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Volumn 16, Issue 2, 2007, Pages 127-147

Real option analysis of a technology portfolio

Author keywords

Capacity investment; Forest industry; Portfolio optimization; Stochastic programming

Indexed keywords


EID: 33947375222     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.rfe.2005.07.002     Document Type: Article
Times cited : (3)

References (24)
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    • (1996) Paper and Timber , vol.78 , Issue.10 , pp. 586-593
    • Junttila, V.1
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    • Kallio, M. (2001). Real option valuation via stochastic optimization. Working Paper, Helsinki School of Economics.
  • 14
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    • Variance reduction in sample approximations of stochastic programs
    • Koivu M. Variance reduction in sample approximations of stochastic programs. Mathematical Programming 103 3 (2005) 463-485
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    • Koivu, M.1
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    • Merton, R.1
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    • Choice of strategic technology investment-case of pulp production technology
    • Saarnio A. Choice of strategic technology investment-case of pulp production technology. Acta Universitatis Lappeenrantaensis 75 (1999)
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    • Saarnio, A.1
  • 19
    • 0000235095 scopus 로고
    • Valuing risky projects: Option pricing theory and decision analysis
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    • Smith, J.1    Nau, R.2
  • 20
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    • Solberg, B., & Trømborg, E. (1996). Data brukt i prosjektet. "Modellanalyse i norsk skogsekstor". Institutt for skogfag.
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    • The Finnish Forest Industries Federation (August 2000). URL www.forestindustries.fi
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    • Wets R.J.-B., and Ziemba W.T. (Eds)
    • In: Wets R.J.-B., and Ziemba W.T. (Eds). Stochastic programming: State of the art, 1998. Annals of operation research vol. 85 (1999)
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    • 0013057328 scopus 로고    scopus 로고
    • Why forest products companies may need to hold timberland
    • Yin R., Harris T.G., and Izlar B. Why forest products companies may need to hold timberland. Forest Products Journal 50 9 (2000) 39-44
    • (2000) Forest Products Journal , vol.50 , Issue.9 , pp. 39-44
    • Yin, R.1    Harris, T.G.2    Izlar, B.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.