|
中文文獻 林左裕與曾建智(2002),購租屋決策分析—實質選擇權的應用,住宅學報, 11(2),79-100。 梁仁旭與陳奉瑤(2003),以選擇權觀點探討土地開發分析法之運用土地, 經濟年刊,15,1-13。 江孟修(2007),以延遲選擇權建構不動產之投資決策模式,第十二屆 營建工程與管理學術研討會。 柯俊禎、賴國樑與林左裕(2010),應用實質選擇權於工業區優惠投資專案 之研究,東海管理評論,第十一卷,第一期,1-34。 涂新南(2001),實質選擇權在BOT資本投資決策之應用-以高雄捷運為例, 國立高雄第一科技大學財務管理研究所碩士論文。 賴國樑(2003) ,實質選擇權應用於投資開發之研究--以工業區00六六八 八專案為例,朝陽科技大學財務金融系碩士論文。 黃繼賢(2003),實質選擇權在投資計劃評估之應用:統寶光電投資方案, 國立成功大學企業管理研究所碩士論文。 梁隆鴻(2007),應用實質選擇權和賽局理論分析市場,需求波動下的投資 決策,國立臺北科技大學工業工程與管理系碩士論文。
劉佳侑(2007),實質選擇權對土地開發時機及其價值影響之實證研究, 碩士論文,國立政治大學地政學系碩士論文。 丁玟甄(2008),待更新不動產之實質選擇權價值分析,國立臺北大學公 共事務學院不動產與城鄉環境學系碩士論文。 林慶興(2008),房地產投資的佈建-以中小型土地開發為例,國立宜蘭大學 經營管理研究所碩士論文。
英文文獻 Black, F. and M. Scholes (1973) ,The Pricing of Options and Corporate Liabilities, Journal of Political Economy ,81: 637-654.
Brealey, R. A. and S. D. Hodges( 1988), Principles of Corporate Finance, McGraw-Hill, New York.
Boyle, P., (1997)“Options: a Monte Carlo approach”, Journal of Financial Economics, 4: 323-338.
Cox, J. C., S. A. Ross, and M. Rubinstein (1979) “Option Pricing: A Simplified Approach,” Journal of Financial Economics, 7:229-263.
Chiang, A. P., J. S. Beck, et al. (2006).“Homozygosity mapping with SNP arrays identifies TRIM32 ... ” Proc Natl Acad Sci USA 103(16): 6287-92.
Capozza, D. R. and Y. Li,(1994), “The Intensity and timing of investment: The caseof land ”, American Economic Review, 84(4):889-904.
Dixit, A. and R. S. Pindyck(1994) “Investment under Uncertainty”, Princeton University Press, Princeton, NJ.
Kester, W. (1984) Today''s options for tomorrow''s growth, Harvard Business Review, March-April, pp. 153-160.
Lambrecht and Myers(2008) "Debt and Managerial Rents in a Real- Options
Model of the Firm", Journal of Financial Economics, vol 89(2), 209-231.
Mauer, D.C., and S. Sarkar (2005). Real options, agency conflicts, and optimal capital structure. Journal of Banking and Finance, 29, 1405–1428.
Majd and Pindyck(1987) “Time to Build, Option Value, and Investment Decision.“ Journal of Financial Economy ,18, No. 1,pp.7-27.
McDonald and Siegel(1986)“The Value of Waiting to Invest,” Quarterly Journal of Economics, vol. 101, no. 4, pp. 707-727.
Miller and Modigliani(1996) Bank of America Journal of Applied Corporate Finance 9 (Spring 1996)pp.116-125 18.
Milne, A., and A. E. Whalley, (2000), “Time to build, option value and investment decisions: a comment,” Journal of Financial Economics, Vol. 56, pp. 325-332.
Myers, S. C. (1977) “Determinants of Corporate Borrowing,” Journal of Financial Economics, 5(2): 147-175.
Pindyck(1995)“The Option Approach to Capital Investment,” Harvard Business Review, Vol.62, pp.56-68. 13.
Ross, S. A (1988) “Valuation of Interacting Real Options in a Tollroad Infrasturcture Project,” The Quarterly Review of Economics and Finance, 38: 711-723.
Quigg, L.(1993)” Empirical Testing of Real Option-Pricing Models”, Journal of Finance,Volume 48, Issue 2., pp. 621-640.
Samuelson, P.A(1965)“Proof that Properly Anticipated Prices Fluctuate Randomly”, Sloan Management Review,6:41-49.
Sing, T. F. and K. Patel,(2001) “Evidence of irreversibility in the UK property market”, The Quarterly Review of Economics and Finance, 41:313-334.
Titman(1985) "Urban Land Prices under Uncertainty," The American Economic Review, 75: 505-514. Trigeorgis L. (1993), “Real Options and Interactions with Financial Flexibility”, Financial Management, 22(3): 202-224.
Williams, J. T. (1991) "Real Estate Development as an Option", Journal of Real Estate Finance and Economics, 4:191-208.
|