The course will be lectured by Professor Afzal Siddiqui from University College London / Stockholm University.
- Pre-reading materials before the first meeting (by Monday 5.11.): Chapters 1-4 in Dixit and Pindyck (1994)
- A group presentation of one of the research papers (on Wednesday 7.11.)
- Exercises and an essay (DL on Friday 7.12.2018).
- Monday, 09:15-11:45: Lectures 1 and 2 (Chapters 1-4)
- Monday, 12:30-18:00: Lecture 3 (Chapters 5-6) and Lecture 4 (Chapter 7)
- Tuesday, 12:30-18:00: Lecture 5 (Capacity Sizing) and Lecture 6 (Risk Aversion and Multiple Risk Factors) plus additional lecture
based on Siddiqui and Marnay (2008) and Siddiqui and Maribu (2009) if time permits
- Wednesday, 12:30-16:00: Paper presentations
References and reading materials
Required reading: Dixit, AK and RS Pindyck (1994), Investment under Uncertainty, Princeton University Press, Princeton, NJ, USA (ISBN: 0-691-03410-9)