create a website

Is the myopic investor right? Numerical evidence for systematic overestimation of investment reluctance for real options. (2003). Odening, Martin ; Musshoff, Oliver ; Hirschauer, Norbert ; Balmann, Alfons.
In: Computing in Economics and Finance 2003.
RePEc:sce:scecf3:305.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 14

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Empirische Validierung von Realoptionsmodellen. (2003). Odening, Martin ; Musshoff, Oliver ; Hüttel, Silke ; Huettel, Silke.
    In: Working Paper Series.
    RePEc:ags:huiawp:18825.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abel, A.B., Dixit, A.K., Eberly, J.C., Pindyck, R.S. (1996): Options, the Value of Capital, and Investment. Quarterly Journal of Economics 111: 753-777.

  2. Balmann, A., Mußhoff, O., Odening, M. (2001): Numerical pricing of agricultural investment options. Jérôme Steffe (Ed.): EFITA 2001, Third conference of the European Federa- tion for Information Technology in Agriculture, Food and the Environment. Vol. I, p.
    Paper not yet in RePEc: Add citation now
  3. Caballero, R.J (1997): Aggregate Investment. NBER Working Paper 6264, Cambridge.

  4. Caballero, R.J., Pindyck, R.S. (1996): Uncertainty, Investment, and Industry Evolution. Inter- national Economic Review 7 (3): 641-662.

  5. Campbell, J.Y., Lo, W., MacKinlay, C. (1997): The Econometrics of Financial Markets.
    Paper not yet in RePEc: Add citation now
  6. Dias, M.A.G. (2001): Selection of Alternatives of Investment in Information for Oilfield De- velopment Using Evolutionary Real Options Approach with Monte Carlo Simulation.
    Paper not yet in RePEc: Add citation now
  7. Dixit, A.K., Pindyck, R.S. (1994): Investment under Uncertainty. Princeton University Press, Princeton.

  8. Laughton, D.G., Jacoby, H., D. (1995): The Effects of Reversion on Commodity Projects of Different Length. In: Trigeorgis, L. (ed): Real Options in Capital Investment. Praeger, Westport: 185-205.
    Paper not yet in RePEc: Add citation now
  9. Leahy, J.V. (1993): Investment in Competitive Equilibrium: The Optimality of Myopic Be- havoir. Quarterly Journal of Economics 108: 1105-1133.

  10. Luenberger, D.G. (ed) (1998): Investment Science. Oxford University Press, New York.
    Paper not yet in RePEc: Add citation now
  11. Pinches, G.E. (1998): Real Options: Developments and Applications. Special Issue of the Quarterly Review of Economics and Finance.

  12. Princeton University Press, New Jersey. Carey, J.M., Zilberman, D. (2002): A Model of Investment under Uncertainty: Modern Irri- gration Technology and Emerging Markets in Water. American Journal of Agricul- tural Economics 84(1): 171-183.

  13. Trigeorgis, L. (1996): Real Options. MIT Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  14. Working Paper, Department of Electrical Engineering, PUC-Rio, January 2001.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Uncertainty, investment, and managerial incentives. (2015). Levine, Oliver ; Glover, Brent.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:69:y:2015:i:c:p:121-137.

    Full description at Econpapers || Download paper

  2. Impact of low prices on shale gas production strategies. (2015). Ikonnikova, Svetlana ; Gulen, Gurcan.
    In: The Energy Journal.
    RePEc:aen:journl:ej36-si1-gulen.

    Full description at Econpapers || Download paper

  3. Markovian Equilibrium in a Model of Investment Under Imperfect Competition. (2014). Fagart, Thomas.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:14039.

    Full description at Econpapers || Download paper

  4. Markovian Equilibrium in a Model of Investment Under Imperfect Competition. (2014). Fagart, Thomas.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-01020398.

    Full description at Econpapers || Download paper

  5. Risky business : political instability and greenfield foreign direct investment in the Arab world. (2013). Rijkers, Bob ; Ianchovichina, Elena ; Burger, Martijn.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6716.

    Full description at Econpapers || Download paper

  6. Optimal Timing of Farmland Investment - An Experimental Study on Farmers Decision Behavior -. (2011). Musshoff, Oliver ; Maart, Syster Christin.
    In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania.
    RePEc:ags:aaea11:103693.

    Full description at Econpapers || Download paper

  7. Irreversible capital accumulation under interest rate uncertainty. (2010). Alvarez, Luis.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:72:y:2010:i:2:p:249-271.

    Full description at Econpapers || Download paper

  8. Heterogeneous Parameter Uncertainty and the Timing of Investment during Crisis. (2009). Ratti, Ronald ; Ni, Shawn.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:7491.

    Full description at Econpapers || Download paper

  9. The determinant of production entry and exit model on financing behavior. (2009). Lin, Tyrone.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:196:y:2009:i:1:p:258-265.

    Full description at Econpapers || Download paper

  10. Investment decisions in hospital technology when physicians are devoted workers. (2007). Rebba, Vincenzo ; moretto, michele ; LEVAGGI, ROSELLA.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0048.

    Full description at Econpapers || Download paper

  11. Investment in hospital care technology under different purchasing rules: a real option approach. (2007). moretto, michele ; LEVAGGI, ROSELLA.
    In: Marco Fanno Working Papers.
    RePEc:pad:wpaper:0046.

    Full description at Econpapers || Download paper

  12. Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty. (2006). Alvarez, Luis ; Luis H. R. Alvarez E., .
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp4.

    Full description at Econpapers || Download paper

  13. A note on uncertainty and investment across the spectrum of irreversibility. (2006). Drakos, Konstantinos.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:13:y:2006:i:13:p:873-876.

    Full description at Econpapers || Download paper

  14. Are Foreign Investments Replacing Domestic Investments? - Evidence from Finnish Manufacturing. (2006). Oksanen, Olli-Pekka.
    In: Discussion Papers.
    RePEc:rif:dpaper:1001.

    Full description at Econpapers || Download paper

  15. Private Investment and Government Protection. (2006). Zeckhauser, Richard ; Luttmer, Erzo ; Kousky, Carolyn.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12255.

    Full description at Econpapers || Download paper

  16. An Alternative Estimation Framework for Firm-Level Capital Investment. (2006). Fennema, Julian .
    In: CERT Discussion Papers.
    RePEc:hwe:certdp:0602.

    Full description at Econpapers || Download paper

  17. General option exercise rules, with applications to embedded options and monopolistic expansion. (2005). Boyarchenko, Svetlana ; Levendorskii, Sergei.
    In: Finance.
    RePEc:wpa:wuwpfi:0511001.

    Full description at Econpapers || Download paper

  18. Contrasts Between Classes of Assets in Fixed Investment Equations as a Way of Testing Real Option Theory. (2005). Urga, Giovanni ; TEMPLE, PAUL ; Driver, Ciaran.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0805.

    Full description at Econpapers || Download paper

  19. Production and inventory behavior of capital. (2005). Wen, Yi.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-044.

    Full description at Econpapers || Download paper

  20. Product Market Competition, Investment and Employment-Abundant versus Job-Poor Growth: A Real Options Perspective. (2005). Funke, Michael ; Chen, Yu-Fu.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1563.

    Full description at Econpapers || Download paper

  21. Option value, policy uncertainty, and the foreign direct investment decision. (2004). Funke, Michael ; Chen, Yu-Fu.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:14.

    Full description at Econpapers || Download paper

  22. Investment in Hospital Care Technology under Different Purchasing Rules: A Real Option Approach. (2004). moretto, michele ; LEVAGGI, ROSELLA.
    In: Working Papers.
    RePEc:fem:femwpa:2004.75.

    Full description at Econpapers || Download paper

  23. Deep Habits. (2004). Uribe, Martín ; Schmitt-Grohe, Stephanie ; Ravn, Morten.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4269.

    Full description at Econpapers || Download paper

  24. Irreversible Decisions and Record-Setting News Principles. (2004). Boyarchenko, Svetlana.
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:3:p:557-568.

    Full description at Econpapers || Download paper

  25. Is the myopic investor right? Numerical evidence for systematic overestimation of investment reluctance for real options. (2003). Odening, Martin ; Musshoff, Oliver ; Hirschauer, Norbert ; Balmann, Alfons.
    In: Computing in Economics and Finance 2003.
    RePEc:sce:scecf3:305.

    Full description at Econpapers || Download paper

  26. The New Investment Theory and Aggregate Dynamics. (2003). Danziger, Leif.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:6:y:2003:i:4:p:907-940.

    Full description at Econpapers || Download paper

  27. Expandability, reversibility, and optimal capacity choice. (2003). Pindyck, Robert ; Dixit, Avinash ; Massachusetts Institute of Technology. Center for, ; Research, Environmental Policy.
    In: Working papers.
    RePEc:mit:sloanp:2695.

    Full description at Econpapers || Download paper

  28. The Political Economy of Restructuring and Subsidisation: An International Perspective. (2003). Everaert, Greetje.
    In: LICOS Discussion Papers.
    RePEc:lic:licosd:13003.

    Full description at Econpapers || Download paper

  29. Empirische Validierung von Realoptionsmodellen. (2003). Odening, Martin ; Musshoff, Oliver ; Hüttel, Silke ; Huettel, Silke.
    In: Working Paper Series.
    RePEc:ags:huiawp:18825.

    Full description at Econpapers || Download paper

  30. An option-value approach to technology adoption in U.S. manufacturing: Evidence from microdata. (2002). Luque, Adela.
    In: Economics of Innovation and New Technology.
    RePEc:taf:ecinnt:v:11:y:2002:i:6:p:543-568.

    Full description at Econpapers || Download paper

  31. Investment and Uncertainty in the G7. (2002). Davis, E ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:78956.

    Full description at Econpapers || Download paper

  32. The impact of uncertainty on investment plans. (2002). Vermeulen, Philip ; Fuss, Catherine ; Butzen, Paul.
    In: Working Paper Research.
    RePEc:nbb:reswpp:200205-5.

    Full description at Econpapers || Download paper

  33. Asymmetric Taxation under Incremental and Sequential Investment. (2002). Panteghini, Paolo.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_717.

    Full description at Econpapers || Download paper

  34. Is Ecolabelling a Reliable Environmental Policy Measure?. (2001). moretto, michele.
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:18:y:2001:i:1:p:113-127.

    Full description at Econpapers || Download paper

  35. The performance of traditional macroeconomic models of businesses investment spending. (2001). Kopcke, Richard W. ; Brauman, Richard S..
    In: New England Economic Review.
    RePEc:fip:fedbne:y:2001:p:3-39:n:2.

    Full description at Econpapers || Download paper

  36. Does the Nominal Exchange Rate Regime Matter for Investment?. (2001). Funke, Michael ; Boehm, Hjalmar.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_578.

    Full description at Econpapers || Download paper

  37. Corporate Tax Asymmetries under Investment Irreversibility. (2001). Panteghini, Paolo.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_548.

    Full description at Econpapers || Download paper

  38. Implications of Uncertainty about Long-Run Inflation and the Price Level. (2001). Stuber, Gerald .
    In: Staff Working Papers.
    RePEc:bca:bocawp:01-16.

    Full description at Econpapers || Download paper

  39. A Generalised Model of Investment under Uncertainty: Aggregation and Estimation. (2000). bloom, nicholas.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1505.

    Full description at Econpapers || Download paper

  40. Discovering the Link Between Uncertainty and Investment - Microeconometric Evidence from Germany. (2000). Siegfried, Nikolaus A ; Funke, Michael ; Boehm, Hjalmar.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0112.

    Full description at Econpapers || Download paper

  41. Optimal Investment Strategies under Demand and Tax Policy Uncertainty. (2000). Funke, Michael ; Boehm, Hjalmar.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_311.

    Full description at Econpapers || Download paper

  42. The Rental Cost of Sunk and Regulated Capital. (1999). Small, John P. ; Ergas, Henry.
    In: Econometrics Working Papers.
    RePEc:vic:vicewp:9908.

    Full description at Econpapers || Download paper

  43. The Timing and Scale of Investment Under Uncertainty. (1999). Small, John P..
    In: Econometrics Working Papers.
    RePEc:vic:vicewp:9906.

    Full description at Econpapers || Download paper

  44. Optimal Partially Reversible Investment. (1999). Hartman, Richard ; Hendrickson, Michael.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0032.

    Full description at Econpapers || Download paper

  45. A Simple Approach for Deciding When to Invest. (1998). Berk, Jonathan B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6678.

    Full description at Econpapers || Download paper

  46. Expandability, Reversibility, and Optimal Capacity Choice. (1998). Pindyck, Robert ; Dixit, Avinash.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6373.

    Full description at Econpapers || Download paper

  47. Irreversibilities and the timing of environmental policy. (1998). Pindyck, Robert.
    In: Working papers.
    RePEc:mit:sloanp:2737.

    Full description at Econpapers || Download paper

  48. Promoting an effective market economy in a changing world. (1997). Buiter, Willem ; Lago, Richard ; Stern, Nicholas.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:3740.

    Full description at Econpapers || Download paper

  49. Enterprises in Transition: Macroeconomic Influences on Enterprise Decision-Making and Performance. (1997). Rey, Helene ; Buiter, Willem ; Lagos, R.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0340.

    Full description at Econpapers || Download paper

  50. Promoting an Effective Market Economy in a Changing World. (1997). Stern, Nicholas ; Buiter, Willem ; Lagos, R.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0335.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-21 08:42:22 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.