This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Option Pricing When the Underlying Asset Earns a Below-Equilibrium Rate of Return: A Note Author info | Abstract | Publisher info | Download info | Related research | Statistics McDonald, Robert
Siegel, Daniel
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by American Finance Association in its journal Journal of Finance .
Volume (Year): 39 (1984)
Issue (Month): 1 (March)
Pages: 261-65
Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Handle: RePEc:bla:jfinan:v:39:y:1984:i:1:p:261-65Contact details of provider: Web page: http://www.afajof.org/ More information through EDIRC
Order Information: Web: http://www.afajof.org/membership/join.asp
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Chiara D'Alpaos & Cesare Dosi & Michele Moretto, 2005.
"Concession lenght and investment timing flexibility ,"
Working Papers
ubs0502, University of Brescia, Department of Economics.
[Downloadable!]
Arantza Murillas, 2000.
"Uncertainty and Real Options. Investment and Development of Fishing Resources (II) ,"
BILTOKI
200002, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
[Downloadable!]
S. Ping Ho & Liang Y. Liu, 2002.
"An option pricing-based model for evaluating the financial viability of privatized infrastructure projects ,"
Construction Management & Economics ,
Taylor and Francis Journals, vol. 20(2), pages 143-156, March.
[Downloadable!] (restricted)
Lund,D., 2000.
"Imperfect loss offset and the after-tax expected rate of return to equity, with an application to rent taxation ,"
Memorandum
21/2000, Oslo University, Department of Economics.
[Downloadable!]
Saman Majd & Robert S. Pindyck, 1987.
"The Learning Curve and Optimal Production Under Uncertainty ,"
NBER Working Papers
2423, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Majd, Saman. & Pindyck, Robert S., 1987.
"The learning curve and optimal production under uncertainty ,"
Working papers
1948-87., Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!] Saman Majd & Robert S. Pindyck, 1989.
"The Learning Curve and Optimal Production under Uncertainty ,"
RAND Journal of Economics ,
The RAND Corporation, vol. 20(3), pages 331-343, Autumn.
[Downloadable!] (restricted) Anlong Li & Peter Ritchken & L. Sankarasubramanian & James B. Thomson, 1993.
"Regulatory taxes, investment, and financing decision for insured banks ,"
Working Paper
9303, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions: Alex Kane & Alan J. Marcus & Robert L. McDonald, 1986.
"Debt Policy and the Rate of Return Premium to Leverage ,"
NBER Working Papers
1439, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Lund, Diderik, 2006.
"Taxation and systematic risk under decreasing returns to scale ,"
Working Papers
02-2003, Copenhagen Business School, Department of Economics.
[Downloadable!]
Robert J. Shiller & Allan N. Weiss, 1994.
"Home Equity Insurance ,"
Cowles Foundation Discussion Papers
1074, Cowles Foundation, Yale University.
[Downloadable!]
Other versions:
Robert J. Shiller & Allan N. Weiss, 1994.
"Home Equity Insurance ,"
NBER Working Papers
4830, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Shiller, Robert J & Weiss, Allan N, 1999.
"Home Equity Insurance ,"
The Journal of Real Estate Finance and Economics ,
Springer, vol. 19(1), pages 21-47, July.
[Downloadable!] (restricted) Arantza Murillas, 2000.
"Uncertainty and Real Options. Investment and Development of Fishing Resources (I) ,"
BILTOKI
200001, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
[Downloadable!]
Santiago Forte, 2004.
"Capital Structure: Optimal Leverage And Maturity Choice In A Dynamic Model ,"
Business Economics Working Papers
wb041206, Universidad Carlos III, Departamento de Economía de la Empresa.
[Downloadable!]
Michele Moretto & Chiara D’Alpaos, 2004.
"The Value of Flexibility in the Italian Water Service Sector: A Real Option Analysis ,"
Working Papers
2004.140, Fondazione Eni Enrico Mattei.
[Downloadable!]
Access and
download statistics Did you know? About 2000 working paper series are listed on RePEc .
This page was last updated on 2008-11-26.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .