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Dissertations / Theses on the topic 'Real options (corporate finance)'

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Published: 4 June 2021

Last updated: 1 February 2022

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1

Brennan, Max. "The Use of Real Options in Biotechnology Capital Budgeting: Theory and Practice." Scholarship @ Claremont, 2012. http://scholarship.claremont.edu/cmc_theses/523.

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This paper examines the theoretical applicability and empirical rates of use for real options valuation and planning techniques. In theory, real options are the best valuation and planning tool for a biotechnology start-up, primarily due to the staged nature of investments and the discrete changes in probability between FDA approval stages. However, in a survey of 48 members of the Biotechnology Industry Association, results showed a low level of real options implementation. This paper then examines the possible reasons for the lack of implementation of real options and possible solutions, wit

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2

Tong, Wenfeng. "Essays on growth options and corporate strategy." Columbus, Ohio : Ohio State University, 2004. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1085200642.

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Thesis (Ph. D.)--Ohio State University, 2004.<br>Title from first page of PDF file. Document formatted into pages; contains x, 120 p. Includes abstract and vita. Advisor: Jay B. Barney, Business Administration Graduate Program. Includes bibliographical references (p. 110-120).

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3

Cheng, Mingliang. "Corporate valuation and optimal operation under liquidity constraints." Thesis, University of Manchester, 2016. https://www.research.manchester.ac.uk/portal/en/theses/corporate-valuation-and-optimal-operation-under-liquidity-constraints(9dbf048a-87e0-434d-aac5-b5bd6b6963c8).html.

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We investigate the impact of cash reserves upon the optimal behaviour of a modelled firm that has uncertain future revenues. To achieve this, we build up a corporate financing model of a firm from a Real Options foundation, with the option to close as a core business decision maintained throughout. We model the firm by employing an optimal stochastic control mathematical approach, which is based upon a partial differential equations perspective. In so doing, we are able to assess the incremental impacts upon the optimal operation of the cash constrained firm, by sequentially including: an opti

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4

Letifi, Nourdine. "Politique optimale d'investissement et d'emploi d'une firme : Une approche par les options réelles." Phd thesis, Université de Cergy Pontoise, 2013. http://tel.archives-ouvertes.fr/tel-00947713.

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Le premier chapitre est une présentation des principaux concepts et résultatsconcernant la finance d'entreprise à la lumière de certains développementsrécents de l'économie du travail.Le deuxième chapitre vise à établir les propriétés d'optimalité concernantl'investissement et l'embauche d'une entreprise dans le cadre de lamaximisation d'une utilité linéaire.Le troisième chapitre traite de la problématique (éventuelle) du désinvestissementet du licenciement. Nous étudions en particulier les problèmesde la prise de décision optimale du dirigeant faisant face soit à une croissancedu marché, soit

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5

Arikan, Asli Musaoglu. "Essays on corporate strategy: evolution of corporate capabilities and the role of intangible assets." Connect to this title online, 2004. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1086374216.

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Thesis (Ph. D.)--Ohio State University, 2004.<br>Title from first page of PDF file. Document formatted into pages; contains xii, 144 p.; also includes graphics (some col.). Includes bibliographical references (p. ). Available online via OhioLINK's ETD Center

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Vrana, Eleftheria. "Real options in corporate valuation." Thesis, Imperial College London, 2008. http://hdl.handle.net/10044/1/11366.

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7

Friedl, Gunther. "Real options and investment incentives." Berlin ; New York : Springer, 2007. http://site.ebrary.com/id/10161175.

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Lee, Dong Wook. "Two essays in corporate finance." Connect to this title online, 2003. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1060687110.

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Thesis (Ph. D.)--Ohio State University, 2003.<br>Title from first page of PDF file. Document formatted into pages; contains x, 104 p.; also includes graphics (some col.). Includes bibliographical references. Available online via OhioLINK's ETD Center.

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9

Zhang, Ling. "Two essays in corporate finance." online access from Digital Dissertation Consortium, 2006. http://libweb.cityu.edu.hk/cgi-bin/er/db/ddcdiss.pl?3240978.

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10

Yao, Huimin. "Empirical testing of real options in the Hong Kong residential real estate market." Click to view the E-thesis via HKUTO, 2006. http://sunzi.lib.hku.hk/hkuto/record/B36173344.

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11

Zhao, Aiwu. "Diversification Effects: A Real Options Approach." [Kent, Ohio] : Kent State University, 2008. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=kent1227507382.

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Thesis (Ph.D.)--Kent State University, 2008.<br>Title from PDF t.p. (viewed March 3, 2010). Advisor: Mark Holder. Keywords: diversification; diversification discount; value measurement; real options. Includes bibliographical references (p. 84-89).

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12

Clapham, Eric. "Essays in real estate finance." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics, 2005. http://www.hhs.se/efi/summary/681.htm.

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13

Thompson, Linh. "Growth Options and Corporate Goodness." Scholar Commons, 2018. https://scholarcommons.usf.edu/etd/7584.

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I find evidence to support the negative impact of growth options on corporate social responsibility (CSR). I propose that attention-constrained managers reduce corporate goodness to focus on growth opportunities. The effect is more pronounced for well-governed firms, for financially-constrained firms, and for capital-intensive social dimensions. Firms reduce their research and development (R&D) and capital expenditures, and experience lower annual buy-and-hold abnormal returns (BHAR) subsequent to significant increases in their social perfo

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14

Dakessian, Leon Chant. "Estratégia e opções reais: fatores determinantes do valor e variabilidade das opções de crescimento das firmas." reponame:Repositório Institucional do FGV, 2010. http://hdl.handle.net/10438/4908.

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Made available in DSpace on 2010-04-20T20:15:06Z (GMT). No. of bitstreams: 1 61080100005.pdf: 995968 bytes, checksum: 5965a1eae5614cf30474fda5b8ad7a13 (MD5) Previous issue date: 2010-02-26T00:00:00Z<br>Pesquisas que integram as teorias de estratégia e opções reais sugerem que firmas podem ser vistas sob a perspectiva de um portfólio de oportunidades a serem capturadas no futuro, de forma que recursos, capacitações e processos organizacionais devem ser combinados visando a sua otimização. Firmas diferem entre si quanto a esta capacidade de otimização e esta heterogeneidade, adicionada aos e

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15

Gorton, Kevin Patrick. "A real options approach to corporate investment strategy." Thesis, Manchester Metropolitan University, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.493102.

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This thesis provides an in-depth account of how real option pricing theory can be applied to a large organisation, where day-to-day capital investment decisions are routinely undertaken using standard discounted cash flow analysis (DCF). The study shall define the theory and origin of option pricing from its early applications in the financial commodity markets (Black, and Scholes, 1973) and (Merton, 1973) to the seminal work of academics in developing risk neutral portfolio theory (Cox, Ross Rubinstein, 1979).

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MENDES, RAFAEL MACHADO. "REAL OPTIONS IN PROJECT FINANCE: AN OIL INDUSTRY APPLICATION." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2012. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=19926@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>PROGRAMA DE SUPORTE À PÓS-GRADUAÇÃO DE INSTS. DE ENSINO<br>As estruturas do tipo Project Finance, cada vez mais, vêm sendo utilizadas para o financiamento de projetos de investimento, principalmente, quando se trata de obras infraestruturais. Para tanto, uma grande estruturação jurídica é utilizada de forma a garantir uma adequada alocação de riscos às partes interessadas do projeto. Esta gestão riscos do projeto é de fundamental importância para garantir a viabilidade financei

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Yao, Huimin, and 姚惠敏. "Empirical testing of real options in the Hong Kong residential real estate market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B36173344.

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18

Ge, Li, and 葛麗. "Informational content of options trading on equity returns and corporate events." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2015. http://hdl.handle.net/10722/211131.

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This dissertation consists of three empirical studies about the informational content of options trading on subsequent equity returns and around major corporate events, such as mergers and acquisitions, and bankruptcies. The first chapter examines the informational content of options trading on acquirer announcement returns. I show that implied volatility spread predicts positively on the cumulative abnormal return (CAR), and implied volatility skew predicts negatively on the CAR. The predictability is much stronger around actual merger and acquisition (M&A) announcement days, compared with

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19

Wang, Jing. "Valuing options in commercial real estate leases." Click to view the E-thesis via HKUTO, 2005. http://sunzi.lib.hku.hk/hkuto/record/B34837668.

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Wang, Jing, and 王晶. "Valuing options in commercial real estate leases." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2005. http://hub.hku.hk/bib/B34837668.

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21

Schmähling, Tom. "Estimating the input parameters of real options." Thesis, Stellenbosch : Stellenbosch University, 2004. http://hdl.handle.net/10019.1/49949.

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Thesis (MBA)--Stellenbosch University, 2004.<br>ENGLISH ABSTRACT: The following study project was written by the author in the scope of his MBA Program at the University of Stellenbosch. While the number of articles and books that deal with the theory of real options is extremely large, the use of real options as a valuation tool is not widely accepted in practice. The reason for this obvious discrepancy is the fact that these papers and the models developed therein are highly mathematical and require a thorough knowledge of statistical methods. There are few papers or books that explain

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22

Nadauld, Taylor D. "Essays in Real Estate Finance." The Ohio State University, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=osu1244651325.

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23

Timo, Singer. "A review of the application of real options theory to commercial real estate leases /." Hong Kong : University of Hong Kong, 2002. http://sunzi.lib.hku.hk/hkuto/record.jsp?B25939397.

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24

Zhou, Jieyun. "Real options valuation in energy markets." Diss., Georgia Institute of Technology, 2010. http://hdl.handle.net/1853/33985.

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Real options have been widely applied to analyze investment planning and asset valuation under uncertainty in many industries, especially energy markets. Because of their close analogy to financial options, real options can be valued using the classical financial option pricing theories and their extensions. However, as real options valuation often involves complex payoff structures and operational constraints of the underlying real assets or projects, accurate and flexible methods for solving the valuation problem are essential. This thesis investigates three different approaches to real opti

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25

Ding, Shusheng. "Pricing futures and real options with a liquidity factor : theory and evidence." Thesis, University of Nottingham, 2016. http://eprints.nottingham.ac.uk/37114/.

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Liquidity is one of the most intensively topics researched in financial economics for the last decade. Against this backdrop, this thesis attempts to address issue of liquidity in derivative markets and derivative models. It begins with the provision of empirical evidence that liquidity risk can serve as an additional risk factor to market risk factor in pricing the commodity futures and it also outlines the vital role played by liquidity in futures prices of commodity co-movement and co-integration. Empirical evidence yields strong support on futures pricing model building, where factors shou

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Singer, Timo. "A review of the application of real options theory to commercial real estate leases." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2002. http://hub.hku.hk/bib/B31256934.

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27

Bång, Joakim. "Essays in empirical corporate finance." Doctoral thesis, Handelshögskolan i Stockholm, Institutionen för Finansiell ekonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-1283.

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In the first of the three chapters in this thesis, the effects of overlapping board directorships on executive compensation are analyzed. In particular the possibility of more or less explicit agreements to reciprocally increase compensation levels, or the possibility that the personal relationships of board members and CEOs determine compensation levels are examined, with suggestive results. The second chapter documents the existence of economically important halo effects in the Australian consumer real estate marker. The final chapter evaluates the effects of blackout (or silent) periods in

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28

Chen, Jia Jin. "Investment strategy for redevelopment projects under uncertainty : real options approach." Thesis, University of Macau, 2006. http://umaclib3.umac.mo/record=b1637046.

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29

Shen, Jianfu, and 沈建富. "Real options, portfolio effects and financial structure : theory and evidence from Hong Kong real estate companies." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hdl.handle.net/10722/194625.

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The aim of this research is to investigate corporate behavior, including investment and financing decisions, when corporations face uncertainty and flexibility/inflexibility, and to explore the effects of this behavior on real option valuation. It expands the real options analysis framework into two paths: the first is to add institutional details, portfolio aspects and financial structure into the classical real option model; the other is to extend the real option model into a firm valuation model with corporate investment and financing decisions. Two types of theoretical models are develo

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30

Han, Hyun Jin Park Chan S. "Estimating project volatility and developing decision support system in real options analysis." Auburn, Ala., 2007. http://repo.lib.auburn.edu/EtdRoot/2007/FALL/Industrial_and_Systems_Engineering/Dissertation/Han_Hyun_51.pdf.

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31

Flagg, Ian Marshall. "The Valuation of Agricultural Biotechnology: The Real Options Approach." Thesis, North Dakota State University, 2008. https://hdl.handle.net/10365/29761.

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This study develops a real options model of agbiotechnology and is applied to three genetically modified (GM) traits. Each trait is evaluated as growth options where technical or marketing milestones must be completed before management can exercise the option to invest further in trait development. The real options values are evaluated by employing a binomial tree which is simulated using distributions for random elements within stages of the growth option. Mean option values were negative for the discovery stage for fusarium-resistant wheat and for all but the regulatory submission stage for

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32

Kish, Richard John. "Noncallable debt evidence and effect /." Gainesville, FL, 1988. http://www.archive.org/details/noncallabledebte00kish.

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Gui, Hairong Karen. "Real Options Methodology in Sportswear Retail Investment Valuation." PDXScholar, 2011. https://pdxscholar.library.pdx.edu/open_access_etds/145.

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The net present value (NPV) approach has been widely accepted by corporate practitioners and academics as the principle tool for evaluating the feasibility of corporate financial investment opportunities. It conceptually provides an estimate in present value terms of a proposed investment's incremental contribution to the firm, enabling the company to pursue its goal of value maximization with more assurance. NPV uses a discount rate that in theory captures market risks. In the stable growth or mature industries, NPV works well. However, in high investment/high risk-return (HI/HRR) industries,

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34

Li, Na. "The informational content of indirect real estate options evidence from Hong Kong /." Click to view the E-thesis via HKUTO, 2006. http://sunzi.lib.hku.hk/hkuto/record/B38316675.

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Boccia, Alfred M. "An empirical analysis of environmental uncertainty, real options decision patterns and firm performance." Amherst, Mass. : University of Massachusetts Amherst, 2009. http://scholarworks.umass.edu/open_access_dissertations/93/.

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Russo, Marcelo Moreira. "Are real options a real option for real-world finance professionals? Case study: the application of real options to evaluate investment projects in the latin american oil and gas field services industry." reponame:Repositório Institucional do FGV, 2012. http://hdl.handle.net/10438/10375.

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Submitted by Marcelo Moreira Russo (marcelo_m_russo@yahoo.com) on 2013-01-11T00:33:15Z No. of bitstreams: 1 20130110-Dissertacao-Real Option_Marcelo Russo.pdf: 1191678 bytes, checksum: a84358a46e9372d37389260fc8dbf38f (MD5)<br>Approved for entry into archive by Eliene Soares da Silva (eliene.silva@fgv.br) on 2013-01-11T12:56:21Z (GMT) No. of bitstreams: 1 20130110-Dissertacao-Real Option_Marcelo Russo.pdf: 1191678 bytes, checksum: a84358a46e9372d37389260fc8dbf38f (MD5)<br>Made available in DSpace on 2013-01-11T13:07:53Z (GMT). No. of bitstreams: 1 20130110-Dissertacao-Real Option_Marcelo R

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De, Villiers Dirk Christiaan. "Determining the value of a new company with specific reference to the real option pricing theory." Thesis, Stellenbosch : Stellenbosch University, 2002. http://hdl.handle.net/10019.1/52759.

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Thesis (MBA)--Stellenbosch University, 2002.<br>Some digitised pages may appear illegible due to the condition of the original hard copy<br>ENGLISH ABSTRACT: With the trends of business moving away from large, corporate companies to small, flexible and innovative alternatives, the need to value new companies are becoming important. A new company generally does not have substantial historical data available and it is therefore difficult to determine potential revenue streams and hence accurate valuations. The focus of this study is to find an appropriate method to attempt the valuation of

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Bouvard, Matthieu. "3 essais en finance d'entreprise." Toulouse 1, 2009. http://www.theses.fr/2009TOU10032.

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Cette thèse est composée de trois essais. Un premier essai s intéresse au lien entre frictions sur les marchés de capitaux et acquisition d information par des entrepreneurs. Je montre qu un problème d anti-sélection entre entrepreneurs et investisseurs peut modifier les incitations des premiers à investir dans l acquisition de compétences ou d expérience. Il existe deux régimes inefficients. Lorsque les investisseurs sont a priori pessimistes, l accès au financement est restreint aux entrepreneurs expérimentés, il y a peu de projets financés et ils sont en moyenne très profitables. Lorsque le

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MacDonnell, Moira Anne Elizabeth. "Real options in construction projects and as a possible alternatives to PFI projects." Thesis, Swansea University, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.678652.

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Ahlberg, Johan, and Anton Jansson. "Corporate Hybrid Bonds." Thesis, KTH, Fastigheter och byggande, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-190205.

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Hybrid securities do not constitute a new phenomenon in the Swedish capital markets. Most commonly, hybrids issued by Swedish real estate companies in recent years are preference shares. Corporate hybrid bonds on the other hand may be considered as somewhat of a new-born child in the family of hybrid instruments. These do, as all other hybrid securities, share some equity-like and some debt-like characteristics. Nevertheless, since 2013 the interest for the instrument has grown rapidly and has become a well-accepted, as well as a fairly standardized, source of financing for many well-establish

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Agenbag, André. "Using real option analysis to manage project risk." Thesis, Stellenbosch : Stellenbosch University, 2003. http://hdl.handle.net/10019.1/53707.

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Thesis (MBA)--Stellenbosch University, 2003.<br>ENGLISH ABSTRACT: This study project aims to use "Real Option Analysis" as a tool to translate financial hedging strategies into business strategies that can be used to hedge business projects against their associated risks. Financial investments are often hedged by means of further investment in financial option structures. These option structures give the investor the option (and sometimes the obligation) to change the constituents of his original investment, depending on changes in the external environment. A well engineered option stru

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BLANK, FRANCES FISCHBERG. "REAL OPTIONS IN PROJECT FINANCE AND PUBLIC PRIVATE PARTNERSHIP: AN APPLICATION TO TOLL ROAD CONCESSIONS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2008. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=11892@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>A utilização de financiamentos baseados em project finance ganhou grande impulso nas últimas décadas em projetos de infra-estrutura pública. Em todo o mundo, governos têm incentivado o investimento privado nesta área através de estruturas de PPP (Parceria Público-Privada), cujo conceito vem se desenvolvendo e aprimorando. O setor de transportes apresenta vasto campo para aplicação de tais instrumentos, destacando-se as concessões rodoviárias. Dadas as características de a

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Garcia, Feijóo Luis. "Exercise of growth options : empirical implications for corporate financing decisions and for the cross-section of equity returns /." free to MU campus, to others for purchase, 2001. http://wwwlib.umi.com/cr/mo/fullcit?p3025620.

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Cisneros-Molina, Myriam. "Mathematical methods for valuation and risk assessment of investment projects and real options." Thesis, University of Oxford, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.491350.

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In this thesis, we study the problems of risk measurement, valuation and hedging of financial positions in incomplete markets when an insufficient number of assets are available for investment (real options). We work closely with three measures of risk: Worst-Case Scenario (WCS) (the supremum of expected values over a set of given probability measures), Value-at-Risk (VaR) and Average Value-at-Risk (AVaR), and analyse the problem of hedging derivative securities depending on a non-traded asset, defined in terms of the risk measures via their acceptance sets. The hedging problem associated to V

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Alimov, Azizjon. "Innovations, real options, risk and return : evidence from the pharmaceutical and biotechnology industries /." view abstract or download file of text, 2007. http://proquest.umi.com/pqdweb?did=1421619401&sid=1&Fmt=2&clientId=11238&RQT=309&VName=PQD.

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Thesis (Ph. D.)--University of Oregon, 2007.<br>Typescript. Includes vita and abstract. Includes bibliographical references (leaves 109-114). Also available for download via the World Wide Web; free to University of Oregon users.

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Li, Na, and 李娜. "The informational content of indirect real estate options: evidence from Hong Kong." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B38316675.

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Zhang, Duoxing Evans John L. "Real options evaluation of financial investment in flexible manufacturing systems in the automotive industry." Auburn, Ala, 2008. http://repo.lib.auburn.edu/EtdRoot/2008/SPRING/Industrial_and_Systems_Engineering/Dissertation/Zhang_Duoxing_20.pdf.

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48

Brajkovic, Jurica. "Evaluating investment in base load coal fired power plant using real options approach." Thesis, University of Southampton, 2010. https://eprints.soton.ac.uk/171553/.

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This thesis investigates the impact of uncertainty on investment in a coalfired power plant using a real options (RO) framework. It is organized in five chapters. In the first chapter I give an outline of the thesis. In Chapter 2 I review the background material. I describe the electricity sector in the pre- and post-liberalization periods and discuss the implication of the transition on investment in new generation capacity. Further, I analyze the mainstream approach to investment analysis used by the majority of electricity companies, the discounted cash flow (DCF) approach. Next, I describe

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Alzaghoul, Esra Fawaz Ahmad. "Value- and debt-aware selection and composition in cloud-based service-oriented architectures using real options." Thesis, University of Birmingham, 2015. http://etheses.bham.ac.uk//id/eprint/6350/.

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This thesis presents a novel model for service selection and composition in Cloud-based Service-Oriented Architectures (CB-SOA), which is called CloudMTD, using real options, Dependency Structure Matrix (DSM) and propagation-cost metrics. CB-SOA architectures are composed of web services, which are leased or bought off the cloud marketplace. CB-SOA can improve its utility and add value to its composition by substituting its constituent services. The substitution decisions may introduce technical debt, which needs to be managed. The thesis defines the concept of technical debt for CB-SOA and re

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Ohama, Dai. "Using design flexibility and real options to reduce risk in Private Finance Initiatives : the case of Japan." Thesis, Massachusetts Institute of Technology, 2008. http://hdl.handle.net/1721.1/42935.

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Thesis (S.M.)--Massachusetts Institute of Technology, Engineering Systems Division, Technology and Policy Program, 2008.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Includes bibliographical references (p. 127-131).<br>Private Finance Initiative (PFI) is a delivery system for public works projects to design construct, manage and maintain public facilities by using private capital, management skills, and technical abilities. It was introduced in Japan about 10 years ago to encourage the s

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