Refine your search
Content Type
Publication Name
Author
- Society of Actuaries (2)
- Richard Wendt (2)
- Paul Donahue (2)
- Jeremy Gold (2)
- Hal Warren Pedersen (2)
- Bryon Robidoux (2)
- Aaron Meder (2)
- Zhao Lang (1)
- Thomas Tang (1)
- Thomas Grondin (1)
- Thomas Anichini (1)
- Stuart Silverman (1)
- Stephen Strommen (1)
- Stephen Britt (1)
- Seong Weon Park (1)
- Rick Wilson (1)
- Michael Kwan Yu Chan (1)
- Michael Burgess (1)
- Mathieu Boudreault (1)
- Martin Roy (1)
- Mandy Jiao (1)
- Maciej Augustyniak (1)
- Lisa Reed (1)
- Lilli Segre Tossani (1)
- Lawrence N Bader (1)
- Kailan Shang (1)
- Joy Chen (1)
- Joseph Koltisko (1)
- John Burkhardt (1)
- Joel Prakken (1)
- James Ramenda (1)
- James Kosinski (1)
- Hubert B Mueller (1)
- Gautam Devarashetty (1)
- Frederick Yiu Fai Ngan (1)
- Frank Grossman (1)
- Dimitry D Mindlin (1)
- Dennis Woessner (1)
- David Wang (1)
- David Romoff (1)
- David Ingram (1)
- Daniel Hui (1)
- Craig Reynolds (1)
- Chad Aaron Hueffmeier (1)
- Anson Glacy (1)
- Show More Show Less
Site
Topic
- Investments (11)
- Finance & Investments (8)
- Portfolio management - Finance & Investments (5)
- Investment strategy - Finance & Investments (5)
- Modeling & Statistical Methods (4)
- Enterprise Risk Management (4)
- Funding (3)
- Pensions & Retirement (3)
- Asset liability management (3)
- Asset allocation (3)
- Risk measurement - ERM (3)
- Portfolio management - ERM (3)
- Financial markets (3)
- Behavioral economics (3)
- Economics (3)
- Predictive Analytics (2)
- Pension investments & asset liability management (2)
- Pension finance (2)
- Stochastic models (2)
- Scenario generation (2)
- Financial Reporting & Accounting (2)
- Financial economics (2)
- Annuities (2)
- Software (1)
- Modeling techniques (1)
- Risk management (1)
- Retiree medical (1)
- Simulation (1)
- Regression analysis (1)
- Forecasting (1)
- Data mining (1)
- Pricing - Life Insurance (1)
- Risk measurement - Finance & Investments (1)
- Investment policy (1)
- Economic capital (1)
- Experience Studies & Data (1)
- Strategic risks (1)
- Demography (1)
- Deferred annuities (1)
- Variable annuities (1)
- Product development - Annuities (1)
- Pricing - Annuities (1)
- Policyholder behavior - Annuities (1)
- Investment strategy - Annuities (1)
- Show More Show Less
41
-
41
of
41
results (0.28 seconds)
Sort By:
-
Real Options in Radical Uncertainty: Part 2—The Limits of Financial Option Theory
Real Options in Radical Uncertainty: Part 2—The Limits of Financial Option Theory This is the second part of a 2 part series on Real options analysis (ROA). This article looks into the ...Description: This is the second part of a 2 part series on Real options analysis (ROA). This article looks into the limitations of using financial option theory when doing real options analysis with projects that are long-dated and uncertain, such as: 1. First-degree homogeneity, 2. Uncertainty must derive from Brownian motion, and 3. Risk neutrality.
Hide- Authors: Bryon Robidoux
- Date: Sep 2023
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Economics; Economics>Behavioral economics; Economics>Financial economics; Economics>Financial markets; Enterprise Risk Management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM