Research interests: Real options. Option valuation.
Researcher id — SSRN — Google Scholar
Publications:
Areal, N., Rodrigues, A. (forthcoming). On the dangers of a simplistic American option simulation valuation method. European Journal of Finance.
DOI: http://dx.doi.org/10.1080/13518470903314428
Areal, N., Rodrigues, A., Armada, M. R. (2008). On improving the least squares Monte Carlo option valuation method. Review of Derivatives Research 11(1-2), 119-151.
DOI: http://dx.doi.org/10.1007/s11147-008-9026-x
Portela, M., Areal, N., Sá, C., Alexandre, F., Cerejeira, J., Carvalho, A. & Rodrigues, A. (2008). Evaluating student allocation in the Portuguese public higher education system. Higher Education 56(2), 185–203.
DOI: http://dx.doi.org/10.1007/s10734-007-9097-x
Rodrigues, A. & Armada, M. J. R. (2007). The Valuation of Modular Projects: a Real Options Approach to the Value of Splitting. Global Finance Journal 18(2), 205–227.
DOI: http://dx.doi.org/10.1016/j.gfj.2006.10.002
Working papers:
Armada, M. J., Pereira, P. J. & Rodrigues, A. (2009). Optimal incentives to early exercise of large scale investments.
Rodrigues, A. (2009). Market segmentation under uncertainty.
Pereira, P., Rodrigues, A. & Armada, M. (2007). Optimal timing for the construction of an airport under multiple sources of uncertainty. Working Papers – 06/2007, Braga: Núcleo de Estudos em Gestão.
SSRN: http://ssrn.com/abstract=986716
Rodrigues, A., & Armada, M. J. R. (2006). The valuation of real options with the least squares Monte Carlo simulation method.
SSRN: http://ssrn.com/abstract=887953
Rodrigues, A., & Armada, M. J. R. (2005). The impact of project & firm characteristics in the capital budgeting pratices. The Observatory & Entrepreneurial Research Center Working Paper Series 1, 19–33, Paris: The Observatory & Entrepreneurial Research Center.