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Capital Budgeting for Interrelated Projects: A Real Options Approach

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Cited by:

  1. Strebulaev, Ilya A. & Whited, Toni M., 2012. "Dynamic Models and Structural Estimation in Corporate Finance," Foundations and Trends(R) in Finance, now publishers, vol. 6(1–2), pages 1-163, November.
  2. Michi Nishihara, 2010. "A model for determining whether a firm should exercise multiple real options individually or simultaneously," Discussion Papers in Economics and Business 10-12, Osaka University, Graduate School of Economics.
  3. Jyh-Bang Jou & Tan (Charlene) Lee, 2011. "Mutually exclusive investment with technical uncertainty," Applied Economics, Taylor & Francis Journals, vol. 43(30), pages 4723-4728.
  4. S H Martzoukos, 2009. "Real R&D options and optimal activation of two-dimensional random controls," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(6), pages 843-858, June.
  5. Savolainen, Jyrki, 2016. "Real options in metal mining project valuation: Review of literature," Resources Policy, Elsevier, vol. 50(C), pages 49-65.
  6. Kort, Peter M. & Murto, Pauli & Pawlina, Grzegorz, 2010. "Uncertainty and stepwise investment," European Journal of Operational Research, Elsevier, vol. 202(1), pages 196-203, April.
  7. Collan, Mikael, 2004. "Giga-Investments: Modelling the Valuation of Very Large Industrial Real Investments," MPRA Paper 4328, University Library of Munich, Germany.
  8. Smith, James L. & Thompson, Rex, 2009. "Rational plunging and the option value of sequential investment: The case of petroleum exploration," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1009-1033, August.
  9. Deeney, Peter & Cummins, Mark & Heintz, Katharina & Pryce, Mary T., 2021. "A real options based decision support tool for R&D investment: Application to CO2 recycling technology," European Journal of Operational Research, Elsevier, vol. 289(2), pages 696-711.
  10. Gabriel J Power & Charli D. Tandja M. & Josée Bastien & Philippe Grégoire, 2015. "Measuring infrastructure investment option value," Journal of Risk Finance, Emerald Group Publishing, vol. 16(1), pages 49-72, January.
  11. Venetsanos, Konstantinos & Angelopoulou, Penelope & Tsoutsos, Theocharis, 2002. "Renewable energy sources project appraisal under uncertainty: the case of wind energy exploitation within a changing energy market environment," Energy Policy, Elsevier, vol. 30(4), pages 293-307, March.
  12. Davis, Graham A. & Owens, Brandon, 2003. "Optimizing the level of renewable electric R&D expenditures using real options analysis," Energy Policy, Elsevier, vol. 31(15), pages 1589-1608, December.
  13. Nishihara, Michi & Shibata, Takashi, 2011. "The effects of costly exploration on optimal investment timing," Review of Financial Economics, Elsevier, vol. 20(3), pages 105-112, August.
  14. MacDougall, Shelley L. & Pike, Richard H., 2003. "Consider your options: changes to strategic value during implementation of advanced manufacturing technology," Omega, Elsevier, vol. 31(1), pages 1-15, February.
  15. Haijian Si & Stylianos Kavadias & Christoph Loch, 2022. "Managing innovation portfolios: From project selection to portfolio design," Production and Operations Management, Production and Operations Management Society, vol. 31(12), pages 4572-4588, December.
  16. Honglin Wang & Fan Yu & Yinggang Zhou, 2020. "Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(2), pages 633-665, June.
  17. Zhaolin Li & Steven Q. Lu & Jennifer K. Ryan & Daewon Sun, 2021. "Impact of Organizational Structure on Development Strategy under Equity‐Based Incentives," Production and Operations Management, Production and Operations Management Society, vol. 30(4), pages 984-996, April.
  18. repec:dau:papers:123456789/1046 is not listed on IDEAS
  19. Andrea Gamba & Alberto Micalizzi, 2007. "Product Development and Market Expansion: A Real Options Model," Financial Management, Financial Management Association International, vol. 36(1), pages 91-112, March.
  20. Thomas G. Yeung & Scott J. Mason, 2006. "Using real options analysis to value reoptimization options in the shifting bottleneck heuristic," Naval Research Logistics (NRL), John Wiley & Sons, vol. 53(4), pages 285-297, June.
  21. Nyambane, Gerald G. & Black, J. Roy, 2004. "The Real Options Puzzle For Michigan Tart Cherry Producers," 2004 Annual meeting, August 1-4, Denver, CO 20011, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  22. Eric Le Fur & J. François Outreville, 2021. "Real Options and Reduction of Basic Risk of Index‐Based Climate Agricultural Insurance," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 43(4), pages 1658-1671, December.
  23. Paul D. Childs & Alexander J. Triantis, 1999. "Dynamic R&D Investment Policies," Management Science, INFORMS, vol. 45(10), pages 1359-1377, October.
  24. Rodrigues, Artur & Armada, Manuel J. Rocha, 2007. "The valuation of modular projects: A real options approach to the value of splitting," Global Finance Journal, Elsevier, vol. 18(2), pages 205-227.
  25. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
  26. Michael Bowe & Konstantinos Vonatsos & Stephanos Zarkos, 2005. "Decision rules for allocating a limiting factor across products in a stochastic production environment: a real options approach," Accounting and Business Research, Taylor & Francis Journals, vol. 35(3), pages 183-205.
  27. Dean Paxson, 2007. "Sequential American Exchange Property Options," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 135-157, January.
  28. Jyh-Bang Jou & Tan (Charlene) Lee, 2009. "How Does a Development Moratorium Affect Development Timing Choices and Land Values?," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 301-315, October.
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