Optimal investment of private equity
Tài liệu tham khảo
Bolton, P., Wang, N., Yang, J., 2013. Investment, Liquidity, and Financing under Uncertainty. SSRN 2364067. <https://www0.gsb.columbia.edu/faculty/pbolton/papers/SSRN-id2364067.pdf>.
Brennan, 1985, Evaluating natural resource investments, J. Bus., 135, 10.1086/296288
Chen, 2010, Entrepreneurial finance and nondiversifiable risk, Rev. Financ. Stud., 23, 4348, 10.1093/rfs/hhq122
Dertouzos, 1990
Dixit, 1992, Investment and hysteresis, J. Econ. Perspect., 107, 10.1257/jep.6.1.107
Dixit, 1994
Ewens, 2013, The price of diversifiable risk in venture capital and private equity, Rev. Financ. Stud., 10.1093/rfs/hht035
Henderson, 2007, Valuing the option to invest in an incomplete market, Math. Financ. Econ., 1, 103, 10.1007/s11579-007-0005-z
Hugonnier, 2007, Corporate control and real investment in incomplete markets, J. Econ. Dyn. Contr., 31, 1781, 10.1016/j.jedc.2006.09.001
Majd, 1987, Time to build, option value, and investment decisions, J. Financ. Econ., 18, 7, 10.1016/0304-405X(87)90059-6
McDonald, 1986, The value of waiting to invest, Quart. J. Econ., 101, 707, 10.2307/1884175
Merton, 1971, Optimum consumption and portfolio rules in a continuous-time model, J. Econ. theory, 3, 373, 10.1016/0022-0531(71)90038-X
Metrick, 2010, The economics of private equity funds, Rev. Financ. Stud., 10.1093/rfs/hhq020
Metrick, 2011, Venture capital and other private equity: a survey, Eur. Financ. Manage., 17, 619, 10.1111/j.1468-036X.2011.00606.x
Miao, 2007, Investment, consumption, and hedging under incomplete markets, J. Financ. Econ., 86, 608, 10.1016/j.jfineco.2006.10.003
Milne, 2000, Time to build, option value and investment decisions: a comment, J. Financ. Econ., 56, 325, 10.1016/S0304-405X(00)00043-X
Pindyck, 1991, Irreversibility, uncertainty, and investment, J. Econ. Lit., 1110
Quigg, 1993, Empirical testing of real option-pricing models, J. Finance, 48, 621, 10.1111/j.1540-6261.1993.tb04730.x
Robinson, 2012
Sorensen, 2014, Valuing private equity, Rev. Financ. Stud., 10.1093/rfs/hhu013
Summers, 1987