To expand and to abandon: real options under asset variance risk premium

DOI10.1016/J.EJOR.2021.10.027zbMATH Open1495.91129OpenAlexW3213415806MaRDI QIDQ2116895FDOQ2116895

Authors Hedayat Alibeiki, Babak Lotfaliei

Publication date 18 March 2022

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2021.10.027

zbMATH Keywords

project managementvariance risk premiumreal optionabandonment optionexpansion option

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

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Cited in

(1)

• Contrasting effects of risk on investment in two sectors: evidence from Ireland on real options

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