Myers, S.C.
(1977): Determinants of Corporate Borrowing Journal of Financial Economics, no 5, November 1977, pp.147-175
The following papers selection, complements the "Real Options
Classical Papers" list and also contributed with important insights
into real options approach. The papers in this page are in chronological
order.
OBS: The links are not going to the comments yet (the addition of comments
is a planned future improvement).
Myers, S.C.
(1977): Determinants of Corporate Borrowing
Journal of Financial Economics, no 5, November 1977, pp.147-175
Tourinho,
O.A.F. (1979): The Valuation of Reserves of
Natural Resources: An Option Pricing Approach
University of California, Berkeley, Ph.D. Dissertation, November 1979
Baldwin, C.Y.
(1982): Optimal Sequential Investment when
Capital Is Not Readily Reversible
Journal of Finance, vol.37, no 3, June 1982, pp.763-782
Mason, S.P. &
R.C. Merton (1985): The Role of Contingent
Claims Analysis in Corporate Finance
Recents Advances in Corporate Finance, eds: E. Altman & M.
Subrahmanyam.
Homewood, IL: Richard D. Irwin, pp.7-54
Titman, S.
(1985): Urban Land Prices Under Uncertainty
American Economic Review, June 1985, pp.505-514
Trigeorgis, L. &
S.P. Mason (1987): Valuing Managerial
Flexibility
Midland Corporate Finance Journal, Spring 1987, pp.14-21
Fisher, A.C. &
W.M. Hanemann (1987): Quasi-Option Value:
Some Misconceptions Dispelled
Journal of Environmental Economics and Management, vol.14, June 1987,
pp.183-190
Ritchken, P. &
G. Rabinowitz (1988):
Capital Budgeting Using Contingent
Claims Analysis: A Tutorial
Advances in Futures and Options Research, vol.3, 1988, pp.119-143
Carr, P.
(1988): The Valuation of Sequential Exchange
Opportunities
Journal of Finance, vol.43, December 1988, pp.1235-1256
Myers, S.C. &
S. Majd (1990): Abandonment Value and
Project Life
Advances in Futures and Options Research, vol.4, 1990, pp.1-21
MacKie-Mason,
J.K. (1990):
Some Nonlinear Tax Effects on Asset Values
and Investment Decisions under Uncertainty
Journal of Public Economics, vol.42, 1990, pp.301-327
Lund, D.
(1991): Financial and Non-Financial Option
Valuation
Stochastic Models and Options Values, eds. D.Lund and B. Øksendal,
New York: North-Holland pp. 143-163
Dixit, A.K.
(1992): Investment and Hysteresis
Journal of Economic Perspectives, vol.6, no 1, Winter 1992, pp.107-132
Baldwin, C.Y. &
K. Clark (1992):
Capabilities and Capital Investment: New
Perspectives on Capital Budgeting
Journal of Applied Corporate Finance, Summer 1992, pp.67-87
Teisberg, E.O.
(1993): Capital Investment Strategies under
Uncertain Regulation
Rand Journal of Economics, vol.24, no 4, Winter 1993, pp.591-604
Kasanen, E. &
L. Trigeorgis (1993):
Flexibility, Synergy, and Control in
Strategic Investment Planning
Capital Budgeting under Uncertainty, pp.208-231
R. Aggarwal ed., Englewood Cliffs, NJ, Prentice-Hall, 1993
Kogut, B. &
N. Kulatilaka (1994):
Options Thinking and Platform
Investments: Investing in Opportunity
California Management Review, Winter 1994, pp.52-71
Hiraki, T.
(1995):
Corporate Governance, Long-term Investment
Orientation, and Real Options in Japan
Real Options in Capital Investments: Models, Strategies, and Aplications
Ed. by L. Trigeorgis, Praeger Publisher, Westport, Conn., 1995,
pp.151-162
Laughton , D.G.
& H.D. Jacoby (1995):
The Effects of Reversion on Commodity
Projects of Different Length
Real Options in Capital Investments: Models, Strategies, and Aplications
Ed. by L. Trigeorgis, Praeger Publisher, Westport, Conn., 1995, pp.185-205
Sick, G.
(1995): Real Options
Paper presented at INFORMS International Singapore, June 25-28, 1995, 70
pp.
Dixit, A.K. &
R.S. Pindyck (1995): The Options Approach to Capital
Investment
Harvard Business Review, May-June 1995, pp.105-115
Back to the Bibliographical Resources
Back to Contents (the main page)
Tourinho,
O.A.F. (1979):
The Valuation of Reserves of Natural Resources: An Option Pricing
Approach
.....
Back to the Others Classical Bibliography
Mason,
S.P. & R.C. Merton (1985): The Role of Contingent Claims
Analysis in Corporate Finance
.....
Back to the Others Classical Bibliography
..........
Back to the Bibliographical Resources
Back to Contents (the main page)