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Optimal investment under operational flexibility, risk aversion, and uncertainty

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  1. Wang, Huamao & Yang, Zhaojun & Zhang, Hai, 2015. "Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk," European Journal of Operational Research, Elsevier, vol. 241(3), pages 863-871.
  2. Van den Broeke, Maud M. & Boute, Robert N. & Van Mieghem, Jan A., 2018. "Platform flexibility strategies: R&D investment versus production customization tradeoff," European Journal of Operational Research, Elsevier, vol. 270(2), pages 475-486.
  3. Yang, Shu-Jung Sunny & Anderson, Edward James, 2014. "Competition through capacity investment under asymmetric existing capacities and costs," European Journal of Operational Research, Elsevier, vol. 237(1), pages 217-230.
  4. Guerra, Manuel & Kort, Peter & Nunes, Cláudia & Oliveira, Carlos, 2018. "Hysteresis due to irreversible exit: Addressing the option to mothball," Journal of Economic Dynamics and Control, Elsevier, vol. 92(C), pages 69-83.
  5. Maier, Sebastian & Pflug, Georg C. & Polak, John W., 2020. "Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties," European Journal of Operational Research, Elsevier, vol. 285(1), pages 133-147.
  6. Danau, Daniel, 2020. "Prudence and preference for flexibility gain," European Journal of Operational Research, Elsevier, vol. 287(2), pages 776-785.
  7. Alexander, Carol & Chen, Xi & Ward, Charles, 2021. "Risk-adjusted valuation for real option decisions," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 1046-1064.
  8. A. Maron & M. Maron, 2019. "Minimizing the Maximum Risk of Currency Conversion for a Company Buying Abroad," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 59-67.
  9. Lu-Miao Li, Peng Zhou, and Wen Wen, 2023. "Distributed Renewable Energy Investment: The Effect of Time-of-Use Pricing," The Energy Journal, International Association for Energy Economics, vol. 0(Number 5).
  10. Naoki Makimoto & Ryuta Takashima, 2023. "Capacity Market and Investments in Power Generations: Risk-Averse Decision-Making of Power Producer," Energies, MDPI, vol. 16(10), pages 1-19, May.
  11. Delaney, L., 2020. "A Model of Investment under Uncertainty with Time to Build, Market Incompleteness and Risk Aversion," Working Papers 20/13, Department of Economics, City University London.
  12. Spiegel, Alisa & Severini, Simone & Britz, Wolfgang & Coletta, Attilio, 2020. "Step-by-step development of a model simulating returns on farm from investments: the example of hazelnut plantation in Italy: The example of hazelnut plantation in Italy," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 9(1), April.
  13. Erin Baker, 2012. "Option Value and the Diffusion of Energy Efficient Products," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  14. Sendstad, Lars Hegnes & Chronopoulos, Michail, 2017. "Strategic Technology Switching under Risk Aversion and Uncertainty," Discussion Papers 2017/10, Norwegian School of Economics, Department of Business and Management Science.
  15. Marc Baudry & Edouard Civel & Camille Tévenart, 2023. "Land allocation and the adoption of innovative practices in agriculture: a real option modelling of the underlying hidden costs," Working Papers hal-04159839, HAL.
  16. Chronopoulos, Michail & Lumbreras, Sara, 2017. "Optimal regime switching under risk aversion and uncertainty," European Journal of Operational Research, Elsevier, vol. 256(2), pages 543-555.
  17. Chronopoulos, Michail & De Reyck, Bert & Siddiqui, Afzal, 2014. "Duopolistic competition under risk aversion and uncertainty," European Journal of Operational Research, Elsevier, vol. 236(2), pages 643-656.
  18. Banerjee, Shantanu & Güçbilmez, Ufuk & Pawlina, Grzegorz, 2014. "Optimal exercise of jointly held real options: A Nash bargaining approach with value diversion," European Journal of Operational Research, Elsevier, vol. 239(2), pages 565-578.
  19. Carol Alexander & Xi Chen, 2021. "Model risk in real option valuation," Annals of Operations Research, Springer, vol. 299(1), pages 1025-1056, April.
  20. Helena Gaspars-Wieloch, 2019. "Project Net Present Value estimation under uncertainty," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 27(1), pages 179-197, March.
  21. Helena Gaspars-Wieloch, 2018. "The Impact of the Structure of the Payoff Matrix on the Final Decision made Under Uncertainty," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(01), pages 1-27, February.
  22. Qiang Li & Junwei Wang & Jian Ni & Lap Keung Chu & Congdong Li, 2019. "The optimal time to make a risky investment under a permanent exit option," Journal of Intelligent Manufacturing, Springer, vol. 30(7), pages 2669-2680, October.
  23. Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2018. "Real Options in Operations Research: A Review," European Journal of Operational Research, Elsevier, vol. 270(1), pages 1-24.
  24. Helena Gaspars-Wieloch, 2014. "Modifications of the Hurwicz’s decision rule," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(4), pages 779-794, December.
  25. Choi, Kyoung Jin & Kwak, Minsuk & Shim, Gyoocheol, 2017. "Time preference and real investment," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 18-33.
  26. Kang, Sang Baum & Létourneau, Pascal, 2016. "Investors’ reaction to the government credibility problem: A real option analysis of emission permit policy risk," Energy Economics, Elsevier, vol. 54(C), pages 96-107.
  27. Helena Gaspars-Wieloch, 2015. "On a decision rule supported by a forecasting stage based on the decision maker’s coefficient of optimism," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(3), pages 579-594, September.
  28. Taras Bodnar & Dmytro Ivasiuk & Nestor Parolya & Wolfgang Schmid, 2023. "Multi-period power utility optimization under stock return predictability," Computational Management Science, Springer, vol. 20(1), pages 1-27, December.
  29. Lavrutich, Maria N., 2017. "Capacity choice under uncertainty in a duopoly with endogenous exit," European Journal of Operational Research, Elsevier, vol. 258(3), pages 1033-1053.
  30. Sendstad, Lars Hegnes & Chronopoulos, Michail, 2021. "Strategic technology switching under risk aversion and uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 126(C).
  31. Zan Yang & Shuping Wu, 2019. "Land acquisition outcome, developer risk attitude and land development timing," The Journal of Real Estate Finance and Economics, Springer, vol. 59(2), pages 233-271, August.
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