An experimental study on real-options strategies

DOI10.1080/14697688.2012.691984zbMath1279.91179OpenAlexW3124247279MaRDI QIDQ5745643

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

real optionsdynamic modelslaboratory experimentsbehavioral financeexperimental financebound rationality

Mathematics Subject Classification ID

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

Related Items (2)

Individual antecedents of real options appraisal: the role of national culture and ambiguity ⋮ Renewable auctions: bidding for real options

Cites Work

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

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