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A robustness framework for monitoring real options under uncertainty

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Author Info
Driouchi, Tarik
Leseure, Michel
Bennett, David
Abstract

This paper presents a problem structuring methodology to assess real option decisions in the face of unpredictability. Based on principles of robustness analysis and scenario planning, we demonstrate how decision-aiding can facilitate participation in projects setting and achieve effective decision making through the use of real options reasoning. We argue that robustness heuristics developed in earlier studies can be practical proxies for real options performance, hence indicators of efficient flexible planning. The developed framework also highlights how to integrate real options solutions in firms' strategic plans and operating actions. The use of the methodology in a location decision application is provided for illustration.

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Publisher Info
Article provided by Elsevier in its journal Omega.

Volume (Year): 37 (2009)
Issue (Month): 3 (June)
Pages: 698-710
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Handle: RePEc:eee:jomega:v:37:y:2009:i:3:p:698-710

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Related research
Keywords: Soft OR Efficiency Group decisions Planning and control Robustness analysis Real options;

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This page was last updated on 2009-12-3.


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