A dynamic model for venture capitalists' entry-exit investment decisions
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Publication:2029403
DOI10.1016/J.EJOR.2020.08.014zbMATH Open1487.91157OpenAlexW3068184174MaRDI QIDQ2029403FDOQ2029403
Authors: Ricardo M. Ferreira, Paulo J. Pereira 
Publication date: 3 June 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2020.08.014
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Cites Work
- Developing real option game models
- Strategic investment under uncertainty: a synthesis
- Venture capital, staged financing and optimal funding policies under uncertainty
- The complementarity effect: effort and sharing in the entrepreneur and venture capital contract
- Optimal contingent payment mechanisms and entrepreneurial financing decisions
- Allocation of attention within venture capital firms
- Finite maturity caps and floors on continuous flows
- Real options in operations research: a review
- Heterogeneous beliefs and optimal ownership in entrepreneurial financing decisions
- Non-competition covenants in acquisition deals
- Investment decisions in finite-lived monopolies
- Investment decisions with finite-lived collars
Cited In (4)
- Econometric models of duration data in entrepreneurship with an application to start-ups' time-to-funding by venture capitalists (VCs)
- Angel capitalists exit decisions under information asymmetry: IPO or acquisitions
- The model of multiple stage decision making for venture capital
- Demand uncertainty, product differentiation, and entry timing under spatial competition
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