Uncertainty and stepwise investment
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Publication:1038396
DOI10.1016/j.ejor.2009.05.027zbMath1195.91171OpenAlexW1967285522MaRDI QIDQ1038396
Pauli Murto, Peter M. Kort, Grzegorz Pawlina
Publication date: 17 November 2009
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/32274/1/ejor2010.pdf
Related Items (23)
Stepwise investment and capacity sizing under uncertainty ⋮ Investment timing, debt structure, and financing constraints ⋮ Uncertainty and the trade-off between scale and flexibility in investment ⋮ Optimal Sequential Investment Decision-Making with Jump Risk ⋮ Strategic entry in a triopoly market of firms with asymmetric cost structures ⋮ Asset sale, debt restructuring, and liquidation ⋮ Dynamic bankruptcy procedure with asymmetric information between insiders and outsiders ⋮ Complex compound option models -- can practitioners truly operationalize them? ⋮ Capacity switching options under rivalry and uncertainty ⋮ Earnouts in mergers and acquisitions: a game-theoretic option pricing approach ⋮ Strategic investment timing under asymmetric access charge regulation in telecommunications ⋮ Investment flexibility as a barrier to entry ⋮ Strategic investment under uncertainty: a synthesis ⋮ Time-to-build and capacity expansion ⋮ Optimal R\&D investment for a risk-averse entrepreneur ⋮ Rescaling-contraction with a lower cost technology when revenue declines ⋮ Strategic technology switching under risk aversion and uncertainty ⋮ Real options in operations research: a review ⋮ The effects of asset liquidity on dynamic sell-out and bankruptcy decisions ⋮ A model of investment under uncertainty with time to build, market incompleteness and risk aversion ⋮ Structural recovery of face value at default ⋮ Liquidation, fire sales, and acquirers' private information ⋮ When is it better to wait for a new version? Optimal replacement of an emerging technology under uncertainty
Cites Work
- Optimal access pricing for natural monopoly networks when costs are sunk and revenues are uncertain
- A model of sequential investment
- Evaluating leases with complex operating options
- Choosing among alternative discrete investment projects under uncertainty
- Irreversible investment and industry equilibrium
- Investment and capacity choice under uncertain demand
- Project options valuation with net present value and decision tree analysis
- Wireless network capacity management: a real options approach
- Fixed versus flexible production systems: A real options analysis
- Investment timing and optimal capacity choice for small hydropower projects
- Irreversible investment in alternative projects
- Capacity Expansion and Probabilistic Growth
- Funding Criteria for Research, Development, and Exploration Projects
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