Concepedia

Option Value Analysis

Option Value Analysis is a methodological framework within Time Horizon Analysis that quantifies the strategic worth of deferring, expanding, or abandoning decisions under uncertainty by valuing flexibility in future option exercise.

108

Publications

9.5K

Citations

196

Authors

131

Institutions

Publications per year

2017–2026

11

Parents

Publications

108

Valuing American Options by Simulation: A Simple Least-Squares Approach

Francis A. Longstaff, Eduardo S. Schwartz · Review of Financial Studies · 2001 · 3.3K citations

, , +16

A Real Options Logic for Initiating Technology Positioning Investments

Rita Gunther McGrath · Academy of Management Review · 1997 · 720 citations

, , +16

Costly Information Acquisition: Experimental Analysis of a Boundedly Rational Model

Xavier Gabaix, David Laibson, Guillermo Moloche et al. · American Economic Review · 2006 · 605 citations

, , +12

The Architecture of Participation: Does Code Architecture Mitigate Free Riding in the Open Source Development Model?

Carliss Y. Baldwin, Kim B. Clark · Management Science · 2006 · 511 citations

, , +10

A Real Options Logic for Initiating Technology Positioning Investments

Rita Gunther McGrath · Academy of Management Review · 1997 · 291 citations

, , +16

1–5 of 108

Authors

196

  1. DL
    David Laibson

    Harvard University, United States

    3 publications · 768 citations

    3

    h-index

  2. EP
    Enrico Pennings

    Erasmus University Rotterdam, Netherlands

    3 publications · 176 citations

    3

    h-index

  3. OL
    Onno Lint

    Erasmus University Rotterdam, Netherlands

    3 publications · 176 citations

    3

    h-index

  4. RN
    Robert Novy‐Marx

    University of Rochester, United States

    3 publications · 211 citations

    3

    h-index

  5. MK
    Madhu Khanna

    University of Illinois Urbana-Champaign, United States

    3 publications · 118 citations

    3

    h-index

1–5 of 196

Institutions

131

  1. National Bureau of Economic Research

    Cambridge, United States

    6 h-index

    8 publications

    815 citations

  2. University of California, Berkeley

    Berkeley, United States

    5 h-index

    6 publications

    143 citations

  3. Massachusetts Institute of Technology

    Cambridge, United States

    4 h-index

    5 publications

    960 citations

  4. University of Washington

    Seattle, United States

    4 h-index

    9 publications

    149 citations

  5. Harvard University

    Cambridge, United States

    4 h-index

    6 publications

    1.8K citations

  6. Georgia State University

    Atlanta, United States

    4 h-index

    5 publications

    139 citations

  7. Columbia University

    New York, United States

    4 h-index

    4 publications

    791 citations

  8. University of Illinois Urbana-Champaign

    Urbana, United States

    3 h-index

    4 publications

    152 citations

1–8 of 131

Venues

  1. SSRN Electronic Journal

    Repository · 15 publications · 340 citations

    11

    h-index

  2. The Journal of Finance

    5 publications · 291 citations

    5

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 3 publications · 44 citations

    3

    h-index

  4. Review of Financial Studies

    3 publications · 3.5K citations

    3

    h-index

  5. AgEcon Search (University of Minnesota, USA)

    Repository · 3 publications · 59 citations

    3

    h-index

1–5