Real Option Valuation of R&D Projects: Consideration of Portfolio Effects

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Please use this identifier to cite or link to this item: http://hdl.handle.net/1853/42562

Title: Real Option Valuation of R&D Projects: Consideration of Portfolio Effects
Author: Linquiti, Peter ; Vonortas, Nicholas
Abstract: This analysis focuses on portfolios of R&D projects, rather than individual R&D projects. It explores the effect of portfolio diversification on risk and identifies both theoretical and practical considerations relevant to the portfolio formation process. A Monte Carlo simulation of a hypothetical R&D portfolio is used to illustrate implications for policymakers.
Description: Atlanta Conference on Science and Innovation Policy 2011
Type: Proceedings
URI: http://hdl.handle.net/1853/42562
Date: 2011-09-15
Contributor: Georgia Institute of Technology. School of Public Policy
George Washington University. Center for International Science and Technology Policy
Relation: ACSIP11. Policy Environment
Publisher: Georgia Institute of Technology
Subject: Portfolios
R&D
Real option analysis

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