Irreversible investments and ambiguity aversion

Irreversible investments and ambiguity aversion

Real option valuation has traditionally been concerned with investment under project value uncertainty while assuming that the agent has perfect confidence in a specific model. However, agents do not generally have perfect confidence in their model and this ambiguity may affect their decisions. In a...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Cartea, Á, Jaimungal, S
Fformat:	Journal article
Cyhoeddwyd:	World Scientific Publishing 2017

Eitemau Tebyg

An examination of ambiguity aversion
gan: L. Robin Keller, et al.
Cyhoeddwyd: (2007-12-01)

Alcohol reduces aversion to ambiguity
gan: Tadeusz eTyszka, et al.
Cyhoeddwyd: (2015-01-01)

Ambiguity aversion in rhesus macaques
gan: Benjamin eHayden, et al.
Cyhoeddwyd: (2010-09-01)

Ambiguity, ambiguity aversion and stores of value: The case of Argentina
gan: Eduardo Ariel Corso
Cyhoeddwyd: (2014-12-01)

Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion
gan: Ailing Gu, et al.
Cyhoeddwyd: (2024-10-01)

Ambiguity Aversion and Incompleteness of Financial Markets.
gan: Mukerji, S, et al.
Cyhoeddwyd: (2001)

Ambiguity Aversion and the Absence of Wage Indexation.
gan: Mukerji, S, et al.
Cyhoeddwyd: (2002)

Ambiguity Aversion and the Absence of Wage Indexation.
gan: Mukerji, S, et al.
Cyhoeddwyd: (2004)

Ambiguity Aversion and Incompleteness of Financial Markets.
gan: Mukerji, S, et al.
Cyhoeddwyd: (2000)

Ambiguity aversion and the absence of wage indexation
gan: Mukerji, S, et al.
Cyhoeddwyd: (2002)

Ambiguity Aversion and the absence of indexed debt.
gan: Mukerji, S, et al.
Cyhoeddwyd: (2004)

Ambiguity aversion and incompleteness of contractual form.
gan: Mukerji, S
Cyhoeddwyd: (1998)

Ambiguity Aversion and the absence of indexed debt.
gan: Mukerji, S, et al.
Cyhoeddwyd: (2005)

Ambiguity aversion and the absence of indexed debt
gan: Mukerji, S, et al.
Cyhoeddwyd: (2000)

Ambiguity aversion and incompleteness of financial markets
gan: Mukerji, S, et al.
Cyhoeddwyd: (2000)

Robust optimal reinsurance-investment problem for n competitive and cooperative insurers under ambiguity aversion
gan: Peng Yang
Cyhoeddwyd: (2023-08-01)

Ambiguity Aversion and Cost-Plus Procurement Contracts.
gan: Mukerji, S
Cyhoeddwyd: (2003)

Ambiguity aversion and cost-plus procurement contracts
gan: Mukerji, S
Cyhoeddwyd: (2002)

Good luck, bad luck, and ambiguity aversion
gan: Briony D. Pulford, et al.
Cyhoeddwyd: (2014-03-01)

The optimal insurance demand under an ambiguity aversion
gan: Jimin Hong
Cyhoeddwyd: (2022-10-01)

Good luck, bad luck, and ambiguity aversion
gan: Briony D. Pulford, et al.
Cyhoeddwyd: (2014-03-01)

Ambiguity and Conflict Aversion When Uncertainty Is in the Outcomes
gan: Michael Smithson, et al.
Cyhoeddwyd: (2019-03-01)

Algorithmic trading of co-integrated assets
gan: Cartea, A, et al.
Cyhoeddwyd: (2016)

Incorporating order-flow into optimal execution
gan: Cartea, A, et al.
Cyhoeddwyd: (2016)

A closed-form execution strategy to target VWAP
gan: Cartea, A, et al.
Cyhoeddwyd: (2016)

Ability, chance, and ambiguity aversion: Revisiting the competence hypothesis
gan: William M. P. Klein, et al.
Cyhoeddwyd: (2010-06-01)

An exploratory investigation of the impact of evaluation context on ambiguity aversion
gan: Şule Güney, et al.
Cyhoeddwyd: (2019-05-01)

Ambiguity aversion in a delay analogue of the Ellsberg Paradox
gan: Bethany J. Weber, et al.
Cyhoeddwyd: (2012-07-01)

Covid-19 outbreak, ambiguity aversion, and macroeconomic expectations
gan: King King Li, et al.
Cyhoeddwyd: (2023-06-01)

Ambiguity aversion in a delay analogue of the Ellsberg Paradox
gan: Bethany J. Weber, et al.
Cyhoeddwyd: (2012-07-01)

An exploratory investigation of the impact of evaluation context on ambiguity aversion
gan: Şule Güney, et al.
Cyhoeddwyd: (2019-05-01)

The Neurobase of ambiguity loss aversion about decision making
gan: Yiqin Hu, et al.
Cyhoeddwyd: (2023-01-01)

Acute stress affects risk taking but not ambiguity aversion
gan: Magdalena eBuckert, et al.
Cyhoeddwyd: (2014-05-01)

Myopic Loss Aversion under Ambiguity and Gender Effects.
gan: Iñigo Iturbe-Ormaetxe, et al.
Cyhoeddwyd: (2016-01-01)

The Fundamental Equity Premium and Ambiguity Aversion in an International Context
gan: Minh Hai Ngo, et al.
Cyhoeddwyd: (2018-11-01)

Robo-investment aversion
gan: Paweł Niszczota, et al.
Cyhoeddwyd: (2020-01-01)

Robo-investment aversion.
gan: Paweł Niszczota, et al.
Cyhoeddwyd: (2020-01-01)

Irreversibility, uncertainty and investment
gan: Pindyck, Robert S.
Cyhoeddwyd: (2009)

Irreversibility, uncertainty, and investment
Cyhoeddwyd: (2003)

Trading foreign exchange triplets
gan: Cartea, A, et al.
Cyhoeddwyd: (2020)