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Optimal risk adoption: a real options approach

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Publication:1422242
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DOI10.1007/s00199-002-0349-9zbMath1175.91082OpenAlexW1971098512MaRDI QIDQ1422242

Luis H. R. Alvarez, Rune Stenbacka

Publication date: 5 February 2004

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10227/157

zbMATH Keywords

InvestmentReal optionRisk adoption


Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10)


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