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Relevant bibliographies by topics / Investment under uncertainty

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Academic literature on the topic 'Investment under uncertainty'

Author: Grafiati

Published: 4 June 2021

Last updated: 1 February 2022

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Journal articles on the topic "Investment under uncertainty"

1

Maldoom, Daniel, Avinash K. Dixit, and Robert S. Pindyck. "Investment Under Uncertainty." Economic Journal 106, no. 436 (May 1996): 725. http://dx.doi.org/10.2307/2235588.

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Schwartz, Eduardo S., Avinash K. Dixit, and Robert S. Pindyck. "Investment Under Uncertainty." Journal of Finance 49, no. 5 (December 1994): 1924. http://dx.doi.org/10.2307/2329279.

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Davis, Graham A. "Investment under uncertainty." Resources Policy 22, no. 3 (September 1996): 218. http://dx.doi.org/10.1016/s0301-4207(96)90018-5.

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Sen, Sunanda. "Investment decisions under uncertainty." Journal of Post Keynesian Economics 43, no. 2 (March 19, 2019): 267–80. http://dx.doi.org/10.1080/01603477.2019.1571927.

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Steg, Jan-Henrik. "Preemptive investment under uncertainty." Games and Economic Behavior 110 (July 2018): 90–119. http://dx.doi.org/10.1016/j.geb.2018.03.009.

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DE BRUIN, KARIANNE, and ERIK ANSINK. "INVESTMENT IN FLOOD PROTECTION MEASURES UNDER CLIMATE CHANGE UNCERTAINTY." Climate Change Economics 02, no. 04 (November 2011): 321–39. http://dx.doi.org/10.1142/s2010007811000334.

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Recent severe river flooding in Europe has triggered debates among scientists and policy-makers on future projections of flood frequency and the need for adaptive investments, such as flood protection measures. Because there exists uncertainty about the impact of climate change on flood risk, such investments require a careful analysis of expected benefits and costs. The objective of this paper is to show how climate change uncertainty affects the decision to invest in flood protection measures. We develop a model that incorporates flexible timing of investment decisions and scientific uncertainty on the extent of climate change impact. This model allows decision-makers to cope with the uncertain impact of climate change on the frequency and damage of river flood events and minimizes the risk of under- or over-investment. One of the innovative elements of our paper is that we explicitly distinguish between structural and non-structural flood protection measures. Our results show that the effects of uncertainty on the optimal initial investment depends on the cost structure of these measures which has several important implications for flood management policy.

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Magni, Carlo Alberto. "Aggregate Return On Investment for investments under uncertainty." International Journal of Production Economics 165 (July 2015): 29–37. http://dx.doi.org/10.1016/j.ijpe.2015.03.010.

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Rivoli, Pietra, and Eugene Salorio. "Foreign Direct Investment and Investment under Uncertainty." Journal of International Business Studies 27, no. 2 (June 1996): 335–57. http://dx.doi.org/10.1057/palgrave.jibs.8490138.

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Yan, Xi-zu, and Zhong-min Song. "The portfolio models of contained grey profit under uncertainty." Grey Systems: Theory and Application 4, no. 3 (October 28, 2014): 487–94. http://dx.doi.org/10.1108/gs-09-2014-0035.

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Purpose – The purpose of this paper is to establish the portfolio models of contained grey profit under uncertainty, and the results are applied to solve uncertain investment problem. Design/methodology/approach – In investment problems, uncertainties may exist in model parameters and input data. For the investment problems contained grey profit and incomplete information about natural world state, according to the portfolio theory, the grey systems theory and the uncertainty decision theory, the paper puts forward portfolio models and the methods. Findings – Traditional uncertainty decision is researched for incomplete information about natural world state, in reality, investment problems are not only uncertain state information, but income are uncertain. Practical implications – Because the investment problems have been widely used in economic analysis, decision analysis and economic management, examples are provided at the end to verify its feasibility. Originality/value – The paper successfully combined the portfolio theory, the gray system theory and uncertainty decision theory and new uncertainty investment decision-making models and methods are presented.

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Detemple, Jerome, and Yerkin Kitapbayev. "Optimal Investment under Cost Uncertainty." Risks 6, no. 1 (January 22, 2018): 5. http://dx.doi.org/10.3390/risks6010005.

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Dissertations / Theses on the topic "Investment under uncertainty"

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Krüger, Niclas. "Infrastructure investment planning under uncertainty /." Örebro : Örebro University, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-6618.

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Güçbilmez, Ísmail Ufuk. "Three essays on investment under uncertainty." Thesis, Lancaster University, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.618730.

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This thesis contains three essays on investment under uncertainty. The first essay in Chapter 2 provides a theory of debt and equity commitments based on the entrepreneur's investment incentives. In this essay, we compare two fundamental ways of financing investments. The first way is to secure financing in advance (i.e., before the investment) via an investor's debt or equity commitment. The second way is to obtain financing on spot (i.e., at the time of investment). We find that the entrepreneur's choices between debt and equity, and between commitment and spot financing depend on his bargaining power and his ability to extract private benefits. The entrepreneur considers spot financing only when he has full bargaining power. He is indifferent between spot debt and equity. Spot financing is efficient, as the entrepreneur exercises his option to invest at the first-best investment threshold. The entrepreneur strictly prefers commitment financing when he does not have full bargaining power. He prefers equity commitment if he is skilled in extracting private benefits at a small dead weight cost. In this case, he invests too early and causes a reduction in firm value. Otherwise, he prefers debt commitment and invests too late and again causes a reduction in firm value. Our findings help explain the capital structure of firms at different stages in their life cycle. The second essay in Chapter 3 focuses on timing of initial public offerings (IPO) in a hot issue market. We explain why some private firms lead a hot IPO market by going public early, while others follow by delaying their IPOs until late in the same market. In our model, g60d firms go public early. at the expense of issuing underpriced shares, in order to enjoy a first-mover advantage. We find evidence for our arguments in the U.S. IPQ market. Early IPOs of a hot market are underpriced more severely on average, but they experience higher growth in sales, assets, EBITDA, and capital expenditure. Moreover, their shares outperform the market up to nine months after their issues, while those of late IPOs underperform the market from the start. The third and final essay in Chapter 4 deals with optimal venture capital contracting when an entrepreneur and a venture capitalist can both exert value-adding effort that is privately costly for them. We derive the optimal contract when the effort provided by the parties increase the project 's probability of success. The costly effort each party exerts depends on the terms of financial contract the parties sign. We compare three financial contracts: common stock, straight preferred stock, and convertible preferred stock. We find that each of these contracts can be optimal depending on the terms. We show that there are cases in which common stock is infeasible and convertible preferred stock can facilitate financing. We also discuss the inclusion of a clause that prevents the venture capitalist from converting his preferred stock in the case of failure, and argue that this clause can increase efficiency.

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Hayes, Mark Gerard. "Investment and finance under fundamental uncertainty." Thesis, University of Sunderland, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.275518.

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Gugler, Klaus, Adhurim Haxhimusa, Mario Liebensteiner, and Nora Schindler. "Investment under Uncertainty in Electricity Generation." WU Vienna University of Economics and Business, 2016. http://epub.wu.ac.at/5177/1/wp234.pdf.

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The recent transformation of European electricity markets with increasing generation from intermittent renewables brings about many challenges. Among them, decaying wholesale prices, partly due to support schemes for renewables, may send insufficient investment signals for other technologies. We investigate the investment decision in a structural equation based on the Tobin's q-model, which we extend by both industry- and firm-technology-specific uncertainty. We utilize rich and novel data at the disaggregated firm generation technology level of European electricity generating firms for the period 2006-2014. Our results show that investment in any generation technology follows market incentives despite sunk and irreversible capital, confirming the implications of the q-model. Moreover, while firm-technology-specific uncertainty decreases firms' investment activity, especially in coal and gas, aggregate uncertainty triggers firms' investment. Our results raise concerns about system reliability in the long run since conventional technologies still serve as a flexible system back-up. (authors' abstract)
Series: Department of Economics Working Paper Series

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LEVY, NATALIA CORDEIRO. "INVESTMENT ANALYSIS UNDER UNCERTAINTY: AN ANALYTICAL APPROACH." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2009. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14911@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO
COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR
A avaliação de oportunidades de investimentos é sem duvida um tema de grande interesse, pois é o modo pela qual as firmas norteiam suas decisões de investimento ao avaliar que este ou aquele projeto cria ou não valor para esta firma. A teoria de avaliação de investimentos produtivos inicia seu caminho partindo do Valor Presente Líquido (VPL) e vai se ramificando ao longo se sua literatura, percorrendo sempre o objetivo de incorporar a incerteza nos modelos. O estágio atual desta caminhada é a avaliação por opções reais, e tudo que a antecede passou a ser chamado de teoria clássica. Mas muitos problemas enfrentados nas abordagens encontradas na literatura de avaliação de opções reais são antigos. Em função da analogia com as opções financeiras, a metodologia proposta para avaliação das opções reais originaram dos modelos de apreçamento de opções financeiras. Mas esta extensão metodológica é em si problemática, pois os ativos ditos reais e os ativos financeiros guardam entre si importantes diferenças como: risco privado, completude dos mercados, diferenças de liquidez, reversibilidade e uma profunda diferença entre os níveis de assimetria de informação. Estas diferenças comprometem a significância dos resultados finais desta avaliação, pois violam algumas hipóteses que estão por de trás da teoria de apreçamento de opções financeiras, além de não incorporar a parcela de risco privado na avaliação, apenas risco de mercado. Outras abordagens para avaliação de opções reais surgiram para tentar resolver o problema da incompletude dos mercados, mas também retornam a outros problemas já discutidos na teoria clássica como, por exemplo, a dificuldade da escolha da taxa de desconto e a subjetividade da estimativa de um fluxo de caixa equivalente certo. Apesar de ter criado um novo paradigma na concepção de valor dos projetos de investimento, a literatura da teoria de opções reais é ainda divergente quanto aos métodos de avaliação. Este trabalho tem como objetivo discutir as dificuldades práticas de se avaliar/ quantificar as opções de um ativo real que se dá tanto pela inadequação dos métodos de apreçamento próprios para derivativos financeiros, quanto pela subjetividade que se incorre com a utilização de métodos alternativos.
The valuation of investment opportunities is undoubtedly a topic of great interest as it is the manner by which firms guide their investment decisions and assess whether this or that project creates or not value. The valuation theory of productive investments starts its way on the Net Present Value Rule (NPV) and branches along its literature, pursuing always the goal of incorporating the uncertainty into the models. The current stage of this path is the valuation of real options, and so everything that precedes it is now called classical theory. Nevertheless, many problems in the approaches found in literature for assessing real options are old. As the analogy with financial options is common, the proposed methodology for pricing real options bases itself in the financial options models. But this methodological extension is in itself problematic, as the so-called real assets and financial assets retain important differences between themselves such as private risk, completeness of markets, differences in liquidity, reversibility and a dramatic difference in the levels of information asymmetry. These differences undermine the significance of the valuation’s final results, as they violate some of the assumptions behind the pricing theory of financial options. As well as that, only the market component of risk is considered in the assessment, leaving private risk unattended. Other approaches for pricing real options have emerged in order to tackle the problem of market incompleteness, but are not able to prevent other issues already discussed in the classical theory, such as the difficulty in choosing the discount rate and the subjectivity of the certainty equivalent cash flow estimation. Despite having created a new standard in the understanding of what does the value of an investment project represent, real options literature is still uneasy with regards to valuation methods. The aim of this dissertation is to discuss the practical difficulties in the valuation/ quantification of the options present in a real asset. These are given both by the inadequacy in the methods that were designed specifically for financial derivatives, and by the subjectivity that is incurred when one makes use of alternative methods.

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Tian, Yuan. "Corporate Investment and Capital Structure under Uncertainty." Kyoto University, 2010. http://hdl.handle.net/2433/120733.

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Levendorskii, Sergei Z., and Svetlana I. Boyarchenko. "Investment under uncertainty when shocks are non-gaussian." Universität Potsdam, 1998. http://opus.kobv.de/ubp/volltexte/2008/2520/.

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Zavodov, Kirill Valerievich. "Essays on investment under uncertainty and asymmetric information." Thesis, University of Cambridge, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.608149.

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Meier, Helga. "Project evaluation and capital budgeting under uncertainty." Thesis, Imperial College London, 1995. http://hdl.handle.net/10044/1/7785.

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Bilkic, Natasa [Verfasser]. "Essays on investment decisions under large uncertainty / Natasa Bilkic." Paderborn : Universitätsbibliothek, 2014. http://d-nb.info/1057913855/34.

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Books on the topic "Investment under uncertainty"

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S, Pindyck Robert, ed. Investment under uncertainty. Princeton, N.J: Princeton University Press, 1994.

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Kulatilaka, Nalin. Strategic investment timing under uncertainty. London: London Schoolof Economics, Financial Markets Group, 1992.

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Kulatilaka, Nalin. Strategic investment timing under uncertainty. Boston: Boston University, School of Management, 1992.

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Investment treaty arbitration: Judging under uncertainty. Cambridge: Cambridge University Press, 2012.

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Sureda, Andrés Rigo. Investment treaty arbitration: Judging under uncertainty. Cambridge: Cambridge University Press, 2012.

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Abadie, L. M., and J. M. Chamorro. Investment in Energy Assets Under Uncertainty. London: Springer London, 2013. http://dx.doi.org/10.1007/978-1-4471-5592-8.

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Abel, Andrew B. A unified model of investment under uncertainty. Cambridge, Mass: National Bureau of Economic Research, 1993.

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List, John A. Investment under uncertainty: Testing the options model with professional traders. Cambridge, MA: National Bureau of Economic Research, 2010.

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Milopoulos, Christos. Investment behaviour under uncertainty: An econometric analysis of Swedish panel data. Gothenburg: Nationalekonomiska institutionen, Handelshögskolan vid Göteborgs universitet, 1993.

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Investment under uncertainty, coalition spillovers and market evolution in a game theoretic perspective. Boston: Kluwer Academic Publishers, 2004.

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Book chapters on the topic "Investment under uncertainty"

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Götze, Uwe, Deryl Northcott, and Peter Schuster. "Analysing Investment Programmes Under Uncertainty." In Springer Texts in Business and Economics, 299–321. Berlin, Heidelberg: Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-45851-8_9.

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Castro, Jorge, Joaquim Gabarro, and Maria Serna. "Measuring Investment Opportunities Under Uncertainty." In Lecture Notes in Computer Science, 481–91. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-29765-7_40.

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Adams, John, and Linda Juleff. "Investment appraisal under risk and uncertainty." In Managerial economics for Decision Making, 277–305. London: Macmillan Education UK, 2013. http://dx.doi.org/10.1007/978-0-230-21432-3_11.

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Aro, Helena, and Teemu Pennanen. "Liability-Driven Investment in Longevity Risk Management." In Optimal Financial Decision Making under Uncertainty, 121–36. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-41613-7_5.

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Pommeret, Aude. "Irreversible Investment Under Uncertainty in General Equilibrium." In Market Imperfections and Macroeconomic Dynamics, 191–213. Boston, MA: Springer US, 2002. http://dx.doi.org/10.1007/978-1-4757-3598-7_9.

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Kantarcioglu, Murat, Alain Bensoussan, and SingRu(Celine) Hoe. "Investment in Privacy-Preserving Technologies under Uncertainty." In Lecture Notes in Computer Science, 219–38. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-25280-8_17.

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Chen, Zhiping, Giorgio Consigli, Jia Liu, Gang Li, Tianwen Fu, and Qianhui Hu. "Multi-Period Risk Measures and Optimal Investment Policies." In Optimal Financial Decision Making under Uncertainty, 1–34. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-41613-7_1.

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Györfi, László, György Ottucsák, and Harro Walk. "The Growth Optimal Investment Strategy Is Secure, Too." In Optimal Financial Decision Making under Uncertainty, 201–23. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-41613-7_9.

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Tsai, Mei-Ting. "Investment Decision Model for Remanufacturing Under Return Uncertainty." In LISS 2014, 189–93. Berlin, Heidelberg: Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-43871-8_29.

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Götze, Uwe, Deryl Northcott, and Peter Schuster. "Methods and Models for Appraising Investment Projects Under Uncertainty." In Springer Texts in Business and Economics, 247–98. Berlin, Heidelberg: Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-45851-8_8.

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Conference papers on the topic "Investment under uncertainty"

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"Property investment under uncertainty." In 11th European Real Estate Society Conference: ERES Conference 2004. ERES, 2004. http://dx.doi.org/10.15396/eres2004_555.

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De Lellis, V., and H. Ferro. "Investment Decisions Under Uncertainty Conditions." In Latin American/Caribbean Gas & Electricity Congress. Society of Petroleum Engineers, 1997. http://dx.doi.org/10.2118/38209-ms.

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Shukayev, Dulat N., Zhanar Bimurat, Darkhan Abdibekov, and Nazgul O. Yergaliyeva. "Making Investment Decisions Under Uncertainty." In Modelling, Simulation and Identification / 854: Intelligent Systems and Control. Calgary,AB,Canada: ACTAPRESS, 2017. http://dx.doi.org/10.2316/p.2017.853-009.

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"TOLL ROAD INVESTMENT UNDER UNCERTAINTY." In 17th Annual European Real Estate Society Conference: ERES Conference 2010. ERES, 2010. http://dx.doi.org/10.15396/eres2010_423.

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Lu, Huapu, Xinxin Yu, Changzhi Bian, Xiaoqiang Zhao, and Changwei Yuan. "Expressway Investment Decision Making under Uncertainty." In 2009 Sixth International Conference on Fuzzy Systems and Knowledge Discovery. IEEE, 2009. http://dx.doi.org/10.1109/fskd.2009.91.

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Geske, Joachim, and Richard Green. "Optimal storage investment and management under uncertainty." In 2016 IEEE 8th International Power Electronics and Motion Control Conference (IPEMC 2016 - ECCE Asia). IEEE, 2016. http://dx.doi.org/10.1109/ipemc.2016.7512341.

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Chen, Liankai, Lingling Du, and Ruiyu Liu. "Decision of Merchant Transmission Investment Under Uncertainty." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5302816.

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Jia, Suling, Na Xue, and Dongyan Li. "IT Project Investment Decision Analysis under Uncertainty." In 2010 International Conference on E-Business Intelligence (ICEBI-2010). Paris, France: Atlantis Press, 2010. http://dx.doi.org/10.2991/icebi.2010.44.

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Shibata, Takashi, Michi Nishihara, Theodore E. Simos, George Psihoyios, and Ch Tsitouras. "Investment under Uncertainty with Manager-Shareholder Conflict." In NUMERICAL ANALYSIS AND APPLIED MATHEMATICS: International Conference on Numerical Analysis and Applied Mathematics 2009: Volume 1 and Volume 2. AIP, 2009. http://dx.doi.org/10.1063/1.3241645.

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Shved, Alyona. "Probabilistic risk analysis of investment projects under uncertainty." In 2017 9th IEEE International Conference on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications (IDAACS). IEEE, 2017. http://dx.doi.org/10.1109/idaacs.2017.8095072.

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Reports on the topic "Investment under uncertainty"

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Haubrich, Joseph G., and Joseph Ritter. Commitment as Investment Under Uncertainty. Federal Reserve Bank of St. Louis, 1995. http://dx.doi.org/10.20955/wp.1995.004.

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Bolton, Patrick, Neng Wang, and Jinqiang Yang. Investment under Uncertainty with Financial Constraints. Cambridge, MA: National Bureau of Economic Research, October 2014. http://dx.doi.org/10.3386/w20610.

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Grenadier, Steven, and Neng Wang. Investment Under Uncertainty and Time-Inconsistent Preferences. Cambridge, MA: National Bureau of Economic Research, February 2006. http://dx.doi.org/10.3386/w12042.

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Abel, Andrew, and Janice Eberly. A Unified Model of Investment Under Uncertainty. Cambridge, MA: National Bureau of Economic Research, March 1993. http://dx.doi.org/10.3386/w4296.

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Stokey, Nancy. Wait-and-See: Investment Options under Policy Uncertainty. Cambridge, MA: National Bureau of Economic Research, November 2013. http://dx.doi.org/10.3386/w19630.

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Hall, Robert. Investment Under Uncertainty: Theory and Tests with Industry Data. Cambridge, MA: National Bureau of Economic Research, May 1987. http://dx.doi.org/10.3386/w2264.

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Handley, Kyle, and Nuno Limão. Trade and Investment under Policy Uncertainty: Theory and Firm Evidence. Cambridge, MA: National Bureau of Economic Research, January 2012. http://dx.doi.org/10.3386/w17790.

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List, John, and Michael Haigh. Investment under Uncertainty: Testing the Options Model with Professional Traders. Cambridge, MA: National Bureau of Economic Research, May 2010. http://dx.doi.org/10.3386/w16038.

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Jack, B. Kelsey, Paulina Oliva, Christopher Severen, Elizabeth Walker, and Samuel Bell. Technology Adoption Under Uncertainty: Take-Up and Subsequent Investment in Zambia. Cambridge, MA: National Bureau of Economic Research, July 2015. http://dx.doi.org/10.3386/w21414.

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Xepapadeas, Anastasios. Environmental Policy and Firm Behavior: Abatement Investment and Location Decisions Under Uncertainty and Irreversibility. Cambridge, MA: National Bureau of Economic Research, August 1999. http://dx.doi.org/10.3386/t0243.

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