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The Investment Decision: Estimation Risk and Risk Adjusted Discount Rates
10 references·0 citing·47 second hop
The Investment Decision: Estimation Risk and Risk Adjusted Discount Rates (1989)The Investment Decision: Estimation Risk …Capital Budgeting Forecast Biases: Evidence from the Fortune 500 (1987)Capital Budgeting Forecast Bi…Unbiased estimation of the Black/Scholes formula (1986)Unbiased estimation of the Bl…Evaluation of Manufacturing Investments: A Comparison of U.S. and Japanese Practices (1986)Evaluation of Manufacturing I…A Certainty-Equivalent Approach to Capital Budgeting (1986)A Certainty-Equivalent Approa…Myopia, Capital Budgeting and Decision Making (1982)Myopia, Capital Budgeting and…Estimation Risk and Optimal Portfolio Choice. (1981)Estimation Risk and Optimal P…Uncertainty Induced Bias in Capital Budgeting (1978)Uncertainty Induced Bias in C…Prices of State-Contingent Claims Implicit in Option Prices (1978)Prices of State-Contingent Cl…Prices for State-Contingent Claims: Some Estimates and Applications (1978)Prices for State-Contingent C…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…Decision Analysis: Introductory Lectures on Choices Under Uncertainty. (1969)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)A Bayesian Analysis of Project Selection and of Post Audit Evaluations (1979)M anagerial C onservatism and R ational I nformation A cquisition (1992)The design of the investment post‐audit process in large organisations: evidence from a survey (2001)The Capital Budgeting Decision (2012)A Survey of Capital Budgeting Techniques Used by Major U.S. Firms (1977)Managing as if Tomorrow Mattered (1982)Restoring Our Competitive Edge: Competing through Manufacturing. (1985)The Role of Financial Appraisal in Decisions to Acquire Advanced Manufacturing Technology (1988)The diffusion of industrial robots in Japan and the United States (1989)Multi-Attribute Decision Models in the Justification of CIM Systems (1990)The Weapons Acquisition Process: An Economic Analysis (1963)Optimistic Capital Budgeting Forecasts: An Experiment (1985)A Survey of Corporate Leasing Analysis (1991)Learning from ex ante/ex post cost-benefit comparisons: the coquihalla highway example (1994)Commitment versus Flexibility with Costly Verification (2020)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (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)Theory of Value (1959)Implied Binomial Trees (1994)Implied Volatility Functions: Empirical Tests (1998)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)Theory of rational option pricing (2005)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Economic justification of advanced manufacturing technology (1993)Chapter 21 Real options (1995)Approaches to risk and uncertainty in the appraisal of new technology capital projects (1997)The Structure of "Unstructured" Decision Processes (1976)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Applying Behavioral Finance to Capital Budgeting: Project Terminations (1987)The Capital Budgeting Process: Theory and Practice (1987)CURRENT CAPITAL INVESTMENT PRACTICES (1999)The valuation of options for alternative stochastic processes (1976)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)A Bayesian Approach to Modeling Stock Return Volatility for Option Valuation (1993)Impact of the federal open market committee's meetings and scheduled macroeconomic news on stock market uncertainty (2004)International transmission of uncertainty implicit in stock index option prices (2004)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2005)Robust portfolios: contributions from operations research and finance (2009)It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naïve Diversification (2012)The Adaptive Markets Hypothesis (2004)
this work references cited by second hop

References

  • 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 1981Estimation Risk and Optimal Portfolio Choice.304 cited
  • 1978Prices for State-Contingent Claims: Some Estimates and Applications244 cited
  • 1982Myopia, Capital Budgeting and Decision Making123 cited
  • 1986A Certainty-Equivalent Approach to Capital Budgeting56 cited
  • 1986Evaluation of Manufacturing Investments: A Comparison of U.S. and Japanese Practices55 cited
  • 1987Capital Budgeting Forecast Biases: Evidence from the Fortune 50054 cited
  • 1986Unbiased estimation of the Black/Scholes formula52 cited
  • 1978Uncertainty Induced Bias in Capital Budgeting27 cited

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