Managing a Portfolio of Real options: Sequential Exploration of Dependent Prospects
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- James L. Smith & Rex Thompson, 2008. "Managing a Portfolio of Real Options: Sequential Exploration of Dependent Prospects," The Energy Journal, , vol. 29(1_suppl), pages 43-62, June.
- James L. Smith & Rex Thompson, 2004. "Managing a Portfolio of Real Options: Sequential Exploration of Dependent Prospects," Working Papers 0403, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
References listed on IDEAS
- Childs, Paul D. & Ott, Steven H. & Triantis, Alexander J., 1998. "Capital Budgeting for Interrelated Projects: A Real Options Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(3), pages 305-334, September.
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Cited by:
- Javier G. Castro & Edison A. Tito & Luiz E. Brandão, 2021. "Optimization of a Portfolio of Investment Projects: A Real Options Approach Using the Omega Measure," JRFM, MDPI, vol. 14(11), pages 1-17, November.
- Martinelli, Gabriele & Eidsvik, Jo & Hauge, Ragnar, 2013. "Dynamic decision making for graphical models applied to oil exploration," European Journal of Operational Research, Elsevier, vol. 230(3), pages 688-702.
- Smith, James L. & Thompson, Rex, 2009.
"Rational plunging and the option value of sequential investment: The case of petroleum exploration,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1009-1033, August.
- James L. Smith & Rex Thompson, 2006. "Rational Plunging and the Option Value of Sequential Investment The Case of Petroleum Exploration," Working Papers 0602, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
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- F0 - International Economics - - General
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