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Flexibilidad, Activos Estratégicos, y Valuación por Opciones Reales

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Author Info
José Pablo Dapena Fernández

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Abstract

El presente trabajo expone las opciones reales y su aplicación a la valuación de la estrategia de adquisición de activos (definición en sentido amplio) por la empresa. Hace especial hincapié en el impacto que tiene la flexibilidad en la formación de la estrategia que escoge el management para administrar la colección de activos y procesos que le es delegada por los accionistas. Pone en evidencia la necesidad de contar con derechos de propiedad sobre esos activos, a los efectos que la flexibilidad que de los mismos surge sea apropiada integramente por la empresa y valorizada por opciones reales. Finalmente estudia el impacto de la tecnología y la globalización en la incertidumbre que rodea a la empresa, que eleva el valor de contar con estructuras flexibles. Asimismo, menciona como una economía de alto riesgo puede dar lugar a la existencia de activos valiosos desde el punto de vista de opciones.

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Publisher Info
Paper provided by Universidad del CEMA in its series CEMA Working Papers: Serie Documentos de Trabajo. with number 187.

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Date of creation: Apr 2001
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Handle: RePEc:cem:doctra:187

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  1. Robert C. Merton, 1973. "Theory of Rational Option Pricing," Bell Journal of Economics, The RAND Corporation, vol. 4(1), pages 141-183, Spring. [Downloadable!] (restricted)
  2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June. [Downloadable!] (restricted)
  3. Myers, Stewart C., 1977. "Determinants of corporate borrowing," Journal of Financial Economics, Elsevier, vol. 5(2), pages 147-175, November. [Downloadable!] (restricted)
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