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Waiting to Invest: Investment and Uncertainty
9 references·16 citing·38 second hop
Waiting to Invest: Investment and Uncertainty (1992)Waiting to Invest: Investment and Uncerta…Theory of rational option pricing (2005)Theory of rational option pri…Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…An Intertemporal General Equilibrium Model of Asset Prices (1985)An Intertemporal General Equi…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…The Value of Waiting to Invest (1982)The Value of Waiting to InvestIrreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…On the term structure of interest rates (1978)On the term structure of inte…An equilibrium characterization of the term structure (1977)An equilibrium characterizati…Increasing risk II: Its economic consequences (1971)Increasing risk II: Its econo…Presidential Address: Corporate Finance and Reality (2022)Presidential Address: Corpora…Policy Uncertainty, Investment, and the Cost of Capital (2017)Policy Uncertainty, Investmen…Renewable energy investments under different support schemes: A real options approach (2012)Renewable energy investments …Two Trees (2007)Two TreesRisk management in supply chain: a real option approach (2006)Risk management in supply cha…Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis (2006)Geometric Brownian Motion and…Investment, Uncertainty, and Liquidity (2003)Investment, Uncertainty, and …Investment Under Uncertainty in Information Technology: Acquisition and Development Projects (2003)Investment Under Uncertainty …Discounting the distant future: how much do uncertain rates increase valuations? (2003)Discounting the distant futur…Option value and entry timing (2002)Option value and entry timingReal options valuation: the new frontier in R&D project evaluation? (1999)Real options valuation: the n…Challenges to the practical implementation of modeling and valuing real options (1998)Challenges to the practical i…The persistence of real estate cycles (1995)The persistence of real estat…Economic Instability and Aggregate Investment (1993)Economic Instability and Aggr…Economic Instability and Aggregate Investment (1993)Economic Instability and Aggr…PRIVATE INVESTMENT AND MACROECONOMIC ADJUSTMENT:A Survey (1992)PRIVATE INVESTMENT AND MACROE…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Asset Prices in an Exchange Economy (1978)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)The arbitrage theory of capital asset pricing (1976)Investment Under Uncertainty. (1994)A real options model for renewable energy investment with application to solar photovoltaic power generation in China (2016)Risks and risk management of renewable energy projects: The case of onshore and offshore wind parks (2016)A unified framework for stochastic optimization (2018)Risk Aversion in the Small and in the Large (1964)Optimal rules for ordering uncertain prospects (1975)Risk Aversion in the Small and in the Large (1976)Net Health Benefits (1998)Stochastic Volatility for Lévy Processes (2003)Theory of Rational Option Pricing (1973)A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities (1993)Nonparametric Pricing of Interest Rate Derivative Securities (1995)Capital Theory and Investment Behavior (1963)Option pricing when underlying stock returns are discontinuous (1976)Joint Ventures and the Option to Expand and Acquire (1991)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Understanding business cycles (1977)Policy Uncertainty and Corporate Investment (2015)An Intertemporal Capital Asset Pricing Model (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Determinants of corporate borrowing (1977)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Optimum consumption and portfolio rules in a continuous-time model (1971)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Dynamic Asset Pricing Theory. (1993)
this work references cited by second hop

References

  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1977An equilibrium characterization of the term structure6,104 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
  • 1971Increasing risk II: Its economic consequences1,082 cited
  • 1978On the term structure of interest rates659 cited

Cited by

  • 2012Renewable energy investments under different support schemes: A real options approach417 cited
  • 2003Discounting the distant future: how much do uncertain rates increase valuations?398 cited
  • 1993Economic Instability and Aggregate Investment389 cited
  • 2017Policy Uncertainty, Investment, and the Cost of Capital343 cited
  • 1998Challenges to the practical implementation of modeling and valuing real options327 cited
  • 2003Investment, Uncertainty, and Liquidity320 cited
  • 2006

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Risk management in supply chain: a real option approach
281 cited
  • 1992PRIVATE INVESTMENT AND MACROECONOMIC ADJUSTMENT:A Survey221 cited
  • 2002Option value and entry timing215 cited
  • 1995The persistence of real estate cycles200 cited
  • 1999Real options valuation: the new frontier in R&D project evaluation?191 cited
  • 2003Investment Under Uncertainty in Information Technology: Acquisition and Development Projects187 cited
  • 2022Presidential Address: Corporate Finance and Reality185 cited
  • 1993Economic Instability and Aggregate Investment179 cited
  • 2006Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis172 cited
  • 2007Two Trees167 cited