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Citations for "Time to build, option value, and investment decisions"

by Majd, Saman & Pindyck, Robert S.

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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.):
  1. Gryglewicz, Sebastian & Huisman, K.J.M. & Kort, Peter M., 2006. "Finite project life and uncertainty effects on investment," Discussion Paper 124, Tilburg University, Center for Economic Research. [Downloadable!]
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  2. Reinhard Madlener & Gürkan Kumbaroglu & Volkan S. Ediger, 2004. "Modeling Technology Adoption as an Irreversible Investment Under Uncertainty: The Case of the Turkish Electricity Supply Industry," CEPE Working paper series 04-30, CEPE Center for Energy Policy and Economics, ETH Zürich. [Downloadable!]
  3. Steven R. Grenadier & Neng Wang, 2006. "Investment Under Uncertainty and Time-Inconsistent Preferences," NBER Working Papers 12042, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Matthew Clayton & David Yermack, 1999. "Major League Baseball Player Contracts: An Investigation of the Empirical Properties of Real Options," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-051, New York University, Leonard N. Stern School of Business-. [Downloadable!]
  5. Ricardo J. Caballero & Eduardo M.R.A. Engel, 2003. "Adjustment Is Much Slower Than You Think," Cowles Foundation Discussion Papers 1430, Cowles Foundation, Yale University. [Downloadable!]
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  6. Huisman, K.J.M. & Kort, P.M. & Plasmans, J.E.J., 2007. "Investment in High-Tech Industries: An Example from the LCD Industry," Discussion Paper 2007-85, Tilburg University, Center for Economic Research. [Downloadable!]
  7. Chen, Yu-Fu & Snower, Dennis J. & Zoega, Gylfi, 2002. "Labour Market Institutions and Macroeconomic Shocks," CEPR Discussion Papers 3480, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  8. 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!]
  9. Kort, P.M., 1996. "Optimal r&d investments of the firm," Discussion Paper 47, Tilburg University, Center for Economic Research. [Downloadable!]
  10. Pindyck, Robert S. & Solimano, Andres, 1993. "Economic instability and aggregate investment," Policy Research Working Paper Series 1148, The World Bank. [Downloadable!]
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  11. L. Sereno, 2006. "Valuing R & D Investments With A Jump-Diffusion Process," Working Papers 569, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
  12. 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)
  13. Giovanni Villani, 2008. "An R&D Investment Game under Uncertainty in Real Option Analysis," Computational Economics, Springer, vol. 32(1), pages 199-219, September. [Downloadable!] (restricted)
  14. Mahdi Mattar & Charles Cheah, 2006. "Valuing large engineering projects under uncertainty: private risk effects and real options," Construction Management & Economics, Taylor and Francis Journals, vol. 24(8), pages 847-860, August. [Downloadable!] (restricted)
  15. Jean-Daniel Saphores & Éric Gravel & Jean-Thomas Bernard, 2003. "Environmental Impact Assessment and Investment under Uncertainty: An Application to Power Grid Interconnection," CIRANO Working Papers 2003s-29, CIRANO. [Downloadable!]
  16. Tien Foo Sing, 2002. "Time to build options in construction processes," Construction Management & Economics, Taylor and Francis Journals, vol. 20(2), pages 119-130, March. [Downloadable!] (restricted)
  17. Timothy B. Folta & Walter J. Ferrier, 1997. "International Expansion Through Sequential Investment: The Effects Of National Culture On Buyouts And Dissolutions In Biotechnology Partnerships," Game Theory and Information 9701001, EconWPA. [Downloadable!]
  18. Jonathan B. Berk & Richard C. Green & Vasant Naik, 1998. "Valuation and Return Dynamics of New Ventures," NBER Working Papers 6745, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  19. Collan, Mikael, 2004. "Giga-Investments: Modelling the Valuation of Very Large Industrial Real Investments," MPRA Paper 4328, University Library of Munich, Germany. [Downloadable!]
  20. Margsiri, Worawat & Melloy, Antonio S. & Ruckesz, Martin E., 2008. "A Dynamic Analysis of Growth via Acquisition," CEI Working Paper Series 2008-8, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
  21. Coggins, Jay S. & Ramezani, Cyrus A., 1996. "AN ARBITRAGE-FREE APPROACH TO QUASI-OPTION VALUE; Proceedings of the Fifth Joint Conference on Agriculture, Food, and the Environment, June 17-18, 1996, Padova, Italy," Working Papers 14469, University of Minnesota, Center for International Food and Agricultural Policy. [Downloadable!]
  22. Pindyck, Robert S., 1986. "Capital risk and models of investment behavior," Working papers 1819-86., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  23. Karen Mills & Steve Morling & Warren Tease, 1993. "Balance Sheet Restructuring and Investment," RBA Research Discussion Papers rdp9308, Reserve Bank of Australia. [Downloadable!]
  24. Jonathan N. Millar, 2005. "Gestation lags for capital, cash flows, and Tobin's Q," Finance and Economics Discussion Series 2005-24, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  25. He, Hua. & Pindyck, Robert S., 1989. "Investments in flexible production capacity," Working papers 2102-89., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  26. Pindyck, Robert S., 1990. "Irreversibility, uncertainty, and investment," Working papers 3137-90., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  27. Niemann, Rainer & Sureth, Caren, 2002. "Taxation under Uncertainty -- Problems of Dynamic Programming and Contingent Claims Analysis in Real Option Theory," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  28. Said Boukendour, Rahim Bah, 2001. "The guaranteed maximum price contract as call option," Construction Management & Economics, Taylor and Francis Journals, vol. 19(6), pages 563-567, October. [Downloadable!] (restricted)
  29. Maza, Arantza Murillas, 2004. "Common Property Under Management Flexibility: Valuation, Optimal Exploitation, And Regulation," Marine Resource Economics, Marine Resources Foundation, vol. 19(2). [Downloadable!]
  30. Viju, Crina & Kerr, William A. & Nolan, James, 2006. "Subsidization of the Biofuel Industry: Security vs. Clean Air?," 2006 Annual meeting, July 23-26, Long Beach, CA 21321, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  31. 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!]
  32. Pindyck, Robert S., 1986. "Irreversible investment, capacity choice, and the value of the firm," Working papers 1802-86., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  33. Weeds, H., 1999. "'Reverse Hysteresis': R&D Investment with Stochastic Innovation," The Warwick Economics Research Paper Series (TWERPS) 578, University of Warwick, Department of Economics. [Downloadable!]
  34. Isik, Murat & Coble, Keith H. & Hudson, Darren & House, Lisa O., 2002. "A Model Of Entry-Exit Decisions And Capacity Choice Under Demand Uncertainty," 2002 Annual meeting, July 28-31, Long Beach, CA 19797, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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  35. Collan, Mikael, 2004. "Fuzzy Real Investment Valuation Model for Giga-Investments, and a Note on Giga-Investment Lifecycle and Valuation," MPRA Paper 4329, University Library of Munich, Germany. [Downloadable!]
  36. Steven R. Grenadier & Neng Wang, 2005. "Investment Timing, Agency, and Information," NBER Working Papers 11148, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  37. Gomes Santana Félix, Elisabete, 2003. "Opções reais: tipologias e sua avaliação
    [Real options: typologies and its evaluation]    ," MPRA Paper 6186, University Library of Munich, Germany. [Downloadable!]
  38. Marcello Basili & Fulvio Fontini, 2005. "Quasi-option value under ambiguity," Economics Bulletin, Economics Bulletin, vol. 4(3), pages 1-10. [Downloadable!]
  39. Gerda Dewit & Dermot Leahy, 2002. "Time-To-Build Investment and Uncertainty in Oligopoly," Working Papers 200207, School Of Economics, University College Dublin. [Downloadable!]
  40. Caballero, Ricardo J. & Pindyck, Robert S., 1992. "Uncertainty, investment, and industry evolution," Working papers 3460-92., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  41. 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)
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  42. Chen, Yu-Fu & Snower, Dennis & Zoega, Gylfi, 1999. "Firing Costs: Eurosclerosis or Eurosuccesses?," Discussion Paper Series 26177, Hamburg Institute of International Economics. [Downloadable!]
  43. Isik, Murat, 2004. "Incorporating Risk Preferences Into Real Options Models," 2004 Annual meeting, August 1-4, Denver, CO 20027, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  44. Steven R. Grenadier, 2003. "An Equilibrium Analysis of Real Estate," NBER Working Papers 9475, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  45. Bernard Dumas, 1988. "Pricing Physical Assets Internationally," NBER Working Papers 2569, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  46. Marcello Basili & Roberto Renò & Carlo Zappia, 2005. "Production of a New Drug: A Sequential Investment ProcessUnder Uncertainty," Department of Economics University of Siena 453, Department of Economics, University of Siena. [Downloadable!]
  47. Dalila B. M. M. Fontes & Luís Camões & Fernando A. C. C. Fontes, 2007. "Real Options using Markov Chains: an application to Production Capacity Decisions," FEP Working Papers 246, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
  48. John P. Small, 1999. "The Timing and Scale of Investment Under Uncertainty," Econometrics Working Papers 9906, Department of Economics, University of Victoria. [Downloadable!]
  49. Véronique Bastin & Albert Corhay & Georges Hübner & Pierre-Armand Michel, 2002. "Development path and capital structure of belgian biotechnology firms," Research series 200205-11, National Bank of Belgium. [Downloadable!]
  50. Giovanni Villani, 2008. "R&D Cooperation in Real Option Game Analysis," Quaderni DSEMS 19-2008, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia. [Downloadable!]
  51. Ulrich Pape & Stephan Schmidt-Tank, 2005. "Valuing Joint Ventures Using Real Options," Finance 0503030, EconWPA. [Downloadable!]
  52. Robert S. Pindyck, 1993. "Investments of Uncertain Cost," NBER Working Papers 4175, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2009-12-3.

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