Anand, Jaideep; Oriani, Raffaele; Vassolo, Roberto S. - In: Real options theory, (pp. 275-303). 2007
This study analyses the determinants of the value of a portfolio of real options and explores implications for strategic management. It focuses the analysis on four elements: the number of real options in the portfolio, constraints on the number of options that can be exercised, the volatility...