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Real options and asymmetric volatility in light of the firm’s growth opportunities
In Memory of Simon Benninga
School Of Business Administration
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Keyphrases
Growth Opportunities
100%
Asymmetric Volatility
100%
Option-implied Volatility
100%
Firm Growth
100%
Real Options
100%
Call Option
33%
Growth Firms
33%
Put Option
16%
Stock Market Returns
16%
US Market
16%
Market Portfolio
16%
Return Volatility
16%
Option Exercise
16%
Book-to-market
16%
Negative Shocks
16%
Positive Shocks
16%
Firm Volatility
16%
Portfolio Analysis
16%
Market Shocks
16%
Economics, Econometrics and Finance
Growth Opportunity
100%