VaR in real options analysis

Review of Financial Economics

Volumn 14, Issue 3-4, 2005, Pages 189-208

  Alesii, Giuseppe ^a  

^a UNIVERSITY OF L'AQUILA   (Italy)

Author keywords

CFaR; Downside risk; Real options; VaR

Indexed keywords

EID: 29444440531     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.rfe.2004.09.004     Document Type: Article

References (52)

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