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 27,723

SSRN RANKINGS

Top 27,723

in Total Papers Downloads

1,663

SSRN CITATIONS
Rank 44,248

SSRN RANKINGS

Top 44,248

in Total Papers Citations

3

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 952 (23,284)
Citation 6

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 195 (155,637)
Citation 1

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 165 (180,623)

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 155 (190,429)
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 129 (220,941)

Abstract:

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6.

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 19 (528,674)

Abstract:

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

7.

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 17 (540,440)

Abstract:

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

8.

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 11 (576,942)

Abstract:

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Non-Competition Covenants, Acquisitions, Real Options

9.

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 9 (589,662)
Citation 1

Abstract:

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

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 8 (596,123)

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 3 (630,895)

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 (670,915)

Abstract:

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Option valuation, Discrete dividends, Binomial trees