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dc.contributor.authorMilanesi, Gastón S.-
dc.contributor.authorPesce, Gabriela-
dc.contributor.authorEl Alabi, Emilio-
dc.date.accessioned2018-07-03T21:51:10Z-
dc.date.available2018-07-03T21:51:10Z-
dc.date.issued2015-
dc.identifier.urihttp://repositoriodigital.uns.edu.ar/handle/123456789/4258-
dc.description.abstractThe valuation of real assets is a complex problem which influences the strategic decision making in companies, such as decisions to differing or selling a project. Uncertainty takes over the manager when defining the attributes of the density function representing values that could assume the asset in the future. In this issue, we include not only its mean and variance, but also stochastic higher moments of this function (asymmetry and kurtosis). This paper proposes to valuate this type of entrepreneurships using real options theory making adjustments that allow us to abandon the assumption of normal returns in continuous time. This technique permits the expansion’s coefficient to depend also on the higher moments, either the original distribution or the approach one. Therefore, we obtained theoretical solutions to asset valuations that would have been impossible to solve.es
dc.formatapplication/pdfes
dc.format.extent13 pág.es
dc.language.isoEnges
dc.publisherFaculty of Finance, Banking and Accountancyes
dc.rightsAtribución – No Comercial – Sin Obra Derivada (BY-NC-ND) No se permite un uso comercial de la obra original ni la generación de obras derivadas. Esta licencia no es una licencia libre, y es la más cercana al derecho de autor tradicional.-
dc.rights.urihttps://creativecommons.org/licenses/by-nc-nd/2.5/-
dc.titleStrategic asset valuation: a model Including asymmetry and kurtosis in Its distribution in continuous timees
dcterms.accessRightsinfo:eu-repo/semantics/openAccesses
dcterms.isPartOfAcademic Journal of Economic Studies. Faculty of Finance, Banking and Accountancyes
uns.author.affiliationFil: Milanesi, Gastón. Universidad Nacional del Sur. Departamento de Ciencias de la Administración. Argentina.es
uns.author.affiliationFil: Pesce, Gabriela. Universidad Nacional del Sur. Departamento de Ciencias de la Administración. Argentina.es
uns.author.affiliationFil: El Alabi, Emilio. Universidad Nacional del Sur. Departamento de Ciencias de la Administración. Argentina.es
uns.type.OpenAirearticlees
uns.type.SNRDartículoes
uns.type.publicationVersioninfo:eu-repo/semantics/publishedVersiones
uns.bibliographicCitationMilanesi, G., Pesce, G., El Alabi, Emilio (2015). Strategic asset valuation: A model Including asymmetry and kurtosis in Its distribution in continuous time. Academic Journal of Economic Studies. vol. 1, no. 1, pp. 91-104. Disponible en: http://repositoriodigital.uns.edu.ar/handle/123456789/4258es
uns.identifier.issnISSN 2393-4913-
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