Is the myopic investor right? Numerical evidence for systematic overestimation of investment reluctance for real options

Oliver Musshoff, Martin Odening, Alfons Balmann (balmann@iamo.de) and Norbert Hirschauer

No 305, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: real options; competition; myopic planning; stochastic simulation (search for similar items in EconPapers)
JEL-codes: D8 D92 (search for similar items in EconPapers)
Date: 2003-08-01
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.alfons-balmann.de/Options/BalmannMusshoffHirschauerOdening.pdf main text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf3:305

Access Statistics for this paper

More papers in Computing in Economics and Finance 2003 from Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum (baum@bc.edu).