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Technology investment decision-making under uncertainty

Kauffman, Robert J.; Liu, Jun; Ma, Dan - In: Information technology and management 16 (2015) 2, pp. 153-172

Persistent link: https://www.econbiz.de/10011287153

Decision-making under multi-dimensional price uncertainty for long-lived energy investments

Rohlfs, Wilko - 2015 - 1. Aufl.

Persistent link: https://www.econbiz.de/10011372895

Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk

Song, Dandan; Wang, Huamao; Yang, Zhaojun - In: Journal of mathematical economics 51 (2014), pp. 1-11

Persistent link: https://www.econbiz.de/10010478603

A quantitative model for ERP investment decision : considering revenue and costs under uncertainty

Wu, Liang-chuan; Liou, Fang-ming - In: International journal of production research 49 (2011) 22/24, pp. 6713-6728

Persistent link: https://www.econbiz.de/10010204977

Optimal decision rules for HTA under uncertainty : a wider, dynamic perspective

Forster, Martin; Pertile, Paolo - In: Health economics 22 (2013) 12, pp. 1507-1514

Persistent link: https://www.econbiz.de/10010242955

Centralizing data management with considerations of uncertainty and information-based flexibility

Velu, Chander K.; Madnick, Stuart E.; Van Alstyne, Marshall - In: Journal of management information systems : JMIS 30 (2013/14) 3, pp. 179-212

Persistent link: https://www.econbiz.de/10010358065

Decision making in incomplete markets with ambiguity : a case study of a gas field acquisition

Zhao, Lin; Wijnbergen, Sweder van - 2014

We apply utility indifference pricing to solve a contingent claim problem, valuing a connected pair of gas fields where … (reservoir size) is not hedgeable. Thus markets are incomplete which also makes preference free pricing impossible and thus … standard option pricing inapplicable. Therefore we parametrize the investor's risk preference and use utility indifference …

Persistent link: https://www.econbiz.de/10010465169

Ambiguity in a real option game

Hellmann, Tobias; Thijssen, Jacco J. J. - 2015

In this paper we study a two-player investment game with a first mover advantage in continuous time with stochastic payoffs, driven by a geometric Brownian motion. One of the players is assumed to be ambiguous with maxmin preferences over a strongly rectangular set of priors. We develop a...

Persistent link: https://www.econbiz.de/10010468336

Investment decisions in finite-lived monopolies

Pereira, Paulo J.; Rodrigues, Artur - In: Journal of economic dynamics & control 46 (2014), pp. 219-236

Persistent link: https://www.econbiz.de/10010474918

Remanufacturing decisions and implications under material cost uncertainty

Shi, Wenbo; Min, K. Jo - In: International journal of production research 53 (2015) 21/22, pp. 6421-6435

Persistent link: https://www.econbiz.de/10011434101