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Hysteresis effects under CIR interest rates

Dias, José Carlos; Shackleton, Mark B. - In: European journal of operational research : EJOR 211 (2011) 3, pp. 594-600

Persistent link: https://www.econbiz.de/10008933368

Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk

Ewald, Christian-Oliver; Yang, Zhaojun - In: Mathematical methods of operations research 68 (2008) 1, pp. 97-123

Persistent link: https://www.econbiz.de/10003748388

Participants' treatment of allowance price uncertainty : how are risk-aversion and real option values related to each other?

Gagelmann, Frank - In: Economics and management of climate change : risks, …, (pp. 125-144). 2008

Persistent link: https://www.econbiz.de/10003760920

It's not now or never : implications of investment timing and risk aversion on climate adaptation to extreme events

Truong, Chi; Trück, Stefan - In: European journal of operational research : EJOR 253 (2016) 3, pp. 856-868

Persistent link: https://www.econbiz.de/10011494108

Capital budgeting with taxes under uncertainty and irreversibility

Niemann, Rainer; Sureth, Caren - In: Jahrbücher für Nationalökonomie und Statistik 225 (2005) 1, pp. 77-95

Persistent link: https://www.econbiz.de/10002537500

Tax neutrality under irreversibility and risk aversion

Niemann, Rainer; Sureth, Caren - In: Economics letters 84 (2004) 1, pp. 43-47

Persistent link: https://www.econbiz.de/10002095773

Real options with constant relative risk aversion

Henderson, Vicky; Hobson, David G. - In: Journal of economic dynamics & control 27 (2002) 2, pp. 329-355

Persistent link: https://www.econbiz.de/10001703408

Tax rate uncertainty and investment behavior

Niemann, Rainer - 2001

This paper deals with the effects of tax rate uncertaity on risk-neutral and risk-averse investment behavior. We analyse effects of stochastic tax rates on both real and financial investment. It emerges that under risk neutrality as well as under risk aversion, increased tax rate uncertainty has...

Persistent link: https://www.econbiz.de/10001625304

Tax rate uncertainty, investment decisions, and tax neutrality

Niemann, Rainer - In: International tax and public finance 11 (2004) 3, pp. 265-281

Persistent link: https://www.econbiz.de/10002039724

Neutrale Steuersysteme unter Unsicherheit : Besteuerung und Realoptionen

Niemann, Rainer - 2001

Persistent link: https://www.econbiz.de/10001530483

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