Devaluating projects and the investment-uncertainty relationship

DOI10.1016/J.JEDC.2006.12.013zbMath1163.91401OpenAlexW2024474755MaRDI QIDQ1030000

Oscar Gutiérrez

Publication date: 1 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2006.12.013

zbMATH Keywords

real optionsCAPMinvestment/uncertainty relationship

Mathematics Subject Classification ID

Related Items (7)

Uncertain dynamics, correlation effects, and robust investment decisions ⋮ Dynamic investment and capital structure under manager-shareholder conflict ⋮ On the investment-uncertainty relationship in a real option model with stochastic volatility ⋮ Optimal R\&D investment for a risk-averse entrepreneur ⋮ Real options with unknown-date events ⋮ Technological advances and the decision to invest ⋮ Investment timing, asymmetric information, and audit structure: a real options framework

Cites Work

• The effect of uncertainty on investment timing in a real options model
• On the investment-uncertainty relationship in a real options model

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