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Portfolio-aspects in real options management

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Rainer Brosch
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Paper provided by Department of Finance, Goethe University Frankfurt am Main in its series Working Paper Series: Finance and Accounting with number 66.

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Date of creation: Feb 2001
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Handle: RePEc:fra:franaf:66

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This paper has been announced in the following NEP Reports: References listed on IDEAS
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.:
  1. Volume 22 Number 3, 1993. "The Value of Flexibility: The Case of a Dual-Fuel Industrial Steam Boiler," Financial Management, Financial Management Association, vol. 22(3), Fall.
  2. Kasanen, Eero & Trigeorgis, Lenos, 1994. "A market utility approach to investment valuation," European Journal of Operational Research, Elsevier, vol. 74(2), pages 294-309, April. [Downloadable!] (restricted)
  3. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September. [Downloadable!] (restricted)
  4. Boyle, Phelim P., 1988. "A Lattice Framework for Option Pricing with Two State Variables," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(01), pages 1-12, March. [Downloadable!]
  5. Trigeorgis, Lenos, 1993. "The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(01), pages 1-20, March. [Downloadable!]
  6. Childs, Paul D. & Ott, Steven H. & Triantis, Alexander J., 1998. "Capital Budgeting for Interrelated Projects: A Real Options Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(03), pages 305-334, September. [Downloadable!]
  7. Brennan, Michael J & Schwartz, Eduardo S, 1985. "Evaluating Natural Resource Investments," Journal of Business, University of Chicago Press, vol. 58(2), pages 135-57, April. [Downloadable!] (restricted)
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(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.)

  1. Sjoerd van Bekkum & Enrico Pennings & Han Smit, 2007. "A Real Options Perspective on R&D Portfolio Diversification," Tinbergen Institute Discussion Papers 08-003/2, Tinbergen Institute, revised 15 May 2009. [Downloadable!]
    Other versions:
  2. James L. Smith & Rex Thompson, 2006. "Rational Plunging and the Option Value of Sequential Investment The Case of Petroleum Exploration," Working Papers 0602, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research. [Downloadable!]
    Other versions:
  3. Reinhard H. Schmidt & Marco Weiß, 2003. "Shareholder vs. Stakeholder: Ökonomische Fragestellungen," Working Paper Series: Finance and Accounting 104, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  4. James L. Smith & Rex Thompson, 2005. "Diversification and the Value of Exploration Portfolios," Working Papers 0507, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research. [Downloadable!]
  5. Ingo E. Tschach, 2003. "The long term impact of microfinance on income, wages and the sectoral distribution of economic activity," Working Paper Series: Finance and Accounting 105, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
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