Investment timing and implied option value for risk-aversion entrepreneurs under macroeconomic risk
Yingxian Tan, Jun Yuan, Pengfei Luo
| Year of publication: |
2024
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| Authors: | Tan, Yingxian ; Yuan, Jun ; Luo, Pengfei |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 95.2024, Art.-No. 103463, p. 1-10
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| Subject: | Investment timing | Implied option value | Risk aversion | Macroeconomic risk | Risikoaversion | Risiko | Risk | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Investitionsentscheidung | Investment decision | Zeit | Time | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103463 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015143899