An experimental study on real-options strategies

DOI10.1080/14697688.2012.691984zbMATH Open1279.91179OpenAlexW3124247279MaRDI QIDQ5745643FDOQ5745643

Marc Chesney, Abraham Bernstein, Mei Wang

Publication date: 30 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/49680/1/An_Experimental_Study_on_real-options_strategies.pdf

zbMATH Keywords

dynamic modelsreal optionslaboratory experimentsbehavioral financeexperimental financebound rationality

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Experimental studies (91A90)

Cites Work

• Behavior in a Dynamic Decision Problem: An Analysis of Experimental Evidence Using a Bayesian Type Classification Algorithm
• An experimental analysis of Nash refinements in signaling games
• Experimental evidence on the irreversibility effect

Cited In (5)

• The worst case for real options
• Risky choices in strategic environments: an experimental investigation of a real options game
• A real options approach for entering the Internet securities trading businesses with start‐up time
• Renewable auctions: bidding for real options
• Individual antecedents of real options appraisal: the role of national culture and ambiguity

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