Artur Rodrigues

University of Minho - NIPE and School of Economics and Management

Associate Professor

School of Economics and Management

Braga, 4710-057

Portugal

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 32,373

SSRN RANKINGS

Top 32,373

in Total Papers Downloads

1,772

SSRN CITATIONS
Rank 40,272

SSRN RANKINGS

Top 40,272

in Total Papers Citations

10

CROSSREF CITATIONS

8

Ideas:
“  Real Options, Coporate Finance  ”

Scholarly Papers (12)

1.

The Valuation of Real Options with the Least Squares Monte Carlo Simulation Method

Number of pages: 49 Posted: 08 Mar 2006
Artur Rodrigues and Manuel J. Rocha Armada
University of Minho - NIPE and School of Economics and Management and University of Minho
Downloads 991 (27,166)
Citation 9

Abstract:

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American real options, simulation, quasi Monte Carlo methods

2.

The Optimal Timing for the Construction of an Airport

Number of pages: 21 Posted: 18 May 2007
Universidade do Porto - Faculdade de Economia (FEP), University of Minho - NIPE and School of Economics and Management and University of Minho
Downloads 206 (176,799)
Citation 2

Abstract:

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Capital budgeting, Real options, Airports

3.

On the Dangers of a Simplistic American Option Simulation Valuation Method

This is an Accepted Manuscript of an article published by Taylor & Francis in European Journal of Finance, (2009)
Number of pages: 12 Posted: 01 Jan 2008 Last Revised: 10 May 2018
Nelson Areal and Artur Rodrigues
University of Minho - School of Economics and Management and University of Minho - NIPE and School of Economics and Management
Downloads 167 (212,964)

Abstract:

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American option valuation, Monte Carlo simulation, Numerical methods

4.

Discrete Dividends and the FTSE-100 Index Options Valuation

This is an Accepted Manuscript of an article published by Taylor & Francis in Quantitative Finance (2011)
Number of pages: 47 Posted: 04 Sep 2010 Last Revised: 10 May 2018
Nelson Areal and Artur Rodrigues
University of Minho - School of Economics and Management and University of Minho - NIPE and School of Economics and Management
Downloads 163 (217,345)
Citation 1

Abstract:

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American Options, Computational Finance, Derivative Pricing Models, Monte Carlo Methods, Numerical Methods for Option Pricing, Options Pricing

5.

Optimal Investment with Two-Factor Uncertainty

This is a pre-print of an article published in Mathematics and Financial Economics (2011)
Number of pages: 26 Posted: 26 Oct 2011 Last Revised: 10 May 2018
University of Minho, Universidade do Porto - Faculdade de Economia (FEP) and University of Minho - NIPE and School of Economics and Management
Downloads 135 (253,647)

Abstract:

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6.

On Improving the Least Squares Monte Carlo Option Valuation Method

This is a pre-print of an article published in Review of Derivatives Research, 11(1-2), 119-151 (2008)
Number of pages: 36 Posted: 05 Feb 2008 Last Revised: 10 May 2018
Nelson Areal, Artur Rodrigues and Manuel J. Rocha Armada
University of Minho - School of Economics and Management, University of Minho - NIPE and School of Economics and Management and University of Minho
Downloads 31 (544,808)
Citation 4

Abstract:

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American options, real options, simulation, quasi Monte-Carlo methods

7.

Optimal Subsidies and Guarantees in Public-Private Partnerships

The European Journal of Finance, Volume 18, 2012 - Issue 5 DOI/10.1080/1351847X.2011.639789
Number of pages: 52 Posted: 18 May 2018 Last Revised: 22 May 2018
University of Minho, Universidade do Porto - Faculdade de Economia (FEP) and University of Minho - NIPE and School of Economics and Management
Downloads 29 (555,849)

Abstract:

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Option to Defer, Early Exercise, Incentives, Public-Private Partnerships

8.

Investment Decisions in Finite-Lived Monopolies

Journal of Economic Dynamics and Control, Vol. 46, 2014. DOI/10.1016/j.jedc.2014.07.003
Number of pages: 31 Posted: 17 May 2018
Paulo Jorge Pereira and Artur Rodrigues
Universidade do Porto - Faculdade de Economia (FEP) and University of Minho - NIPE and School of Economics and Management
Downloads 19 (619,985)

Abstract:

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Finite-Lived Monopolies, Real Option Games, Uncertainty, Real Options

9.

Non-Competition Covenants in Acquisition Deals

Economics Letters, Vol. 143, 2016
Number of pages: 14 Posted: 17 May 2018
Alcino Azevedo, Paulo Jorge Pereira and Artur Rodrigues
Aston Business School, Universidade do Porto - Faculdade de Economia (FEP) and University of Minho - NIPE and School of Economics and Management
Downloads 14 (655,041)

Abstract:

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Non-Competition Covenants, Acquisitions, Real Options

10.

Feed-In Tariffs with Minimum Price Guarantees and Regulatory Uncertainty

Energy Economics, Vol. 72, 2018
Number of pages: 43 Posted: 14 Jun 2018
Instituto Superior Técnico (IST), University of Lisbon, University of Minho - NIPE and School of Economics and Management and Instituto Superior Tecnico
Downloads 11 (677,224)
Citation 1

Abstract:

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Real Options, Feed-in Tariff, Price-Floor Regime, Regulatory Uncertainty

11.

The Valuation of Modular Projects: A Real Options Approach to the Value of Splitting

Global Finance Journal 18(2), 205–227
Number of pages: 33 Posted: 18 Apr 2007 Last Revised: 09 May 2018
Artur Rodrigues and Manuel J. Rocha Armada
University of Minho - NIPE and School of Economics and Management and University of Minho
Downloads 6 (714,951)

Abstract:

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Modularity, Real Options

12.

Fast Trees for Options with Discrete Dividends

Posted: 20 May 2019
Nelson Areal and Artur Rodrigues
University of Minho - School of Economics and Management and University of Minho - NIPE and School of Economics and Management
Downloads 0 (778,843)

Abstract:

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Option valuation, Discrete dividends, Binomial trees