Concepedia

Real Options Analysis

Real Options Analysis is a capital budgeting valuation approach that models investment opportunities as contingent claims analogous to financial options and applies option-pricing techniques to quantify the value of managerial flexibility under uncertainty.

2.8K

Publications

164.8K

Citations

4.5K

Authors

1.6K

Institutions

Publications per year

2017–2026

485

Variants

Real Options

Parents

Children

Publications

2.8K

Option pricing: A simplified approach

John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations

, , +13

The valuation of options for alternative stochastic processes

John C. Cox, Stephen A. Ross · Journal of Financial Economics · 1976 · 3K citations

, , +12

Uncertainty and investment dynamics

John Van Reenen, Nick Bloom · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 2007 · 2K citations

, , +14

An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory

Robert C. Merton · Journal of Banking & Finance · 1977 · 1.9K citations

, , +15

Real options: Managerial flexibility and strategy in resource allocation

Graham A. Davis · Resources Policy · 1996 · 1.3K citations

, , +16

1–5 of 2.8K

Authors

4.5K

  1. LT
    Lenos Trigeorgis

    University of Cyprus, Cyprus

    33 publications · 3.8K citations

    25

    h-index

  2. RM
    Reinhard Madlener

    RWTH Aachen University, Germany

    35 publications · 1.9K citations

    23

    h-index

  3. ES
    Eduardo S. Schwartz

    University of California, Los Angeles, United States

    17 publications · 1.4K citations

    16

    h-index

  4. PM
    Peter M. Kort

    Tilburg University, Netherlands

    19 publications · 933 citations

    15

    h-index

  5. LE
    Luiz Eduardo Teixeira Brandão

    Pontifícia Universidade Católica do Rio de Janeiro, Brazil

    14 publications · 792 citations

    13

    h-index

1–5 of 4.5K

Institutions

1.6K

  1. Massachusetts Institute of Technology

    Cambridge, United States

    30 h-index

    79 publications

    26K citations

  2. RWTH Aachen University

    Aachen, Germany

    23 h-index

    64 publications

    2.7K citations

  3. Norwegian University of Science and Technology

    Trondheim, Norway

    23 h-index

    68 publications

    2.7K citations

  4. Stanford University

    Stanford, United States

    23 h-index

    44 publications

    26.8K citations

  5. University of Manchester

    Manchester, United Kingdom

    22 h-index

    55 publications

    3.3K citations

  6. University of Cyprus

    Nicosia, Cyprus

    21 h-index

    40 publications

    2.3K citations

  7. National Bureau of Economic Research

    Cambridge, United States

    20 h-index

    45 publications

    3.2K citations

  8. Imperial College London

    London, United Kingdom

    20 h-index

    63 publications

    2.9K citations

1–8 of 1.6K

Venues

  1. SSRN Electronic Journal

    Repository · 196 publications · 6.9K citations

    45

    h-index

  2. The Journal of Finance

    49 publications · 5.8K citations

    33

    h-index

  3. European Journal of Operational Research

    56 publications · 3.6K citations

    31

    h-index

  4. Energy Economics

    38 publications · 2.6K citations

    28

    h-index

  5. Insurance Mathematics and Economics

    46 publications · 2.3K citations

    26

    h-index

1–5