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  • This paper is focused on a project valuation with embedded portfolio of real options. Portfolio includes selected types of European-type options: option to expand, contract a project, option to abandon a project and option to shut down and restart a project. Valuation is based on the simulation basis; results are compared on Value at Risk measure basis. First, the project is valued if no option is taken into account. Next, selected real options in isolation are valued. In the end, results are compared and discussed.
  • This paper is focused on a project valuation with embedded portfolio of real options. Portfolio includes selected types of European-type options: option to expand, contract a project, option to abandon a project and option to shut down and restart a project. Valuation is based on the simulation basis; results are compared on Value at Risk measure basis. First, the project is valued if no option is taken into account. Next, selected real options in isolation are valued. In the end, results are compared and discussed. (en)
  • Příspěvek je zaměřen na ocenění projektu s portfoliem reálných opcí. Portfolio zahrnuje vybrané typy evropských opcí: opci na rozšíření, opci na zúžení, opci na opuštění a opci na dočasné přerušení. Ocenění je založeno na simulačním přístupu, výsledky jsou porovnány dle kritéria Value at Risk. nejprve je provedeno ocenění bez možnosti budoucích zásahů. poté je provedeno ocenění jednotlivých typů opcí, nakonec je provedeno porovnání výsledků. (cs)
Title
  • INVESTMENT PROJECT VALUATION AS A PORTFOLIO OF REAL OPTIONS
  • Ocenění investičního projektu jako portfolia reálných opcí (simulační přístup) (cs)
  • INVESTMENT PROJECT VALUATION AS A PORTFOLIO OF REAL OPTIONS (en)
skos:prefLabel
  • INVESTMENT PROJECT VALUATION AS A PORTFOLIO OF REAL OPTIONS
  • Ocenění investičního projektu jako portfolia reálných opcí (simulační přístup) (cs)
  • INVESTMENT PROJECT VALUATION AS A PORTFOLIO OF REAL OPTIONS (en)
skos:notation
  • RIV/61989100:27510/08:00018585!RIV09-GA0-27510___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GP402/07/P121)
http://linked.open...iv/cisloPeriodika
  • 1
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 373250
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27510/08:00018585
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Real option; underlying asset; exercise price; intrinsic value; payoff function; simulation; Cholesky algorithm; density function; distribution function; Value at Risk; Expected shortfall. (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • SE - Švédské království
http://linked.open...ontrolniKodProRIV
  • [A0D9064D2DF3]
http://linked.open...i/riv/nazevZdroje
  • European Journal of Management
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 8
http://linked.open...iv/tvurceVysledku
  • Čulík, Miroslav
issn
  • 1555-4015
number of pages
http://localhost/t...ganizacniJednotka
  • 27510
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