José Carlos Dias

Instituto Universitário de Lisboa (ISCTE-IUL)

Lisboa

1600-189 Lisboa

Portugal

SCHOLARLY PAPERS

3

DOWNLOADS

826

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Pricing Real Options under the CEV Diffusion

Journal of Futures Markets, Vol. 31, No. 3, pp. 230-250, 2011
Number of pages: 33 Posted: 05 Mar 2008 Last Revised: 17 Mar 2011
José Carlos Dias and João Pedro Vidal Nunes
Instituto Universitário de Lisboa (ISCTE-IUL) and ISCTE Business School
Downloads 467 (121,496)

Abstract:

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real options, CEV diffusion

2.

Efficiency Tests in the Iberian Stock Markets

Number of pages: 13 Posted: 06 Oct 2004
Jose Benzinho, José Carlos Dias, Luis Lopes and Vitor Martins
ISCAC Coimbra Business School, Instituto Universitário de Lisboa (ISCTE-IUL), Independent and Independent
Downloads 274 (218,623)

Abstract:

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Stock indexes, market efficiency, unit roots

3.

Hysteresis Effects Under CIR Interest Rates

European Journal of Operational Research, Vol. 211, No. 3, 2011
Number of pages: 25 Posted: 09 Jul 2010 Last Revised: 12 May 2011
José Carlos Dias and Mark B. Shackleton
Instituto Universitário de Lisboa (ISCTE-IUL) and Lancaster University - Department of Accounting and Finance
Downloads 85 (572,238)

Abstract:

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Finance, Real Options, Interest Rate Uncertainty, Perpetuities, Investment Hysteresis