Title
Duopolistic competition under risk aversion and uncertainty.
Abstract
•We develop an investment framework under uncertainty, competition, and risk aversion.•The pre-emptive leader’s loss due to the follower is unaffected by risk aversion.•The non-pre-emptive leader is relatively better off with greater risk aversion.•Uncertainty reduces the loss of the pre-emptive leader relative to the monopolist.•The non-pre-emptive leader may become worse off with greater uncertainty.
Year
DOI
Venue
2014
10.1016/j.ejor.2014.01.018
European Journal of Operational Research
Keywords
DocType
Volume
Investment analysis,Real options,Competition,Risk aversion
Journal
236
Issue
ISSN
Citations 
2
0377-2217
7
PageRank 
References 
Authors
0.80
3
3
Name
Order
Citations
PageRank
Michail Chronopoulos1404.84
Bert De Reyck254746.23
Afzal Siddiqui3528.37