face investment timing decisions in incomplete markets?
- A model of investment under uncertainty with time to build, market incompleteness and risk aversion
- Uncertainty and the trade-off between scale and flexibility in investment
- Irreversible investment and discounting: an arbitrage pricing approach
- Investment timing in presence of downside risk: a certainty equivalent characterization
- Real options for an entrepreneur with preferences for liquidity
- Technological advances and the decision to invest
- The effect of vertical relationships on investment timing
- Real options with unknown-date events
- Investment timing, asymmetric information, and audit structure: a real options framework
- Optimal R\&D investment for a risk-averse entrepreneur
- Investment timing under hybrid stochastic and local volatility
- The impacts of uncertainties in a real options model under incomplete information
- Devaluating projects and the investment-uncertainty relationship
- Regime uncertainty and optimal investment timing
- On the investment-uncertainty relationship in a real options model
- Implementation lag and the investment decision
- Timing and eco(nomic) efficiency of climate-friendly investments in supply chains
- Time-to-Build and the Inverse U-Shape Investment-Uncertainty Relationship
- The interaction of debt financing, cash grants and the optimal investment policy under uncertainty
- Contrasting effects of risk on investment in two sectors: evidence from Ireland on real options
- Random shock uncertainty and investment reversibility: real option framework
- On the neutrality of debt in investment intensity
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