Rafał Wojakowski

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Evaluating Natural Resource Investments Under Different Model Dynamics: Managerial Insights

European Financial Management, Vol. 18, Issue 4, pp. 543-575, 2012
Number of pages: 35 Posted: 23 Aug 2012
Athens University of Economics and Business - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and affiliation not provided to SSRN
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Abstract:

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natural resource investment, real options, factor models, commodity prices, least‐squares Monte Carlo simulation