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...

Bibliografski detalji
Glavni autori:	Cartea, Á, Jaimungal, S
Format:	Journal article
Izdano:	World Scientific Publishing 2017

Slični predmeti

An examination of ambiguity aversion
od: L. Robin Keller, i dr.
Izdano: (2007-12-01)

Alcohol reduces aversion to ambiguity
od: Tadeusz eTyszka, i dr.
Izdano: (2015-01-01)

Ambiguity aversion in rhesus macaques
od: Benjamin eHayden, i dr.
Izdano: (2010-09-01)

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

Robust optimal reinsurance-investment strategy with extrapolative bias premiums and ambiguity aversion
od: Ailing Gu, i dr.
Izdano: (2024-10-01)

Ambiguity Aversion and Incompleteness of Financial Markets.
od: Mukerji, S, i dr.
Izdano: (2001)

Ambiguity Aversion and the Absence of Wage Indexation.
od: Mukerji, S, i dr.
Izdano: (2002)

Ambiguity Aversion and the Absence of Wage Indexation.
od: Mukerji, S, i dr.
Izdano: (2004)

Ambiguity Aversion and Incompleteness of Financial Markets.
od: Mukerji, S, i dr.
Izdano: (2000)

Ambiguity aversion and the absence of wage indexation
od: Mukerji, S, i dr.
Izdano: (2002)

Ambiguity Aversion and the absence of indexed debt.
od: Mukerji, S, i dr.
Izdano: (2004)

Ambiguity aversion and incompleteness of contractual form.
od: Mukerji, S
Izdano: (1998)

Ambiguity Aversion and the absence of indexed debt.
od: Mukerji, S, i dr.
Izdano: (2005)

Ambiguity aversion and the absence of indexed debt
od: Mukerji, S, i dr.
Izdano: (2000)

Ambiguity aversion and incompleteness of financial markets
od: Mukerji, S, i dr.
Izdano: (2000)

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

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

Ambiguity aversion and cost-plus procurement contracts
od: Mukerji, S
Izdano: (2002)

Good luck, bad luck, and ambiguity aversion
od: Briony D. Pulford, i dr.
Izdano: (2014-03-01)

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

Good luck, bad luck, and ambiguity aversion
od: Briony D. Pulford, i dr.
Izdano: (2014-03-01)

Ambiguity and Conflict Aversion When Uncertainty Is in the Outcomes
od: Michael Smithson, i dr.
Izdano: (2019-03-01)

Algorithmic trading of co-integrated assets
od: Cartea, A, i dr.
Izdano: (2016)

Incorporating order-flow into optimal execution
od: Cartea, A, i dr.
Izdano: (2016)

A closed-form execution strategy to target VWAP
od: Cartea, A, i dr.
Izdano: (2016)

Ability, chance, and ambiguity aversion: Revisiting the competence hypothesis
od: William M. P. Klein, i dr.
Izdano: (2010-06-01)

An exploratory investigation of the impact of evaluation context on ambiguity aversion
od: Şule Güney, i dr.
Izdano: (2019-05-01)

Ambiguity aversion in a delay analogue of the Ellsberg Paradox
od: Bethany J. Weber, i dr.
Izdano: (2012-07-01)

Covid-19 outbreak, ambiguity aversion, and macroeconomic expectations
od: King King Li, i dr.
Izdano: (2023-06-01)

Ambiguity aversion in a delay analogue of the Ellsberg Paradox
od: Bethany J. Weber, i dr.
Izdano: (2012-07-01)

An exploratory investigation of the impact of evaluation context on ambiguity aversion
od: Şule Güney, i dr.
Izdano: (2019-05-01)

The Neurobase of ambiguity loss aversion about decision making
od: Yiqin Hu, i dr.
Izdano: (2023-01-01)

Acute stress affects risk taking but not ambiguity aversion
od: Magdalena eBuckert, i dr.
Izdano: (2014-05-01)

Myopic Loss Aversion under Ambiguity and Gender Effects.
od: Iñigo Iturbe-Ormaetxe, i dr.
Izdano: (2016-01-01)

The Fundamental Equity Premium and Ambiguity Aversion in an International Context
od: Minh Hai Ngo, i dr.
Izdano: (2018-11-01)

Robo-investment aversion
od: Paweł Niszczota, i dr.
Izdano: (2020-01-01)

Robo-investment aversion.
od: Paweł Niszczota, i dr.
Izdano: (2020-01-01)

Irreversibility, uncertainty and investment
od: Pindyck, Robert S.
Izdano: (2009)

Irreversibility, uncertainty, and investment
Izdano: (2003)

Trading foreign exchange triplets
od: Cartea, A, i dr.
Izdano: (2020)