Real Options, Idiosyncratic Skewness, and Diversification

Journal of Financial and Quantitative Analysis - United Kingdom
doi 10.1017/s0022109016000703
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Cambridge University Press (CUP)

Related search

The Next Microsoft? Skewness, Idiosyncratic Volatility, and Expected Returns

SSRN Electronic Journal
2006English

Are Real Options "Real"? Isolating Uncertainty From Risk in Real Options Analysis

Annals of Financial Economics
2014English

Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status

Journal of Finance
AccountingEconomicsEconometricsFinance
2010English

Use of Real Options Theory

DAAAM International Scientific Book
2013English

Valuing Real Options Using Implied Binomial Trees and Commodity Futures Options

SSRN Electronic Journal
2006English

Mortgage Put Options and Real Estate Markets

Journal of Real Estate Finance and Economics
AccountingUrban StudiesEconomicsEconometricsFinance
2008English

Real Options Analysis in Mergers and Acquisitions

English

Slowdowns in Diversification Rates From Real Phylogenies May Not Be Real

Systematic Biology
GeneticsEvolutionEcologySystematicsBehavior
2010English

The Worst Case for Real Options

Journal of Optimization Theory and Applications
ControlManagement ScienceApplied MathematicsOptimizationOperations Research
2010English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy