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Risk-Neutral Pricing Approach for Evaluating BOT Highway Projects with Government Minimum Revenue Guarantee Options
16 references·16 citing·29 second hopsampled
Risk-Neutral Pricing Approach for Evaluating BOT Highway Projects with Government Minimum Revenue Guarantee Options (2011)Risk-Neutral Pricing Approach for Evaluat…“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …Error and optimism bias in toll road traffic forecasts (2009)Error and optimism bias in to…The option value of government guarantees in infrastructure projects (2008)The option value of governmen…Options, futures and other derivatives (2008)Options, futures and other de…Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects (2007)Valuing Simple Multiple-Exerc…Unsustainable Transport: City Transport in the New Century (2005)Unsustainable Transport: City…Unsustainable Transport (2005)Unsustainable TransportReal Options Analysis: Where Are the Emperor's Clothes? (2005)Real Options Analysis: Where …Valuation techniques for infrastructure investment decisions (2004)Valuation techniques for infr…Copeland, Tom/Antikarov, Vladimir, Real Options. A Practitioner’s Guide, Texere LLC, New York 2001, $ 59,95 (2002)Copeland, Tom/Antikarov, Vlad…A real options approach to valuing strategic flexibility in uncertain construction projects (2002)A real options approach to va…Real Options: A Practitioner's Guide (2001)Real Options: A Practitioner'…Manufacturing flexibility and real options: A review (2001)Manufacturing flexibility and…The Sharpe Ratio (1994)The Sharpe RatioInvestment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyThe front-end of projects: a systematic literature review and structuring (2019)The front-end of projects: a …Taxonomy of risks in PPP transportation projects: a systematic literature review (2019)Taxonomy of risks in PPP tran…Incentive game of investor speculation in PPP highway projects based on the government minimum revenue guarantee (2019)Incentive game of investor sp…Review of Public–Private Partnership Literature from a Project Lifecycle Perspective (2018)Review of Public–Private Part…Revenue guarantee in public–private partnerships: a win–win model (2018)Revenue guarantee in public–p…Financial risk assessment and modelling of PPP based Indian highway infrastructure projects (2017)Financial risk assessment and…Efficient risk transfer in PPP wastewater treatment projects (2017)Efficient risk transfer in PP…The Real Option Value of Renegotiation in Public–Private Partnerships (2016)The Real Option Value of Rene…Optimal choice of capacity, toll and government guarantee for build-operate-transfer roads under asymmetric cost information (2016)Optimal choice of capacity, t…Modeling the impact of government guarantees on toll charge, road quality and capacity for Build-Operate-Transfer (BOT) road projects (2015)Modeling the impact of govern…Evaluation of the excess revenue sharing ratio in PPP projects using principal–agent models (2015)Evaluation of the excess reve…Revenue guarantee in public-private partnerships: a fair risk allocation model (2014)Revenue guarantee in public-p…Concession Renegotiation Models for Projects Developed through Public-Private Partnerships (2014)Concession Renegotiation Mode…Risk perceptions and approaches in multi-organizations: A research review 2000–2012 (2013)Risk perceptions and approach…Evaluation of restrictive competition in PPP projects using real option approach (2013)Evaluation of restrictive com…Modeling Contingent Liabilities Arising from Government Guarantees in Indonesian BOT/PPP Toll Roads (2012)Modeling Contingent Liabiliti…Determinants of corporate borrowing (1977)Valuing governmental support in infrastructure projects as real options using Monte Carlo simulation (2006)Valuing the option to invest in an incomplete market (2007)Real options analysis for renewable energy investment decisions in developing countries (2016)Modern Portfolio Theory and Investment Analysis. 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References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 1994The Sharpe Ratio2,542 cited
  • 2001Real Options: A Practitioner's Guide1,053 cited
  • 2008Options, futures and other derivatives646 cited
  • 2005Unsustainable Transport: City Transport in the New Century423 cited
  • 2002Copeland, Tom/Antikarov, Vladimir, Real Options. A Practitioner’s Guide, Texere LLC, New York 2001, $ 59,95373 cited
  • 2005Unsustainable Transport338 cited
  • 2005Real Options Analysis: Where Are the Emperor's Clothes?247 cited
  • 2008The option value of government guarantees in infrastructure projects211 cited
  • 2009Error and optimism bias in toll road traffic forecasts202 cited
  • 2004Valuation techniques for infrastructure investment decisions187 cited
  • 2007Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects168 cited
  • 2002A real options approach to valuing strategic flexibility in uncertain construction projects146 cited
  • 2001Manufacturing flexibility and real options: A review

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145 cited

Cited by

  • 2019The front-end of projects: a systematic literature review and structuring160 cited
  • 2017Financial risk assessment and modelling of PPP based Indian highway infrastructure projects156 cited
  • 2013Risk perceptions and approaches in multi-organizations: A research review 2000–2012123 cited
  • 2015Evaluation of the excess revenue sharing ratio in PPP projects using principal–agent models122 cited
  • 2014Revenue guarantee in public-private partnerships: a fair risk allocation model99 cited
  • 2018Revenue guarantee in public–private partnerships: a win–win model89 cited
  • 2016The Real Option Value of Renegotiation in Public–Private Partnerships85 cited
  • 2018Review of Public–Private Partnership Literature from a Project Lifecycle Perspective80 cited
  • 2013Evaluation of restrictive competition in PPP projects using real option approach78 cited
  • 2019Incentive game of investor speculation in PPP highway projects based on the government minimum revenue guarantee75 cited
  • 2017Efficient risk transfer in PPP wastewater treatment projects74 cited
  • 2012Modeling Contingent Liabilities Arising from Government Guarantees in Indonesian BOT/PPP Toll Roads74 cited
  • 2019Taxonomy of risks in PPP transportation projects: a systematic literature review71 cited
  • 2014Concession Renegotiation Models for Projects Developed through Public-Private Partnerships66 cited
  • 2015Modeling the impact of government guarantees on toll charge, road quality and capacity for Build-Operate-Transfer (BOT) road projects64 cited
  • 2016Optimal choice of capacity, toll and government guarantee for build-operate-transfer roads under asymmetric cost information61 cited