Infrastructure Investment Planning under Uncertainty

University dissertation from Örebro : Örebro University

Author: Niclas Alexander Krüger; Örebro Universitet.; Örebro Universitet.; [2009]

Keywords: SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Real options; Wavelets; Risk; Uncertainty; Investments; Growth; Benefit-cost analysis; Infrastructure; Transportation; Traffic safety; Fractional Brownian motion; Incomplete contracts; Monte-Carlo simulation; Long memory; nationalekonomi; Economics;

Abstract:  This dissertation is concerned with the planning processes in transportation and infrastructure investments and the aim is to improve risk assessment, risk valuation and risk management. Many of the results presented in this thesis are also applicable to a wider range of questions.      

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