A dynamic model for venture capitalists' entry-exit investment decisions

DOI10.1016/J.EJOR.2020.08.014zbMath1487.91157OpenAlexW3068184174MaRDI QIDQ2029403

Paulo J. Pereira, Ricardo M. Ferreira

Publication date: 3 June 2021

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2020.08.014

zbMATH Keywords

real optionsfinanceventure capitalgrowth optionsstart-ups

Mathematics Subject Classification ID

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

Related Items (1)

Demand uncertainty, product differentiation, and entry timing under spatial competition

Cites Work

• Developing real option game models
• Venture capital, staged financing and optimal funding policies under uncertainty
• The complementarity effect: effort and sharing in the entrepreneur and venture capital contract
• Strategic investment under uncertainty: a synthesis
• Allocation of attention within venture capital firms
• Optimal contingent payment mechanisms and entrepreneurial financing decisions
• Finite maturity caps and floors on continuous flows
• Non-competition covenants in acquisition deals
• Real options in operations research: a review
• Investment decisions in finite-lived monopolies
• Investment decisions with finite-lived collars
• Heterogeneous beliefs and optimal ownership in entrepreneurial financing decisions

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