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real options 6 Realoptionsansatz 5 Acquisitions 2 Real options 2 Real options analysis 2 Theorie 2 mean-reverting growth 2 utility indifference pricing 2 Aging population 1 Alternde Bevölkerung 1 Bargaining theory 1 Betriebszugehörigkeit 1 Competitive bidding 1 Economic convergence 1 Erwerbsverlauf 1 GAS models 1 Generalised Autoregressive Score modeling 1 Innovationsmanagement 1 Job tenure 1 Lohn 1 Monte Carlo Simulation 1 Monte-Carlo-Methode 1 Occupational attainment 1 Option game 1 Pandemic Dynamics 1 Portfolio-Management 1 Real Options 1 Research & Development (R&D) 1 Resources 1 Risk Management 1 Räumlicher Wettbewerb 1 Spatial competition 1 Spieltheorie 1 Stochastic Vaccine arrival 1 Verhandlungstheorie 1 Wages 1 Welt 1 Wirtschaftliche Konvergenz 1 World 1 capacity constraints 1
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Book / Working Paper 11
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Working Paper 9
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English 11
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Teulings, Coen N. 3 Zhao, Lin 3 van Wijnbergen, Sweder 3 Lange, Rutger-Jan 2 Smit, Han T.J. 2 van den Berg, Ward A. 2 Buhai, Sebastian 1 Maeseneire, Wouter De 1 Pennings, Enrico 1 Smit, Han 1 van Bekkum, Sjoerd 1 van Dalen, Hendrik P. 1 van Wijnbergen, Sweder J.G. 1
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Tinbergen Institute Discussion Paper European journal of operational research : EJOR 80 Journal of economic dynamics & control 76 Energy economics 70 CESifo working papers 43 CESifo Working Paper Series 38 Economic modelling 35 MPRA Paper 34 Real options theory 33 Working paper 31 International journal of production economics 30 CESifo Working Paper 29 Journal of banking & finance 27 SpringerLink / Bücher 27 Management Science 26 NBER working paper series 24 The European journal of finance 24 Strategic management journal 23 Finance research letters 22 Management science : journal of the Institute for Operations Research and the Management Sciences 22 Nota di Lavoro 22 Working paper / National Bureau of Economic Research, Inc. 21 Economics letters 20 FCN working paper 20 Review of financial economics : RFE 19 Working Papers / Fondazione ENI Enrico Mattei (FEEM) 19 Applied economics 18 Discussion paper / Center for Economic Research, Tilburg University 18 International review of economics & finance : IREF 18 European Journal of Operational Research 17 The Journal of Real Estate Finance and Economics 17 The journal of corporate finance : contracting, governance and organization 17 Discussion paper / Tinbergen Institute 16 CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute 15 Dundee discussion papers in economics 15 Journal of financial economics 15 NBER Working Paper 15 Research in finance 15 Review of quantitative finance and accounting 15 Applied economics letters 14 ZEW Discussion Papers 14
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Source
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EconStor 9 ECONIS (ZBW) 2
Showing 1 - 10 of 11
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The option value of vacant land: Don't build when demand for housing is booming
Lange, Rutger-Jan; Teulings, Coen N. - 2021
Urban structures and urban growth rates are highly persistent. This has far-reaching implications for the optimal size and timing of new construction. We prove that rational developers postpone construction not because prospects are gloomy, but because they are bright. The slow mean reversion in...
Persistent link: https://www.econbiz.de/10012605988
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Lockdowns as options
van Wijnbergen, Sweder J.G. - 2021
I show that the irreversibility of dying coupled with gradual information acquisition over time on the likely arrival and eventual effectiveness of vaccines confers a real option value to lockdown strategies that delay the incidence of a pandemic.The case for lockdown strategies becomes stronger...
Persistent link: https://www.econbiz.de/10012606003
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The option value of vacant land and the optimal timing of city extensions
Lange, Rutger-Jan; Teulings, Coen N. - 2018
Classic real options theory rests on two debatable assumptions: projects require a fixed investment and generate cash …
Persistent link: https://www.econbiz.de/10011819548
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Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity
Zhao, Lin; van Wijnbergen, Sweder - 2015
We investigate the relationship between the gas spot market and the price of gas storage capacity. Contrary to the common belief, the auction prices for gas storage are mostly affected by the volatility of current market prices rather than by the winter-summer price differences. This paper...
Persistent link: https://www.econbiz.de/10011403561
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Decision Making in Incomplete Markets with Ambiguity -- A Case Study of a Gas Field Acquisition
Zhao, Lin; van Wijnbergen, Sweder - 2014
We apply utility indifference pricing to solve a contingent claim problem, valuing a connected pair of gas fields where the underlying process is not standard Geometric Brownian motion and the assumption of complete markets is not fulfilled. First, empirical data are often characterized by...
Persistent link: https://www.econbiz.de/10010491370
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Global Aging and Economic Convergence : A Real Option or Still a Case of Science Fiction?
van Dalen, Hendrik P. - 2007
How does global aging affect the convergence in global economic development? Both the developing and developed world will be characterized for the coming decades by aging populations. Changes in the age distribution of a population are an important determinant of economic performance as they...
Persistent link: https://www.econbiz.de/10014225508
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Tenure Profiles and Efficient Separation in a Stochastic Productivity Model
Buhai, Sebastian; Teulings, Coen N. - 2006
This paper provides a new way of analyzing tenure profiles in wages, by modelling simultaneously the evolution of wages and the distribution of tenures. We develop a theoretical model based on effcient bargaining, where both log outside wage and log wage in the current job follow a random walk,...
Persistent link: https://www.econbiz.de/10014061535
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A Real Option Perspective on Valuing Gas Fields
Zhao, Lin; van Wijnbergen, Sweder - 2013
real options based valuations substantially exceed corresponding NPV calculations. …
Persistent link: https://www.econbiz.de/10010326318
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Consolidation Waves
van den Berg, Ward A.; Smit, Han T.J. - 2007
This paper explains why consolidation acquisitions occur in waves and it predicts the differing role each firm is likely to play in the consolidation game. We propose that whether a firm assumes the role of rival consolidator, target, or passive observer depends on the position of the firm...
Persistent link: https://www.econbiz.de/10010325365
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A Real Options Perspective on R&D Portfolio Diversification
van Bekkum, Sjoerd; Pennings, Enrico; Smit, Han - 2007
This paper shows that the presence of conditional staging in R&D (Research & Development) has a critical impact on portfolio risk, and changes diversification arguments when a portfolio is constructed. When R&D projects exhibit option-like characteristics, correlation between projects plays a...
Persistent link: https://www.econbiz.de/10010326068
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