Institute for Advanced Management Systems Research

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Real Option Valuation and Strategic Solutions

The projects aim was at developing methods for multiple criteria optimization of R&D portfolios, M&A portfolios and financing portfolios under different circumstances.
01 / 2006 - 12 / 2008


OptionsStrat is a research project that concentrates in application of several methods and analysis frameworks within the realm of real option valuation into industrial decision-making. This includes application of real option valuation to portfolio analysis of real assets. The project also uses fuzzy numbers together with real option valuation, creating new exciting models that are better able to cope with inaccuracy about the future. Fuzzy RO applications are built, e.g., for real asset portfolio analysis and execution timing.

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