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A Contingent-Claims Approach to the Inventory-Stocking Decision
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A Contingent-Claims Approach to the Inventory-Stocking Decision (1997)A Contingent-Claims Approach to the Inven…Introduction to Derivatives (2014)Introduction to DerivativesEmpirical Evidence on the Corporate Use of Derivatives (1996)Empirical Evidence on the Cor…Real Options and Interactions with Financial Flexibility (1993)Real Options and Interactions…Inventory Decision under Demand Uncertainty: A Contingent Claims Approach (1990)Inventory Decision under Dema…Numerical Evaluation of Multivariate Contingent Claims (1989)Numerical Evaluation of Multi…Inventory management under uncertainty: A financial theory for the transactions motive (1989)Inventory management under un…Prices for State-Contingent Claims: Some Estimates and Applications (1978)Prices for State-Contingent C…The Pricing of Options and Corporate Liabilities (1973)Determinants of corporate borrowing (1977)Real Options and IT Platform Adoption: Implications for Theory and Practice (2004)Theory of rational option pricing (2005)Stakeholder Theory:The State of the Art (2010)Real options theory in strategic management (2016)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market (1988)Option Pricing and the Martingale Restriction (1995)Option-Implied Risk-Neutral Distributions and Implied Binomial Trees (1999)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE 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.] (1975)Output Decision Under Demand Uncertainty with Stochastic Production Function: A Contingent Claims Approach (1990)Strategic diversification and capacity utilization (2001)Loss-averse newsvendor problem with general profit target (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Determinants of Firms' Hedging Policies (1985)Agency Costs of Corporate Risk Management (1998)Hedging or Market Timing? Selecting the Interest Rate Exposure of Corporate Debt (2005)The use of foreign currency derivatives, corporate governance, and firm value around the world (2011)The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Value of Waiting to Invest (1982)Evaluating Natural Resource Investments (1985)The valuation of options for alternative stochastic processes (1976)Martingales and arbitrage in multiperiod securities markets (1979)Option pricing: A simplified approach (1979)Jump Diffusion Option Valuation in Discrete Time (1993)Numerical Valuation of High Dimensional Multivariate American Securities (1995)Resource relatedness, redeployability, and firm value (2013)Real options: applications to logistics and transportation (2006)
this work references cited by second hop

References

  • 1993Real Options and Interactions with Financial Flexibility690 cited
  • 1989Numerical Evaluation of Multivariate Contingent Claims335 cited
  • 1996Empirical Evidence on the Corporate Use of Derivatives300 cited
  • 1978Prices for State-Contingent Claims: Some Estimates and Applications244 cited
  • 2014Introduction to Derivatives49 cited
  • 1989Inventory management under uncertainty: A financial theory for the transactions motive21 cited
  • 1990Inventory Decision under Demand Uncertainty: A Contingent Claims Approach15 cited

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