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Volumn 22, Issue 1-2 SPEC. ISS., 1996, Pages 63-74

Valuing risk and flexibility: A comparison of methods

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EID: 0001855375     PISSN: 03014207     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0301-4207(96)00022-0     Document Type: Article
Times cited : (47)

References (25)
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    • Black, F.1    Scholes, M.2
  • 4
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    • Capital-asset pricing model
    • Eatwell, J, Milgate, M and Newman, P (eds) Macmillan, London
    • Brennan, M J (1987) 'Capital-asset pricing model' in Eatwell, J, Milgate, M and Newman, P (eds) The New Palgrave Dictionary of Economics Macmillan, London
    • (1987) The New Palgrave Dictionary of Economics
    • Brennan, M.J.1
  • 5
    • 0002844363 scopus 로고
    • The price of convenience and the valuation of commodity contingent claims
    • Lund, D and Oksendal, B (eds) North Holland, Amsterdam
    • Brennan, M J (1991) 'The price of convenience and the valuation of commodity contingent claims' in Lund, D and Oksendal, B (eds) Stochastic Models and Option Values North Holland, Amsterdam
    • (1991) Stochastic Models and Option Values
    • Brennan, M.J.1
  • 7
    • 0030482425 scopus 로고    scopus 로고
    • Option premiums in mineral asset pricing: Are they important?
    • forthcoming
    • Davis, G A (1996) 'Option premiums in mineral asset pricing: are they important?' Land Economics forthcoming
    • (1996) Land Economics
    • Davis, G.A.1
  • 12
    • 0002874199 scopus 로고
    • Convergence from discrete- To continuous-time contingent claims prices
    • He, H (1990) 'Convergence from discrete- to continuous-time contingent claims prices' Review of Financial Studies 3 523-546
    • (1990) Review of Financial Studies , vol.3 , pp. 523-546
    • He, H.1
  • 13
  • 14
    • 0003114587 scopus 로고
    • The valuation of risky assets and the selection of risky investments in stock portfolios and capital budgets
    • Lintner, J (1965) 'The valuation of risky assets and the selection of risky investments in stock portfolios and capital budgets' Review of Economics and Statistics 47 13-37
    • (1965) Review of Economics and Statistics , vol.47 , pp. 13-37
    • Lintner, J.1
  • 15
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    • The net present value method: Part of our investment problem
    • Autumn
    • MacCallum, J S (1987) 'The net present value method: part of our investment problem' Business Quarterly Autumn, 7-9
    • (1987) Business Quarterly , pp. 7-9
    • MacCallum, J.S.1
  • 17
    • 0001738730 scopus 로고
    • An intertemporal capital asset pricing model
    • Merton, R C (1973b) 'An intertemporal capital asset pricing model' Econometrica 41 867-887
    • (1973) Econometrica , vol.41 , pp. 867-887
    • Merton, R.C.1
  • 18
    • 0042868147 scopus 로고
    • Toronto, Ontario
    • Nesbit Research (1989) Gold Asset Valuation Toronto, Ontario
    • (1989) Gold Asset Valuation
  • 19
    • 84959850844 scopus 로고
    • Option valuation of claims on real assets: The case of offshore petroleum leases
    • Paddock, J L, Siegel, D R and Smith, J L (1988) 'Option valuation of claims on real assets: the case of offshore petroleum leases' Quarterly Journal of Economics 479-508
    • (1988) Quarterly Journal of Economics , pp. 479-508
    • Paddock, J.L.1    Siegel, D.R.2    Smith, J.L.3
  • 20
    • 0000311838 scopus 로고
    • The present-value model of rational commodity pricing
    • Pindyck, R S (1993) 'The present-value model of rational commodity pricing' Economic Journal 103 511-530
    • (1993) Economic Journal , vol.103 , pp. 511-530
    • Pindyck, R.S.1
  • 21
    • 84980092818 scopus 로고
    • Capital asset prices: A theory of market equilibrium under conditions of risk
    • Sharpe, W F (1964) 'Capital asset prices: a theory of market equilibrium under conditions of risk' Journal of Finance 19 425-442
    • (1964) Journal of Finance , vol.19 , pp. 425-442
    • Sharpe, W.F.1
  • 22
    • 0004288139 scopus 로고
    • Centre for Resource Studies Monograph, Queen's University, Kingston, Ontario
    • Slade, M E (1988) The Pricing of Metals Centre for Resource Studies Monograph, Queen's University, Kingston, Ontario
    • (1988) The Pricing of Metals
    • Slade, M.E.1
  • 24
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    • The theory of inverse carrying charges in futures markets
    • Working, H (1948) 'The theory of inverse carrying charges in futures markets' Journal of Farm Economics 30 1-28
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    • Working, H.1


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