Valuing an investment project using no-arbitrage and the alpha-maxmin criteria : from Knightian uncertainty to risk
Yann Braouezec, Robert Joliet
| Year of publication: |
2019
|
|---|---|
| Authors: | Braouezec, Yann ; Joliet, Robert |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 178.2019, p. 111-115
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| Subject: | α-maxmin | Investment decision | Knightian uncertainty | No-arbitrage | Option to wait | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | Investitionsentscheidung | Portfolio-Management | Portfolio selection | Investitionsrisiko | Investment risk | CAPM | Realoptionsansatz | Real options analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.03.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012121654