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Volumn 4489 LNCS, Issue PART 3, 2007, Pages 945-952

The portfolio selection model of oil/gas projects based on real option theory

Author keywords

Oil gas projects; Portfolio selection; Real options theory

Indexed keywords

BUDGET CONTROL; CRUDE PETROLEUM; PROJECT MANAGEMENT; STRATEGIC PLANNING; VIRTUAL REALITY;

EID: 38149037255     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-72588-6_151     Document Type: Conference Paper
Times cited : (5)

References (12)
  • 1
    • 84995186518 scopus 로고
    • Portfolio Selection
    • Markowitz, H.: Portfolio Selection, J. of Finance, (1952) 77-91.
    • (1952) J. of Finance , pp. 77-91
    • Markowitz, H.1
  • 2
    • 1142278588 scopus 로고    scopus 로고
    • Extending the Influence of Real Options: Problems and Opportunities, paper
    • SPE 71407, New Orleans, Louisiana
    • Luehrman, T.A.: Extending the Influence of Real Options: Problems and Opportunities, paper SPE 71407, presented at the 2001 Annual Technical Conference and Exhibition, New Orleans, Louisiana, 2001.
    • (2001) presented at the 2001 Annual Technical Conference and Exhibition
    • Luehrman, T.A.1
  • 3
    • 84959850844 scopus 로고
    • Option Valuation of Claims on Physical Assets: The Case of Offshore Petroleum Leases
    • Paddock, J., Siegel, D. and Smith, J.: Option Valuation of Claims on Physical Assets: The Case of Offshore Petroleum Leases, Quarterly Journal of Economics, 103 (1988): 479508.
    • (1988) Quarterly Journal of Economics , vol.103 , pp. 479508
    • Paddock, J.1    Siegel, D.2    Smith, J.3
  • 5
    • 84977723792 scopus 로고
    • Efficient Analytical Approximation of American Option Values
    • Barone-Adesi G. and Whaley R.E. : Efficient Analytical Approximation of American Option Values, Journal of Finance, (1987)301-320
    • (1987) Journal of Finance , pp. 301-320
    • Barone-Adesi, G.1    Whaley, R.E.2
  • 7
    • 84977359121 scopus 로고
    • The Value of an Option to Exchange One Asset for Another
    • Margrabe, W.: The Value of an Option to Exchange One Asset for Another, Journal of Finance, 33(1978) 177-186.
    • (1978) Journal of Finance , vol.33 , pp. 177-186
    • Margrabe, W.1
  • 10
    • 85015692260 scopus 로고
    • The Pricing of Options and Corporate Liabilities
    • Black F. and M. Scholes: The Pricing of Options and Corporate Liabilities, Journal of Political Economy, (1973)637-659
    • (1973) Journal of Political Economy , pp. 637-659
    • Black, F.1    Scholes, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.