Capital investment with abandonment options and uncertainty in project life using multiperiod CAPM

DOI10.1016/0377-2217(83)90095-4zbMATH Open0505.90009OpenAlexW1988014448MaRDI QIDQ1836586

Yanyan Li

Publication date: 1983

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(83)90095-4

zbMATH Keywords

expected valuefinancecapital investmentabandonment optionsmultiperiod capital asset pricinguncertain project lifevariance of the net present value

Mathematics Subject Classification ID

Operations research and management science (90B99)

Cites Work

• Estimation of mean and variance of net present value with certain and uncertain project life: a multiperiod CAPM approach

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