Valuation of risky projects and other illiquid investments using portfolio selection models
We develop a portfolio selection framework for the valuation of projects and other illiquid investments for an investor who can invest in a portfolio of private, illiquid investment opportunities as well as in securities in financial markets, but who cannot necessarily replicate project cash flows u...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2011
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/6773 https://ink.library.smu.edu.sg/context/lkcsb_research/article/7768/viewcontent/valuation.pdf |
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| Institution: | Singapore Management University |
| Language: | English |