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...

書目詳細資料
Main Authors:	Cartea, Á, Jaimungal, S
格式:	Journal article
出版:	World Scientific Publishing 2017

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