Bivariate Copula-TGARCH model for real option valuation
| dc.contributor | Lorenzo Valdés, Arturo | |
| dc.contributor | Barajas Cortés, Sara | |
| dc.contributor | Arturo Lorenzo Valdés | |
| dc.contributor | Sara Barajas Cortés | |
| dc.creator | Ricardo Massa Roldán | |
| dc.creator | RICARDO MASSA ROLDÁN | es |
| dc.date.accessioned | 2018-05-09T21:43:31Z | |
| dc.date.available | 2018-05-09T21:43:31Z | |
| dc.date.issued | 2013 | |
| dc.description | The 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.identifier.uri | http://hdl.handle.net/11285/629336 | |
| dc.language | eng | |
| dc.publisher | Instituto Tecnológico y de Estudios Superiores de Monterrey | |
| dc.relation | Investigadores | |
| dc.relation | Estudiantes | |
| dc.relation.isFormatOf | versión publicada | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0 | * |
| dc.subject | Opciones (Finanzas) | |
| dc.subject | Opciones (Finanzas)--Valoración) | |
| dc.subject | Cópulas (Estadística matemática) | |
| dc.subject.classification | 5 CIENCIAS SOCIALES | |
| dc.title | Bivariate Copula-TGARCH model for real option valuation | |
| dc.type | Tesis de doctorado | |
| refterms.dateFOA | 2018-05-09T21:43:31Z | |
| thesis.degree.level | Doctorado en Ciencias Financieras | |
| thesis.degree.program | Campus Ciudad de México |
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