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dc.contributorLorenzo Valdés, Arturo
dc.contributorBarajas Cortés, Sara
dc.contributorArturo Lorenzo Valdés
dc.contributorSara Barajas Cortés
dc.creatorRicardo Massa Roldán
dc.creatorRICARDO MASSA ROLDÁNes
dc.date.accessioned2018-05-09T21:43:31Z
dc.date.available2018-05-09T21:43:31Z
dc.date.issued2013
dc.identifier.urihttp://hdl.handle.net/11285/629336
dc.descriptionThe valuation methodologies commonly used by the project managers, based on the discount cash flow perspective, follow unrealistic assumptions that barely relate to business conditions. Their inability to consider elements such as flexibility, uncertainty and irreversibility leads to an undervaluation of the investment projects. The real option analysis is gaining popularity in the academic and practitioner arenas because it outperforms the traditional valuation techniques specifically, by its treatment of uncertainty and strategic thinking incorporation --Abstract.
dc.languageeng
dc.publisherInstituto Tecnológico y de Estudios Superiores de Monterrey
dc.relationInvestigadores
dc.relationEstudiantes
dc.relation.isFormatOfversión publicada
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0*
dc.subjectOpciones (Finanzas)
dc.subjectOpciones (Finanzas)--Valoración)
dc.subjectCópulas (Estadística matemática)
dc.subject.classification5 CIENCIAS SOCIALES
dc.titleBivariate Copula-TGARCH model for real option valuation
dc.typeTesis de doctorado
thesis.degree.levelDoctorado en Ciencias Financieras
thesis.degree.programCampus Ciudad de México
refterms.dateFOA2018-05-09T21:43:31Z


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  • Ciencias Sociales 565
    Gobierno y Transformación Pública / Humanidades y Educación / Negocios / Arquitectura y Diseño / EGADE Business School

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