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Real option analysis of a technology portfolio

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  • Hilli, Petri
  • Kallio, Maarit
  • Kallio, Markku

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  • Hilli, Petri & Kallio, Maarit & Kallio, Markku, 2007. "Real option analysis of a technology portfolio," Review of Financial Economics, Elsevier, vol. 16(2), pages 127-147.
  • Handle: RePEc:eee:revfin:v:16:y:2007:i:2:p:127-147
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    References listed on IDEAS

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    1. James E. Smith & Robert F. Nau, 1995. "Valuing Risky Projects: Option Pricing Theory and Decision Analysis," Management Science, INFORMS, vol. 41(5), pages 795-816, May.
    2. Merton, Robert C., 1971. "Optimum consumption and portfolio rules in a continuous-time model," Journal of Economic Theory, Elsevier, vol. 3(4), pages 373-413, December.
    3. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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