Real Options and Investment under Uncertainty: Classical Readings and Recent Contributions

By Eduardo S. Schwartz, Lenos Trigeorgis. 2004

382 citations recorded by the source corpus.

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Citations in the corpus

Dynamic adaptive policy pathways: A method for crafting robust decisions for a deeply uncertain world (2013, background): “This paradigm holds that, in light of the deep uncertainties, one needs to design dynamic adaptive plans (Albrechts, 2004; de Neufville and Odoni, 2003; Haasnoot et al., 2011; Hallegatte, 2009; Hallegatte et al., 2012; Ranger et al., 2010; Schwartz and Trigeorgis, 2004; Swanson et al., 2010).”
Policy uncertainty, investment, and the cost of capital (2018, unknown): “Put differently, uncertainty increases adjustment costs, making investments expensive to reverse (Bernanke, 1983; Brennan and Schwartz, 1985; McDonald and Siegel, 1986; Ingersoll and Ross, 1992; Dixit and Pindyck, 1994; Schwartz and Trigeorgis, 2004; Grenadier and Malenko, 2010) and inducing manager”
Valuation Approaches and Metrics: A Survey of the Theory and Evidence (2007, background): “1 For a more extensive discussion of real options and their place in valuation, see Copeland and Antikarov (2003), Trigeorgis (1996), and Schwartz and Trigeorgis (2004).”
Data Collection and Wireless Communication in Internet of Things (IoT) Using Economic Analysis and Pricing Models: A Survey (2016, methodology): “re are several security devices installed. To reduce resource costs while still maximizing the expected Value of Information (VoI), a switch option model was adopted. Switch option (see Chapter 10 in [251] for more details) is a special type of the real options which has been widely used in economic”