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Year of publication
Subject
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Real options analysis 159 Realoptionsansatz 158 Real option 157 real option 144 Theorie 84 Theory 77 Investitionsentscheidung 61 Investment decision 61 Real Option 44 Investment 42 Optionspreistheorie 40 Option pricing theory 39 Investition 34 Risk 34 Risiko 31 Uncertainty 14 uncertainty 13 Capital structure 12 Game theory 12 Stochastic process 12 Stochastischer Prozess 12 Kapitalstruktur 11 Portfolio selection 11 Portfolio-Management 11 Decision under uncertainty 10 Entscheidung unter Unsicherheit 10 Innovation 10 Realoption 10 Climate change 9 Flexibility 9 Project management 9 Spieltheorie 9 Agency theory 8 Migration 8 Prinzipal-Agent-Theorie 8 Projektmanagement 8 Betriebliche Liquidität 7 Corporate liquidity 7 Option trading 7 Optionsgeschäft 7
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Online availability
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Undetermined 166 Free 135 CC license 6
Type of publication
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Article 244 Book / Working Paper 108 Other 3
Type of publication (narrower categories)
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Article in journal 145 Aufsatz in Zeitschrift 145 Working Paper 28 Graue Literatur 15 Non-commercial literature 15 Arbeitspapier 12 research-article 5 Article 4 Aufsatz im Buch 3 Book section 3 Conference paper 2 Congress Report 2 Konferenzbeitrag 2 Konferenzschrift 2 Thesis 2 Conference Paper 1 Hochschulschrift 1 Preprint 1 review-article 1
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Language
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English 223 Undetermined 127 German 1 French 1 Indonesian 1 Polish 1 Russian 1
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Author
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Vergalli, Sergio 15 Moretto, Michele 14 Broll, Udo 10 Lukas, Elmar 10 Sarkar, Sudipto 9 Nishihara, Michi 8 Wesseler, Justus 8 Welling, Andreas 7 Shibata, Takashi 6 Bouis, Romain 5 Kim, Hyoungkwan 5 Yang, Jinqiang 5 Čirjevskis, Andrejs 5 Bieta, Volker 4 Kang, Sang Baum 4 Lotfaliei, Babak 4 Létourneau, Pascal 4 Meier, Matthias 4 Milde, Hellmuth 4 Park, Taeil 4 Strobel, Frank 4 Ventura, Marco 4 Aray, Henry 3 Burghof, Hans-Peter 3 Cheah, Charles 3 Hansen, Sabine 3 Hennessy, David A. 3 Hu, Chengru 3 Kim, Byungil 3 Liu, Jicai 3 Lucchetta, Marcella 3 Narita, Daiju 3 Park, Hojeong 3 Quaas, Martin F. 3 Scandizzo, Pasquale Lucio 3 Stokes, Jeffrey R. 3 Tennert, Julius 3 Zhang, Chuanqian 3 Zwart, Gijsbert T. J. 3 Angelou, Georgios N. 2
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Fondazione ENI Enrico Mattei (FEEM) 4 Université Paris-Dauphine (Paris IX) 4 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 3 EconWPA 3 Fakultät Wirtschaftswissenschaften, Technische Universität Dresden 3 Center for Agricultural and Rural Development (CARD), Iowa State University 2 Departamento de Teoría e Historia Económica, Facultad de Ciencias Económicas y Empresariales 2 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 2 European Association of Agricultural Economists - EAAE 2 Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg 2 Graduate School of Economics, Osaka University 2 International Association of Agricultural Economists - IAAE 2 Nationalekonomiska institutionen, Stockholms Universitet 2 Agricultural and Applied Economics Association - AAEA 1 Bureau d'Économie Théorique et Appliquée (BETA), Université de Strasbourg 1 C.E.P.R. Discussion Papers 1 CESifo 1 Center for European, Governance and Economic Development Research (CeGE), Wirtschaftswissenschaftliche Fakultät 1 Center for Financial Studies 1 Center for Globalization and Europeanization of the Economy (CeGE), Georg-August-Universität 1 Department of Agricultural Economics, Purdue University 1 Deutsche Bundesbank 1 Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW) 1 Dipartimento di Politica Economica, Finanza e Sviluppo (DEPFID), Facoltà di Economia "Richard M. Goodwin" 1 Econometric Society 1 Finance Discipline Group, Business School 1 Institut for Virksomhedsledelse og Økonomi, Syddansk Universitet 1 Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center 1 Institut für Weltwirtschaft (IfW) 1 Institut für Wirtschaftsforschung Halle (IWH) 1 Institute for Environmental Decisions (IED), Departement Umweltwissenschaften 1 Institute for Monetary and Economic Studies, Bank of Japan 1 Institute of Economic Research, Kyoto University 1 International Food Policy Research Institute (IFPRI) 1 Istituto Nazionale di Statistica (ISTAT) 1 Krannert School of Management, Purdue University 1 MASTER CONSULTORES 1 Nationalökonomisk Institut, Institut for Økonomi 1 School of Economics, Universiteit Utrecht 1
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Published in...
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European journal of operational research : EJOR 9 Energy economics 7 Construction Management and Economics 6 Dresden Discussion Paper Series in Economics 6 Economic modelling 6 MPRA Paper 6 Economic Modelling 5 Finance research letters 5 Journal of economic dynamics & control 5 Economics Papers from University Paris Dauphine 4 International journal of strategic property management 4 Journal of mathematical finance 4 Nota di Lavoro 4 Water Resources Management 4 Working Papers / Fondazione ENI Enrico Mattei (FEEM) 4 Applied Energy 3 Applied economics 3 Applied economics letters 3 CEIS Research Paper 3 International journal of production economics 3 Journal of banking & finance 3 Renewable and Sustainable Energy Reviews 3 "Marco Fanno" Working Papers 2 2009 Conference, August 16-22, 2009, Beijing, China 2 Annals of finance 2 CESifo Working Paper 2 Center for Agricultural and Rural Development (CARD) Publications 2 Computational Management Science 2 Computational Statistics 2 Discussion Papers in Economics and Business 2 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 2 Energy Economics 2 Energy Policy 2 FEMM Working Papers 2 Finance Research Letters 2 Games and economic behavior 2 IWH Discussion Papers 2 International Journal of Information Technology & Decision Making (IJITDM) 2 International journal of business 2 International review of economics & finance : IREF 2
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Source
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ECONIS (ZBW) 164 RePEc 155 EconStor 22 BASE 7 Other ZBW resources 7
Showing 1 - 50 of 355
Did you mean: subject_exact:"Real options" (4,847 results)
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Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment
Cao, Jiling; Kim, Jeong-Hoon; Liu, Wenqiang; Zhang, WenJun - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372122
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Mitigating foreign exchange risk exposure with supply chain flexibility : a real option analysis
Pellegrino, Roberta; Gaudenzi, Barbara; Zsidisin, George A. - In: Journal of business logistics 45 (2024) 1, pp. 1-27
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014477713
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Distortions in investment timing and quantity in real options with asymmetric information
Oosterhout, Maarten van; Zwart, Gijsbert T. J. - In: De economist : Netherlands Economic Review 171 (2023) 4, pp. 347-365
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014442794
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Valuing options to renew at future market value : the case of commercial property leases
Wang, Jenny Jing; Shen, Jianfu; Pretorius, Frederik - In: Financial innovation : FIN 9 (2023) 1, pp. 1-35
In this study, we develop and empirically test a valuation model for a commonly encountered option in office leases: a tenant's option to renew at future market rent (a fair market value) with lease termination as the maturity date. The model integrates decision analysis with real options...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014289077
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On the strategic timing of sales by real estate developers : to wait or to presell?
Li, L.; Bao, Helen X. H.; Chau, K. W. - In: The journal of real estate finance and economics 66 (2023) 1, pp. 169-196
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013542216
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Is there super-normal profit in real estate development?
Geltner, David; Kumar, Anil; Minne, Alex M. van de - In: Journal of real estate research : JRER ; a publication … 45 (2023) 2, pp. 160-187
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014303098
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Optimal timing and proportion in two stages learning investment
Liu, Yu-Hong; Jiang, I-Ming; Hung, Mao-Wei - In: Review of quantitative finance and accounting 64 (2025) 3, pp. 1001-1027
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015328684
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Economic policy uncertainty and renewable energy innovation : International evidence
Feng, Gen-Fu; Zheng, Mingbo - In: Innovation and green development 1 (2022) 2, pp. 1-11
This research investigates the impact of economic policy uncertainty on renewable energy innovation, based on a panel of 22 countries during the period 1985-2019. The results indicate that economic policy uncertainty exerts a positive effect on renewable energy innovation that lasts for at least...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014433837
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House age and housing prices: a viewpoint of the optimal time for land redevelopment
Wang, Wen-Kai; Tsai, I-Chun - In: International journal of strategic property management 26 (2022) 3, pp. 172-187
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013415717
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Optimal capital structure with supplier market power
Cui, Xue; Sarkar, Sudipto; Zhang, Chuanqian - In: Accounting and finance 64 (2024) 2, pp. 1805-1825
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015164463
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Asset redeployability and firm value amidst the COVID-19 pandemic : a real options perspective
Chen, Jia; Yi, Xingjian; Liu, Hao - In: International review of financial analysis 94 (2024), pp. 1-14
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014544026
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Dynamic coordination with payoff and informational externalities
Zhou, Beixi - In: Games and economic behavior 144 (2024), pp. 141-166
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Innovation and financial disclosure
Chen, Hui; Liang, Pierre Jinghong; Petrov, Evgeny - In: Journal of accounting research 62 (2024) 3, pp. 935-979
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014541873
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Exploring the link of real options theory with dynamic capabilities framework in open innovation-type merger and acquisition deals
Čirjevskis, Andrejs - In: Journal of Risk and Financial Management 14 (2021) 4, pp. 1-16
Although it is well established that acquisition-based dynamic capabilities have important consequences for merger and acquisition (M&A) processes, direct evidence on how real option applications can measure a dynamic capability-based synergy in open innovation-type M&A deals has been scarce....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012611725
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Effects of economic policy uncertainty on corporate investment and strategic cash holdings : evidence from Japan
Fujitani, Ryosuke; Hattori, Masazumi; Yasuda, Yukihiro - 2021
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Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo; Villani, Giovanni - In: Annals of finance 17 (2021) 3, pp. 379-404
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The option to pay attention
Izhakian, Yehuda; Levy, Hagit; Shalev, Ron; Zur, Emanuel - 2021
We use a novel and unique dataset to measure attention to securities—individuals’ stock-following over time (watchlists)—to provide evidence that attention to securities reacts differently to various types of uncertainty. We find that market-wide uncertainty, measured by the VIX index,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012593942
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Exploring the link of real options theory with dynamic capabilities framework in open innovation-type merger and acquisition deals
Čirjevskis, Andrejs - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-16
Although it is well established that acquisition-based dynamic capabilities have important consequences for merger and acquisition (M&A) processes, direct evidence on how real option applications can measure a dynamic capability-based synergy in open innovation-type M&A deals has been scarce....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012520909
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Timing decisions of housing sales and development based on real option theory
Zhang, Ling; Shi, Dingyin; Chang, Xin; Wen, Haizhen - In: International journal of strategic property management 25 (2021) 2, pp. 90-101
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013415312
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Real option and vertical mixed-use development
Zhong, Jiawei; Hui, Eddie Chi Man - In: International journal of strategic property management 25 (2021) 5, pp. 382-395
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013415385
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On the interplay of production flexibility, capital structure, and investment timing
Lai, Guoming; Ritchken, Peter H.; Wu, Qi - In: Manufacturing & service operations management : M & SOM 25 (2023) 6, pp. 2106-2121
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014437618
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Domestic and international effects of economic policy uncertainty on corporate investment and strategic cash holdings : evidence from Japan
Fujitani, Ryosuke; Hattori, Masazumi; Yasuda, Yukihiro - In: Journal of the Japanese and international economies : … 69 (2023), pp. 1-13
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014374234
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Measuring dynamic capabilities-based synergies using real options in M&A deals : Amazon's acquisition of Whole Foods
Čirjevskis, Andrejs - In: International journal of applied management science : IJAMS 15 (2023) 1, pp. 73-85
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014231276
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Spin-offs or sell-offs : the dynamics of corporate divestitures
Chang, Shih Chung; Han, Nan-Wei - In: Finance research letters 58 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014581638
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Monetary policy uncertainty and corporate cash holdings : evidence from China
Han, Haozhe; Wang, Xingjian - In: Journal of financial stability 67 (2023), pp. 1-17
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014455459
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Optimal procurement and investment in new technologies under uncertainty
Arve, Malin; Zwart, Gijsbert T. J. - In: Journal of economic dynamics & control 147 (2023), pp. 1-19
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014249733
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The wisdom of crowd, real option and game theory decisions : can they be used by clubs to improve their investment in football players?
Rubio Martín, Gracia; Miguel García, Conrado M.; … - In: Managerial finance 49 (2023) 6, pp. 1036-1055
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014311529
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Investment decisions on carbon capture utilization and storage retrofit of Chinese coal-fired power plants based on real option and source-sink matching models
Fan, Jing-Li; Li, Zezheng; Ding, Zixia; Li, Kai; Zhang, Xian - In: Energy economics 126 (2023), pp. 1-13
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Do synergies pop up magically in digital transformation-based retail M&A: Valuing synergies with real options application
Čirjevskis, Andrejs - In: Journal of Open Innovation: Technology, Market, and … 6 (2020) 1, pp. 1-14
This paper aims to explore and to illustrate success factors of reciprocal synergies of digital transformation-based merger and acquisition (M&A) deals in the grocery retail industry. The author carried out a case study on the merger of Ahold Delhaize in 2016. The paper's contribution is a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012620313
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Do synergies pop up magically in digital transformation-based retail M&A : valuing synergies with real options application
Čirjevskis, Andrejs - In: Journal of open innovation : technology, market, and … 6 (2020) 1/18, pp. 1-14
This paper aims to explore and to illustrate success factors of reciprocal synergies of digital transformation-based merger and acquisition (M&A) deals in the grocery retail industry. The author carried out a case study on the merger of Ahold Delhaize in 2016. The paper´s contribution is a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012214392
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Dysfunctionality of two-part transfer pricing in investment centers' performance assessment
Guzikova, Liudmila A.; Nechitaylo, Igor A. - In: Management : journal of contemporary management issues 25 (2020) 2, pp. 291-304
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012422993
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To phase or not to phase : quantifying the effect of phasing construction projects
Collan, Mikael; Savolainen, Jyrki - In: Nordic journal of business : NJB 69 (2020) 1, pp. 68-90
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Determinants of staged project management and success in innovation : empirical analysis based on the Japanese national innovation survey
Haneda, Shoko; Ikeda, Yuya - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012134896
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Real option based appraisal of environmental investments : an assessment of NOx emission control techniques in large combustion plants
Schiel, Carmen - 2019
The thesis at hand provides a real option based decision support model for politically enforced environmental investments, which do not gain company internal economic profit. Therefore, a detailed methodology for the estimation of investments and operating costs for the exemplary application of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012062667
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Learning to hesitate
Descamps, Ambroise; Massoni, Sébastien; Page, Lionel - In: Experimental economics : a journal of the Economic … 25 (2022) 1, pp. 359-383
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012817415
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Real options with overextrapolation
Deng, Kebin; Peng, Jiaxin; Peng, Juan; Zhang, Yuhua - In: Economic modelling 114 (2022), pp. 1-12
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Customization and returns
Esenduran, Gökçe; Letizia, Paolo; Ovchinnikov, Anton - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4517-4526
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013369085
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Robust stimulus of private investment : tax rate cut or investment subsidy?
Niu, Yingjie; Yang, Jinqiang; Zhao, Siqi - In: International journal of economic theory 18 (2022) 3, pp. 339-357
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013402075
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SME investment and financing under asymmetric information
Wang, Yao; Zhang, Hai; Zhao, Zhiming - In: European financial management : the journal of the … 28 (2022) 5, pp. 1347-1375
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013415839
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To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat; Lotfaliei, Babak - In: European journal of operational research : EJOR 300 (2022) 2, pp. 771-787
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013207304
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Maize price volatility and deforestation
Lundberg, Clark; Abman, Ryan - In: American journal of agricultural economics 104 (2022) 2, pp. 693-716
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013167641
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Real-option valuation in a finite-time, incomplete market with jump diffusion and investor-utility inflation
Hillman, Timothy; Zhang, Nan; Jin, Zhuo - In: Risks 6 (2018) 2, pp. 1-20
We extend an existing numerical model (Grasselli (2011)) for valuing a real option to invest in a capital project in an incomplete market with a finite time horizon. In doing so, we include two separate effects: the possibility that the project value is partly describable according to a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011996609
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Estimating the value of flexibility from real options: On the accuracy of hybrid electricity price models
Pape, Christian; Woll, Oliver; Weber, Christoph - 2018
Practitioners in the electricity industry aim to assess the value of power plants or other real options several months or even years ahead of operation. Such a valuation is notably required for hedging purposes. The revenue streams to be earned in the spot market are thereby already secured on...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012042065
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Systematic Risk, Bank Moral Hazard, and Bailouts
Lucchetta, Marcella; Moretto, Michele; Parigi, Bruno Maria - 2018
We show that the impact of government bailouts (liquidity injections) on a representative bank’s risk taking depends on the level of systematic risk of its loans portfolio. In a model where bank’s output follows a geometric Brownian motion and the government guarantees bank’s liabilities,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011815771
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Real-option valuation in a finite-time, incomplete market with jump diffusion and investor-utility inflation
Hillman, Timothy; Zhang, Nan; Jin, Zhuo - In: Risks : open access journal 6 (2018) 2, pp. 1-20
We extend an existing numerical model (Grasselli (2011)) for valuing a real option to invest in a capital project in an incomplete market with a finite time horizon. In doing so, we include two separate effects: the possibility that the project value is partly describable according to a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011866522
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Systematic risk, bank moral hazard, and bailouts
Lucchetta, Marcella; Moretto, Michele; Parigi, Bruno - 2018
We show that the impact of government bailouts (liquidity injections) on a representative bank's risk taking depends on the level of systematic risk of its loans portfolio. In a model where bank's output follows a geometric Brownian motion and the government guarantees bank's liabilities, we...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011794114
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Estimating the value of flexibility from real options : on the accuracy of hybrid electricity price models
Pape, Christian; Woll, Oliver; Weber, Christoph - 2018
Practitioners in the electricity industry aim to assess the value of power plants or other real options several months or even years ahead of operation. Such a valuation is notably required for hedging purposes. The revenue streams to be earned in the spot market are thereby already secured on...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011944105
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Valuation of operational flexibility : a case study of Bonneville power administration
Chen, Yong; Gibson, Nathan; Biswas, Arpan; Li, An; … - In: Energy economics 98 (2021), pp. 1-11
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012822327
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The effects of asset liquidity on dynamic sell-out and bankruptcy decisions
Nishihara, Michi; Shibata, Takashi - In: European journal of operational research : EJOR 288 (2021) 3, pp. 1017-1035
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012387452
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The dynamic investment and exit decisions of venture capitals
Chen, Zhuming; Chen, Can; Lin, Tao; Chen, Xiaoguo - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-25
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012667471
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