Optimal investment under operational flexibility, risk aversion, and uncertainty
From MaRDI portal
Publication:421597
DOI10.1016/j.ejor.2011.03.007zbMath1237.91222MaRDI QIDQ421597
Michail Chronopoulos, De Reyck, Bert, Afzal S. Siddiqui
Publication date: 14 May 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/lkcsb_research/6755
real options; decision analysis; risk aversion; investment under uncertainty; operational flexibility
90B50: Management decision making, including multiple objectives
91G50: Corporate finance (dividends, real options, etc.)
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Cites Work
- Valuing the option to invest in an incomplete market
- Corporate control and real investment in incomplete markets
- Choosing among alternative discrete investment projects under uncertainty
- Investment and capacity choice under uncertain demand
- Real options with constant relative risk aversion
- Irreversible investment in alternative projects
- Investment and the Valuation of Firms When There is an Option to Shut Down
