Enrico Moretto - elenco pubblicazioni scientifiche
Enrico Moretto - Elenco Pubblicazioni
aggiornato al 21 marzo 2021
- Su riviste internazionali:
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Silvana Stefani, Marcel Ausloos, Concepción González-Concepción, Adeyemi Sonubi, Ma Candelaria Gil-Fariña, Celina Pestano-Gabino ed E.M. Competing or collaborating, with no symmetrical behaviour: Leadership opportunities and winning strategies under stability, Mathematics and Computers in Simulation, Volume 187, September 2021, pages 489-504
Scopus ranking; Scimagojr ranking
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Silvana Stefani, Gleda Kutrolli, E.M. ed Sergei Kulakov: Managing meteorological risk through expected shortfall, Risks, 2020, 8, 4;
Scopus ranking;
Scimagojr ranking
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Arianna Agosto, Alessandra Mainini ed E.M.: Stochastic dividend discount model: covariance of random stock prices,
Journal of Economics and Finance, 2019, 43, 552–568;
Scopus ranking;
Scimagojr ranking
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Silvana Stefani, E.M., Matteo Parravicini, Simone Cambiaghi, Adeyemi Sonubi, Gleda Kutrolli e Vanda Tulli:
Managing adverse temperature conditions through hybrid financial instruments, Journal of Energy Markets, 2018, 11(3), 25-41;
Scopus ranking;
Scimagojr ranking
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E.M., Sara Pasquali e Barbara Trivellato:
A non-Gaussian option pricing model based on Kaniadakis exponential deformation, European Physical Journal B, Vol. 90, 179, 2017
impact factor;
Scopus ranking, Scimagojr ranking;
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E.M., Sara Pasquali e Barbara Trivellato: Option pricing under deformed Gaussian distributions, Physica A - Statistical Mechanics and its Applications, 446, 2016, 246-263;
impact factor; Scopus ranking, Scimagojr ranking;
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Fausto Bonacina, Marco D'Errico, E.M., Silvana Stefani, Anna Torriero e Giovanni Zambruno: A multiple network approach to Corporate Governance, Quality & Quantity, Vol. 49, 4, 2015, 1585-1595
impact factor;
Scopus ranking, Scimagojr ranking;
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Arianna Agosto, E.M.: Variance matters (in stochastic dividend discount models), Annals of Finance, Vol. 11, 2, 2015, 283-295;
Scopus ranking, Scimagojr ranking;
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Arianna Agosto, E.M.: Exploiting default probabilities in a structural model with nonconstant barrier; Applied Financial Economics, Vol. 22, 8, 2012, 667-679
Scimagojr ranking; scaricabile qui
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Fernanda D'Ippoliti, E.M., Sara Pasquali e Barbara Trivellato: Exact pricing with stochastic volatility and jumps,
International Journal of Theoretical and Applied Finance, vol. 13, n. 6, 2010, 901-929
Scopus ranking, Scimagojr ranking;
scaricabile qui
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E.M., Sara Pasquali e Barbara Trivellato: Derivatives evaluation using recombining trees under stochastic volatility, Advances and Applications in Statistical Sciences, vol. 1, n. 2, 2010, 453-480;
scaricabile qui
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Giulio Tagliavini ed E.M.: Pricing and net profit of operating lease, Managerial Finance, vol. 35, n. 10, 2009, 828-840;
scaricabile qui
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E.M. e Stefano Rossi: Exchange ratio determination in a market equilibrium, Managerial Finance, vol. 34, n. 4, 2008, 262-270;
scaricabile qui
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E.M.: Bond immunization and arbitrage in the semi-deterministic setting, Mathematical Methods in Economics and Finance, vol. 2, 2007, 71-85;
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G. Mercante, A. Bacciu, L. Banchini, E.M., G. Oretti e T. Ferri: Salvage surgery after radiation failure in squamous cell carcinoma of the larynx, B-ENT, Volume 1, Issue 3, 2005, 107-111
impact factor; Scopus ranking; Scimagojr ranking
- Su atti di convegni internazionali:
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Fernanda D'Ippoliti, E.M., Sara Pasquali e Barbara Trivellato: Exact and approximated option pricing in a stochastic volatility jump-diffusion model,
Mathematical and Statistical Methods for Actuarial Sciences and Finance,
Marco Corazza e Claudio Pizzi eds., Springer, 2010. scaricabile qui
- Su riviste nazionali:
- Arianna Agosto, Alessandra Mainini ed E.M.: Use of copulas for Value-at-Risk calculation and backtesting with an application to Italian data, Risk Management Magazine, 13(2), 2018, 6-14;
- Anna Arcari, Anna Pistoni, E.M., Paola Ossola e Daniele Tonini: How Italian companies are monitoring innovation;
Management Control, 2, 2016, 143-165;
- Angelo Busani e E.M.: Calcolo del valore dell'usufrutto vitalizio. l'infondatezza dei coefficienti "ministeriali", Rivista di Diritto Tributario, Volume XXIII, Aprile 2013, 381-407;
- E.M. e Filippo Rebessi: Recenti evoluzioni della teoria di selezione del portafoglio, Analisi Finanziaria, 71, 2008;
- E.M.: Flessibilità nella valutazione di investimenti e scomposizione di indici globali, Analisi Finanziaria, 69, 2008;
- Paola Modesti ed E.M.:
Un'osservazione sulla formula di Gordon e Shapiro, Il Risparmio, LII, 3, 2004.
- Working paper:
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Alessandra Mainini, E.M.: Extending Yagil exchange ratio determination model to the case of stochastic dividend, arXiv, Agosto 2017