OpenstarTs >
Ricerca >
Tesi di dottorato >
Scienze economiche e statistiche >

Please use this identifier to cite or link to this item: http://hdl.handle.net/10077/3433

Title: The payoff replication of higly regulated companies
Authors: Rocchi, Alessio
Supervisor/Tutor: Fanni, Maurizio
Issue Date: 12-Apr-2010
Publisher: Universit√† degli studi di Trieste
Abstract: This thesis aims to identify the determining factors of the RAB premium and to define what part is ascribable to factors relating to the fundamentals of the company and what part to factors of a financial nature. Moreover, it attempts to provide an interpretation of the dynamic nature of Snam Rete Gas and Terna share prices according to the options theory and considers the fact that share performance has fluctuated but always remained above the value of invested capital allowed by the regulator, namely the RAB.
PhD cycle: XXII Ciclo
PhD programme: SCUOLA DI DOTTORATO DI RICERCA IN FINANZA
Description: 2008/2009
Keywords: Regulatory Asset Base
Regulatory risk
utilities valuation
option strategies
Main language of document: en
Type: Tesi di dottorato
Doctoral Thesis
Scientific-educational field: SECS-P/09 FINANZA AZIENDALE
NBN: urn:nbn:it:units-8906
Appears in Collections:Scienze economiche e statistiche

Files in This Item:

File Description SizeFormat
Rocchi_Thesis_Fin.pdfThesis3.61 MBAdobe PDFView/Open
Rocchi_Riassunto_Tesi_Italiano.pdfRiassunto_Italiano208.83 kBAdobe PDFView/Open
View Statistics

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.