Rainer Brosch
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Portfolios of Real Options (eBook, PDF)

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OR Society Award 2008!For his excellent monograph, Rainer Brosch won the German OR Society Award 2008 for outstanding theses in the field of Operations Research in September 2008."Valuing portfolios of options embedded in investment decisions is one of the most important and challenging problems in real options and corporate finance in general. It is important for any corporation facing strategic resource allocation decisions, be it in pharma managing the pipeline of drugs, in telecom selecting a set of technological alternatives, or in venture capital or private equity investing in a portfoli...

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