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Valuing Circularity: Sustainable Finance with Real Options methodology
This thesis presents an enhanced framework for valuing circular investments based on the Value Hill model using real options analysis. We propose a new flexible numerical methodology for valuing circularity using the Least Squares Monte Carlo simulation (LSMC) method of Longstaff and Schwartz (2001)...
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| Format: | Thesis |
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AUC Knowledge Fountain
2024
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| _version_ | 1867613423191195648 |
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| access_status_str | Open Access |
| author | Alloub, Mostafa |
| author_browse | Alloub, Mostafa |
| author_facet | Alloub, Mostafa |
| author_sort | Alloub, Mostafa |
| collection | Thesis |
| description | This thesis presents an enhanced framework for valuing circular investments based on the Value Hill model using real options analysis. We propose a new flexible numerical methodology for valuing circularity using the Least Squares Monte Carlo simulation (LSMC) method of Longstaff and Schwartz (2001). The Value Hill model of circularity represents the course followed by the value of an asset, specifically after primary use. To validate the efficiency of our model, we conduct an empirical study on the smartphone business using the case of Apple. Results of our empirical analysis show that investing in circularity enhances financial value. Our model enables analysts, managers, and sophisticated investors to make more informed decisions when assessing such projects. |
| format | Thesis |
| id | oai:fount.aucegypt.edu:etds-3296 |
| institution | American University in Cairo (Egypt) |
| last_indexed | 2026-06-10T12:35:54.296Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from AUC Knowledge Fountain — bepress |
| publishDate | 2024 |
| publishDateRange | 2024 |
| publishDateSort | 2024 |
| publisher | AUC Knowledge Fountain |
| publisherStr | AUC Knowledge Fountain |
| record_format | dspace |
| source_str | AUC Knowledge Fountain — bepress |
| spelling | oai:fount.aucegypt.edu:etds-3296 Valuing Circularity: Sustainable Finance with Real Options methodology Alloub, Mostafa This thesis presents an enhanced framework for valuing circular investments based on the Value Hill model using real options analysis. We propose a new flexible numerical methodology for valuing circularity using the Least Squares Monte Carlo simulation (LSMC) method of Longstaff and Schwartz (2001). The Value Hill model of circularity represents the course followed by the value of an asset, specifically after primary use. To validate the efficiency of our model, we conduct an empirical study on the smartphone business using the case of Apple. Results of our empirical analysis show that investing in circularity enhances financial value. Our model enables analysts, managers, and sophisticated investors to make more informed decisions when assessing such projects. 2024-02-28T08:00:00Z thesis application/pdf https://fount.aucegypt.edu/etds/2251 https://fount.aucegypt.edu/context/etds/article/3296/viewcontent/mostafa_adel_alloub_thesis.pdf Theses and Dissertations AUC Knowledge Fountain Valuing Circularity: Sustainable Finance with Real Options methodology Corporate Finance Finance and Financial Management |
| spellingShingle | Valuing Circularity: Sustainable Finance with Real Options methodology Corporate Finance Finance and Financial Management Alloub, Mostafa Valuing Circularity: Sustainable Finance with Real Options methodology |
| title | Valuing Circularity: Sustainable Finance with Real Options methodology |
| title_full | Valuing Circularity: Sustainable Finance with Real Options methodology |
| title_fullStr | Valuing Circularity: Sustainable Finance with Real Options methodology |
| title_full_unstemmed | Valuing Circularity: Sustainable Finance with Real Options methodology |
| title_short | Valuing Circularity: Sustainable Finance with Real Options methodology |
| title_sort | valuing circularity sustainable finance with real options methodology |
| topic | Valuing Circularity: Sustainable Finance with Real Options methodology Corporate Finance Finance and Financial Management |
| url | https://fount.aucegypt.edu/etds/2251 https://fount.aucegypt.edu/context/etds/article/3296/viewcontent/mostafa_adel_alloub_thesis.pdf |
| work_keys_str_mv | AT alloubmostafa valuingcircularitysustainablefinancewithrealoptionsmethodology |