Search Results - subject:"Project volatility"

Estimating State-Dependent Volatility of Investment Projects: A Simulation Approach

Godinho, Pedro - Grupo de Estudos Monetários e Financeiros (GEMF), … - 2015

Project volatility is an essential parameter for real options analysis, and it may also be useful for risk analysis … different years may have different values of the project volatility. In this paper I show that volatility may change not only … with time but also with the state of the project. I consider two possible definitions for the project volatility, the log …

Persistent link: https://www.econbiz.de/10011148598

From behavioural to emotional corporate finance: a new research direction

Fairchild, Richard John - In: International Journal of Behavioural Accounting and Finance 3 (2012) 3/4, pp. 221-243

Behavioural finance and behavioural corporate finance analyses the effects of psychological biases, heuristics, and emotions on investors' and managers' decision-making and performance. Taffler and Tuckett (2005) have introduced a major paradigm shift by introducing a new field of research,...

Persistent link: https://www.econbiz.de/10010668758