Proposta de metodologia de avaliação de portfólio por opções reais, considerando o valor da informação: um estudo de caso em exploração de petróleo
Carregando...
Arquivos
Data
2010-05-31
Autores
Orientador(res)
Dias, Marco Antonio Guimarães
Métricas
Título da Revista
ISSN da Revista
Título de Volume
Resumo
This work proposes a methodology to the analysis of portfolio based on exploratory blocks by geological basins, using real options in the context of information value at the analysis criteria. For this, a study-case based on the 2nd ANP (National Petroleum Agency) auction is conducted, qualifying prospecting risks (those represented by the chance factor relatively to gas and oil presence) according to investor’s knowledge about that region. A comparison among traditional economical evaluation method and real learning options was made, using data of exploration wells from the National Petroleum Agency.