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Real
Options Books
Articles that have appeared in the Journal
of Financial Economics
- Antonio E. Bernardo, Bhagwan Chowdhry (2002) Resources,
real options, and corporate strategy, Volume 63, Issue 2,
01-February-2002
- Milne Alistair, Whalley A Elizabeth, `Time to build, option
value and investment decisions': Journal Of Financial Economics
(56)2 (2000)
- Mayers David, Why firms issue convertible bonds: the matching
of financial and real investment options, J. Financial Economics
(47)1 (1998)
- Merton, R. (1997), Applications of option-pricing theory:
Twenty-five years later, Nobel Lecture, December 9, 1997
- Berger, P., E. Ofek, and I. Swary (1996) Investor valuation
of the abandonment option, Vol.42, No. 2, pp. 257-287.
- Majd, S. and R. Pindyck (1987) Time to build, option Value,
and investment decisions, No.18, pp. 7-27.
- Pindyck, R. (1993a) Investments of uncertain cost, Vol.
34, pp. 53 - 76.
- Cox, J.C. and S. A. Ross (1976) The valuation of options
for alternative stochastic processes, Vol. 3, pp. 145-166.
Articles that have appeared in the Journal
of Finance
- Gibson, R. and E. Schwartz (1990) Stochastic convenience
yield and the pricing of oil contingent claims, Vol. 45, No.
3, pp. 959-976.
- McDonald, R. and D. Siegel (1984) Option pricing when the
underlying asset earns a below-equilibrium rate of return,
Vol. 34, No.1, pp. 261-265.
- Tufano, P. (1996a) Who manages risk? An empirical examination
of risk management practices in the gold mining industry,
Sept, pp. 1097 - 1137.
Management focused articles from the Harvard
Business Review (HBR)
- Baldwin, C. and K. Clark (1997) Managing in an age of modularity,
Sept.-Oct., pp. 84-93.
- Dixit, A. and R. Pindyck (1995) The options approach to
capital investment, May-June, pp. 105-115.
- Froot, K. and D. Scharfstein and J. Stein (1994) A framework
for risk management, Nov.-Dec., pp. 91-102.
- Hayes, R. and D. Garvin (1982) Managing as if tomorrow mattered,
May-June, pp. 71-79.
- Kester, W. (1984) Today's options for tomorrow's growth,
March-April, pp. 153-160.
- Luehrman, T. (1997) What's it worth?: A general manager's
guide to valuation, May-June, pp. 132 - 142.
- Luehrman, T. (1998) Investment opportunities as real options:
Getting started on the numbers, July-August.
- Luehrman, T. (1998) Strategy as a portfolio of real options,
Sept - Oct.
Miscellaneous articles
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