SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Valuing risk and flexibility · Study

ArticleShelves

ArticleValuing risk and flexibility

Nathalie Moyen1996

Article1996

Valuing risk and flexibility

Nathalie Moyen · Margaret E. Slade · Raman Uppal

58 citations·0/0 files stored·Resources Policy

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Capital Investment and Risk Analysis Financial Reporting and Valuation Research Mining Techniques and Economics

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 58 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1994Investment Under Uncertainty.1973Theory of Rational Option Pricing 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 2005Theory of rational option pricing 1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]1973An Intertemporal Capital Asset Pricing Model

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2001Valuing Managerial Flexibility: An Application of Real-Option Theory to Mining Investmentsarticle · 15 shared references 2000Continuous‐Time Methods in Finance: A Review and an Assessmentarticle · 10 shared references 1999Three centuries of asset pricingarticle · 9 shared references 2015A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systemsarticle · 8 shared references 2013Effects of Temperature Uncertainty on the Valuation of Geothermal Projects: A Real Options Approachpreprint · 8 shared references 1992Petroleum taxation under uncertainty: contingent claims analysis with an application to Norwayarticle · 8 shared references

Details

Year1996

Typearticle

Published1996-03-01

VenueResources Policy

ISSN-L0301-4207

Languageen

Citations58

Files0 public / 0

ShelfCapital Investment and Risk Analysis

Identifiers

doi10.1016/s0301-4207(96)00022-0

openalex_workW1547530666

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Cited by

2008Evaluation of a mining project using Discounted Cash Flow analysis, Decision Tree analysis, Monte Carlo Simulation and Real Options using an example 2017The optimisation rule for investment in mining projects 2014Evaluation of the mining projects under economic uncertainties using multidimensional binomial tree