Paulo J. Pereira

Associate Researcher at CEF.UP

PUBLICATIONS:

[2] Armada, Manuel R.; L. Kryzanowski; and Paulo J. Pereira (2009). “Optimal Investment Decisions for Two Positioned Firms Competing in a Duopoly Market with Hidden Competitors”, EUROPEAN FINANCIAL MANAGEMENT (forthcoming). doi: 10.1111/j.1468-036X.2009.00514.x

[1] Armada, Manuel R.; L. Kryzanowski; and Paulo J. Pereira (2007). “A Modified Finite-Lived American Exchange Option Methodology Applied to Real Options Valuation”, GLOBAL FINANCE JOURNAL 17, pp. 419-438. doi:10.1016/j.gfj.2006.05.006

WORKING PAPERS:

[5] Paulo J. Pereira and Artur Rodrigues, “Investment, Exogenous Entry and Expandable Markets Under Uncertainty” (14th Annual International Conference on Real Options, Rome, 2010).

[4] Manuel R. Armada; Paulo J. Pereira and Artur Rodrigues, “Optimal incentives to early exercise of large scale investments” (submitted for publication).

[3] Paulo J. Pereira; Artur Rodrigues and Manuel R. Armada, “The Optimal Timing for the Construction of an Airport” (available at SSRN).

[2] Paulo J. Pereira and Manuel R. Armada, “The Value and Timing of Shared Real Options with Random Maturity”

[1] Paulo J. Pereira and Manuel R. Armada, “As Opções Reais na Avaliação de Oportunidades de Investimento – Uma Breve Revisão da Literatura“

THESIS:

Paulo J. Pereira, “Contributions to the optimal decision to invest under uncertainty and hidden competition”, PhD thesis (2006).

Paulo J. Pereira, “Sobre a determinação do valor e timing de oportunidades de investimento como finite-lived American exchange options”, Master dissertation (2000).