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Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming
16 references·7 citing·30 second hop
Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming (2001)Capital Budgeting Under Uncertainty—An In…Real options: Managerial flexibility and strategy in resource allocation (1996)Real options: Managerial flex…Real Options: Managerial Flexibility and Strategy in Resource Allocation (1996)Real Options: Managerial Flex…A stochastic programming model for money management (1995)A stochastic programming mode…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyStrategy through the Option Lens: An Integrated View of Resource Investments and the Incremental-Choice Process (1993)Strategy through the Option L…Financial Optimization (1993)Financial OptimizationPROJECT VALUATION UNDER UNCERTAINTY: WHEN DOES DCF FAIL? (1992)PROJECT VALUATION UNDER UNCER…A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments (1991)A Log-Transformed Binomial Nu…Options, Futures, and Other Derivative Securities. (1990)Options, Futures, and Other D…Time to build, option value, and investment decisions (1987)Time to build, option value, …Evaluating Natural Resource Investments (1985)Evaluating Natural Resource I…Principles of Corporate Finance. (1981)Principles of Corporate Finan…Option pricing: A simplified approach (1979)Option pricing: A simplified …A PROGRAMMING APPROACH TO CORPORATE FINANCIAL MANAGEMENT (1974)A PROGRAMMING APPROACH TO COR…Mathematical Programming and the Analysis of Capital Budgeting Problems. (1964)Mathematical Programming and …Government incentive impacts on private investment behaviors under demand uncertainty (2017)Government incentive impacts …Binomial option pricing models for real estate development (2013)Binomial option pricing model…Investment Propensities under Carbon Policy Uncertainty (2011)Investment Propensities under…A Real Option based Six Sigma project evaluation and selection model (2011)A Real Option based Six Sigma…Prioritizing Project Selection (2009)Prioritizing Project SelectionEvaluating real options for mitigating technical risk in public sector R&D acquisitions (2008)Evaluating real options for m…Electric power generation planning for interrelated projects: a real options approach (2006)Electric power generation pla…The Pricing of Options and Corporate Liabilities (1973)Absorptive Capacity: A New Perspective on Learning and Innovation (1990)Exploration and Exploitation in Organizational Learning (1991)A Real Options Logic for Initiating Technology Positioning Investments (1997)How Organizational Resources Affect Strategic Change and Performance in Turbulent Environments: Theory and Evidence (2001)The age of temporary advantage (2010)Determinants of corporate borrowing (1977)A Theory of the Term Structure of Interest Rates (1985)Entry and Exit Decisions under Uncertainty (1989)Irreversibility, Uncertainty, and Investment (1990)Theory of Rational Option Pricing (1973)Martingales and stochastic integrals in the theory of continuous trading (1981)Theory of rational option pricing (2005)Time to Build and Aggregate Fluctuations (1982)Option Valuation of Claims on Real Assets: The Case of Offshore Petroleum Leases (1988)Real Options and Interactions with Financial Flexibility (1993)Information, Blockbusters and Stars? A Study of the Film Industry (1997)Real options reasoning and a new look at the R&D investment strategies of pharmaceutical firms (2003)Real options theory in strategic management (2016)What IsNotA Real Option: Considering Boundaries for the Application of Real Options to Business Strategy (2004)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)5 Stochastic volatility (1996)Statistical aspects of ARCH and stochastic volatility (1996)Monte Carlo methods for security pricing (1997)The Capital Structure Puzzle (1984)The Determinants of Capital Structure Choice (1988)The theory and practice of corporate finance: evidence from the field (2001)Capital markets research in accounting (2001)
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References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1981Principles of Corporate Finance.3,634 cited
  • 1985Evaluating Natural Resource Investments2,379 cited
  • 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
  • 1996Real options: Managerial flexibility and strategy in resource allocation1,241 cited
  • 1990Options, Futures, and Other Derivative Securities.1,227 cited
  • 1987Time to build, option value, and investment decisions912 cited
  • 1993Strategy through the Option Lens: An Integrated View of Resource Investments and the Incremental-Choice Process882 cited
  • 1964Mathematical Programming and the Analysis of Capital Budgeting Problems.406 cited
  • 1991A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments199 cited
  • 1993Financial Optimization142 cited
  • 1995A stochastic programming model for money management126 cited
  • 1992PROJECT VALUATION UNDER UNCERTAINTY: WHEN DOES DCF FAIL?92 cited
  • 1974

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A PROGRAMMING APPROACH TO CORPORATE FINANCIAL MANAGEMENT
78 cited

Cited by

  • 2011Investment Propensities under Carbon Policy Uncertainty67 cited
  • 2017Government incentive impacts on private investment behaviors under demand uncertainty61 cited
  • 2011A Real Option based Six Sigma project evaluation and selection model59 cited
  • 2006Electric power generation planning for interrelated projects: a real options approach48 cited
  • 2009Prioritizing Project Selection33 cited
  • 2013Binomial option pricing models for real estate development31 cited
  • 2008Evaluating real options for mitigating technical risk in public sector R&D acquisitions30 cited