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Chen, Xi's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
189 |
Total
Citations
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1.
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Alexander, Carol
University of Reading - ICMA Centre Chen, Xi
University of Reading - ICMA Centre
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25 Jan 12
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Last Revised:
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28 Feb 13
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155
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CARA, CRRA, certain equivalent, development, divestment, displaced log utility, exponential utility, HARA, investment, mean-reversion, property boom, real option, risk aversion, risk tolerance
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2.
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Alexander, Carol
University of Reading - ICMA Centre Chen, Xi
University of Reading - ICMA Centre Ward , Charles W.R.
University of Reading
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34
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real option, decision making, investment opportunity, geometric Brownian motion, abandonment option, discounted cash flow, marketed asset disclaimer, change of measure, lease, rental value, market utility, risk tolerance, risk aversion
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