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Volumn 19, Issue 1, 2001, Pages 35-52

Optimal timing of a real estate development under uncertainty

Author keywords

Modelling; Real estate; Real options; Yield

Indexed keywords


EID: 84891880191     PISSN: 1463578X     EISSN: None     Source Type: Journal    
DOI: 10.1108/14635780110365352     Document Type: Article
Times cited : (22)

References (15)
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  • 5
    • 38149147127 scopus 로고
    • The risk structure of land markets
    • Capozza, D. and Sick, G. (1994), “The risk structure of land markets”, Journal of Urban Economics, Vol. 35, pp. 297-319.
    • (1994) Journal of Urban Economics , vol.35 , pp. 297-319
    • Capozza, D.1    Sick, G.2
  • 7
    • 0000486843 scopus 로고
    • Valuing lease contracts: a real-options approach
    • a
    • Grenadier, S.R. (1995a), “Valuing lease contracts: a real-options approach”, Journal of Financial Economics, Vol. 38, pp. 297-331.
    • (1995) Journal of Financial Economics , vol.38 , pp. 297-331
    • Grenadier, S.R.1
  • 8
    • 0142162101 scopus 로고
    • Flexibility and tenant mix in real estate projects
    • b
    • Grenadier, S.R. (1995b), “Flexibility and tenant mix in real estate projects”, Journal of Urban Economics, Vol. 36, pp. 357-78.
    • (1995) Journal of Urban Economics , vol.36 , pp. 357-378
    • Grenadier, S.R.1
  • 9
    • 0006060994 scopus 로고
    • An option pricing approach to the valuation of real estate contaminated with hazardous materials
    • Lentz, G.H. and Tse, K.S.M. (1995), “An option pricing approach to the valuation of real estate contaminated with hazardous materials”, Journal of Real Estate Finance and Economics, Vol. 11, pp. 111-44.
    • (1995) Journal of Real Estate Finance and Economics , vol.11 , pp. 111-144
    • Lentz, G.H.1    Tse, K.S.M.2
  • 10
    • 38249037059 scopus 로고
    • Time to build, option value, and investment decisions
    • Majd, S. and Pindyck, R.S. (1987), “Time to build, option value, and investment decisions”, Journal of Financial Economics, Vol. 18 No. 1, pp. 7-27.
    • (1987) Journal of Financial Economics , vol.18 , Issue.1 , pp. 7-27
    • Majd, S.1    Pindyck, R.S.2
  • 11
    • 33845479470 scopus 로고
    • Investments of uncertain cost
    • Pindyck, R.S. (1993), “Investments of uncertain cost”, Journal of Financial Economics, Vol. 34, pp.53-76.
    • (1993) Journal of Financial Economics , vol.34 , pp. 53-76
    • Pindyck, R.S.1
  • 12
    • 84993911739 scopus 로고
    • Empirical testing of real option-pricing models
    • Quigg, L. (1993), “Empirical testing of real option-pricing models”, The Journal of Finance, Vol.68 No. 2, pp. 621-39.
    • (1993) The Journal of Finance , vol.68 , Issue.2 , pp. 621-639
    • Quigg, L.1
  • 13
    • 0022213282 scopus 로고
    • Urban land prices under uncertainty’
    • Titman, S. (1985), “Urban land prices under uncertainty’’, American Economic Review, Vol. 75 No.3, pp. 505-14.
    • (1985) American Economic Review , vol.75 , Issue.3 , pp. 505-514
    • Titman, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.