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dc.contributor.authorGartner, Ivan Ricardo-
dc.date.accessioned2022-08-02T11:57:56Z-
dc.date.available2022-08-02T11:57:56Z-
dc.date.issued2022-06-13-
dc.identifier.citationGARTNER, Ivan Ricardo. Binomial real options model with dynamic programming applied to the evaluation of railway infrastructure projects in Brazil. Pesquisa Operacional, Rio de Janeiro, v. 42, e260438, 2022. DOI: https://doi.org/10.1590/0101-7438.2022.042.00260438. Disponível em: https://www.scielo.br/j/pope/a/NMtHkQbTj9HN6ppNqjfKCFB/?lang=en#. Acesso em: 02 ago. 2022.pt_BR
dc.identifier.urihttps://repositorio.unb.br/handle/10482/44369-
dc.language.isoPortuguêspt_BR
dc.publisherSociedade Brasileira de Pesquisa Operacionalpt_BR
dc.rightsAcesso Abertopt_BR
dc.titleBinomial real options model with dynamic programming applied to the evaluation of railway infrastructure projects in Brazilpt_BR
dc.typeArtigopt_BR
dc.subject.keywordInfraestrutura ferroviáriapt_BR
dc.subject.keywordModelo binomial de opções reaispt_BR
dc.subject.keywordProgramação dinâmicapt_BR
dc.rights.license(CC BY)pt_BR
dc.identifier.doihttps://doi.org/10.1590/0101-7438.2022.042.00260438pt_BR
dc.description.abstract1This paper presents a methodology for evaluating public investments in railway infrastructure based on the theory of real options, using the binomial model combined with dynamic programming procedures and Monte Carlo simulation. This modelling was proposed in order to overcome the inefficiencies in the evaluation process of projects conducted by the Brazilian public agencies, as pointed out by World Bank studies. According to these studies, there is evidence that the various managerial and regulatory instances of the Brazilian government have been limited to applying classical analysis techniques, considering only the discounted cash flow indicators, instead of paying more attention to risk issues, as well as to the possibilities of managerial flexibility. The proposed analytical procedures are recommended to support infrastructure investment decisions that can be transferred to the private sector or to guide the formation of public-private partnerships (PPPs).pt_BR
dc.identifier.orcidhttps://orcid.org/0000-0002-9780-1212pt_BR
dc.description.unidadeFaculdade de Economia, Administração, Contabilidade e Gestão de Políticas Públicas (FACE)pt_BR
dc.description.unidadeDepartamento de Administração (FACE ADM)pt_BR
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