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Retrospective insights from Real Options in R&D

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Author Info
Onno Lint () (Vlerick Leuven Gent Management School)

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Abstract

The concept of real options acknowledges that downside risk is limited and upward potential is maximized if management can alter the sequence of actions and investment. However, real options generally require control over the underlying asset whereas financial options typically do not. To gain more insight in this issue, we describe three option valuations in a real R&D setting throughout time. We find that the (endogenous) dynamics of strategic management and of the technologies themselves played a dominant role in the actual outcome of the cases that we studied. From an options perspective, our findings stimulate the application of advanced models, while from a wider managerial perspective, we suggest to combine option models with scoring methods in order to keep matters realistic, broadly understandable and manageable.

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Publisher Info
Paper provided by Vlerick Leuven Gent Management School in its series Vlerick Leuven Gent Management School Working Paper Series with number 2002-12.

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Length: 34 pages
Date of creation: 15 May 2002
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Handle: RePEc:vlg:vlgwps:2002-12

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This paper has been announced in the following NEP Reports: References listed on IDEAS
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  1. Baldwin, Carliss Y. & Meyer, Richard F., 1979. "Liquidity preference under uncertainty: A model of dynamic investment in illiquid opportunities," Journal of Financial Economics, Elsevier, vol. 7(4), pages 347-374, December. [Downloadable!] (restricted)
  2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June. [Downloadable!] (restricted)
  3. 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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