IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this paper

A Avaliação do Capital de Risco segundo a Teoria das Opções

Listed author(s):
  • Paulo Saraiva

    (Departamento de Gestão e Economia, Universidade da Beira Interior)

Registered author(s):

    Neste trabalho pretendemos aplicar a moderna Teoria das Opções na valorização da participação de uma Sociedade de Capital de Risco numa empresa participada. Aplicamos o Modelo de Merton, para quantificar as diversas opções quer da empresa participante quer da participada.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: no

    Paper provided by Universidade da Beira Interior, Departamento de Gestão e Economia (Portugal) in its series Working Papers de Gestão, Economia e Marketing (Management, Economics and Marketing Working Papers) with number 05/2003.

    in new window

    Length: 15 pages
    Date of creation: 2003
    Handle: RePEc:csh:wpecon:05/2003
    Contact details of provider: Postal:
    Estrada do Sineiro - 6200 Covilhã

    Phone: 275 319600
    Fax: 275 319601
    Web page:

    More information through EDIRC

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:csh:wpecon:05/2003. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Carla Loureiro)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.