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Real options with constant relative risk aversion

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222 cited

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2015A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systems124 cited
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2004Performance of utility-based strategies for hedging basis risk83 cited
2005The impact of the market portfolio on the valuation, incentives and optimality of executive stock options81 cited
2007Horizon-unbiased utility functions76 cited
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2001Rational Hedging and Valuation with Utility-Based Preferences47 cited
2010INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT46 cited
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2009Exponential utility maximization under partial information43 cited
2010Real Options Games in Complete and Incomplete Markets with Several Decision Makers42 cited
2004Utility–indifference hedging and valuation via reaction–diffusion systems42 cited