Comparison between portfolios of real options and portfolios of financial options
Comparison between portfolios of real options and portfolios of financial options
Author(s): Małgorzata WasilewskaSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: portfolio of options; real options analysis; financial option analysis
Summary/Abstract: The article aims to compare portfolios of financial and real options. First of all, a definition and classification of real options is presented. Secondary, the theory of Markowitz portfolio is introduced and compared with the theory of portfolio of real options. This analysis results in showing the differences between real and financial options.
Journal: Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
- Issue Year: 2013
- Issue No: 290
- Page Range: 128-135
- Page Count: 8
- Language: English