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

15

DOWNLOADS
Rank 36,367

SSRN RANKINGS

Top 36,367

in Total Papers Downloads

2,515

SSRN CITATIONS
Rank 41,525

SSRN RANKINGS

Top 41,525

in Total Papers Citations

13

CROSSREF CITATIONS

8

Ideas:
“  Real Options, Coporate Finance  ”

Scholarly Papers (15)

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 1,235 (30,690)
Citation 10

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
University of Porto, School of Economics and Management, University of Minho - NIPE and School of Economics and Management and University of Minho
Downloads 241 (227,882)
Citation 3

Abstract:

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Capital budgeting, Real options, Airports

3.

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 204 (266,641)
Citation 1

Abstract:

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

4.

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 192 (281,583)

Abstract:

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American option valuation, Monte Carlo simulation, Numerical methods

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, University of Porto, School of Economics and Management and University of Minho - NIPE and School of Economics and Management
Downloads 168 (316,826)

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 161 (328,715)
Citation 5

Abstract:

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

7.

Investment Timing, Capacity Choice and Optimal Floors and Ceilings

Number of pages: 40 Posted: 07 Oct 2021 Last Revised: 02 Aug 2022
Dean Paxson, Paulo Jorge Pereira and Artur Rodrigues
The University of Manchester - Alliance Manchester Business School, University of Porto, School of Economics and Management and University of Minho - NIPE and School of Economics and Management
Downloads 55 (662,974)

Abstract:

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Collars, Capacity choice, Real options, Price ceilings, Price floors

8.

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 52 (680,048)
Citation 1

Abstract:

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

9.

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, University of Porto, School of Economics and Management and University of Minho - NIPE and School of Economics and Management
Downloads 49 (698,008)

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

10.

Toehold Acquisitions as Option Games∗

Number of pages: 16 Posted: 18 Sep 2021 Last Revised: 20 Dec 2021
José Lacerda, Paulo Jorge Pereira and Artur Rodrigues
Universidade do Porto, University of Porto, School of Economics and Management and University of Minho - NIPE and School of Economics and Management
Downloads 38 (771,610)

Abstract:

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Toeholds, Mergers and Acquisitions, Takeovers, real options

11.

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
University of Porto, School of Economics and Management and University of Minho - NIPE and School of Economics and Management
Downloads 35 (793,933)

Abstract:

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

12.

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, University of Porto, School of Economics and Management and University of Minho - NIPE and School of Economics and Management
Downloads 35 (793,933)

Abstract:

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Non-Competition Covenants, Acquisitions, Real Options

13.

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 28 (850,655)

Abstract:

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Modularity, Real Options

14.

Investment and Leverage Decisions Under Caps and Floors

Number of pages: 31 Posted: 19 Jul 2023
Artur Rodrigues
University of Minho - NIPE and School of Economics and Management
Downloads 22 (905,133)

Abstract:

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Floors, Caps, Capital structure, Investment decisions, Real options

15.

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 (1,097,668)

Abstract:

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Option valuation, Discrete dividends, Binomial trees