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SBUELZ, Alessandro

SBUELZ, Alessandro  

DIPARTIMENTO DI SCIENZE ECONOMICHE (attivo dal 01/07/1998 al 30/04/2010)  

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Risultati 1 - 18 di 18 (tempo di esecuzione: 0.002 secondi).
Titolo Data di pubblicazione Autore(i) File
A Simplified Way of Incorporating Model Risk, Estimation Risk and Robustness in Mean Variance Portfolio Management 1-gen-2002 Sbuelz, Alessandro; Fabio, Trojani
Analytic American Option Pricing: The Flat-Barrier Lower Bound 1-gen-2004 Sbuelz, Alessandro
Assessing Credit with Equity: A CEV Model with Jump to Default 1-gen-2005 Luciano, Campi; Simon, Polbennikov; Sbuelz, Alessandro
Asset Prices with Locally-Constrained-Entropy Recursive Multiple Priors Utility 1-gen-2008 Sbuelz, Alessandro; F., Trojani
Closed-form optimal investment when present values and costs are jump-diffusions 1-gen-2006 Anna, Battauz; Sbuelz, Alessandro
Closed-form Pricing of Benchmark Equity Default Swaps under the CEV Assumption 1-gen-2006 L., Campi; Sbuelz, Alessandro
Equilibrium Asset Pricing with Time-Varying Pessimism 1-gen-2003 Sbuelz, Alessandro; Fabio, Trojani
Hedging Double Barriers with Singles 1-gen-2005 Sbuelz, Alessandro
Investment under higher uncertainty when business conditions worsen 1-gen-2005 Sbuelz, Alessandro
Investment under uncertainty with potential improvement of the operating cash flows 1-gen-2005 Sbuelz, Alessandro
Momentum and Mean Reversion in Strategic Asset Allocation 1-gen-2006 Ralph, Koijen; Juan Carlos, Rodriguez; Sbuelz, Alessandro
Momentum and Mean-Reversion in Strategic Asset Allocation In corso di stampa Ralph, Koijen; Juan Carlos, Rodriguez; Sbuelz, Alessandro
Structural Recovery of Face Value at Default 1-gen-2003 Sbuelz, Alessandro; Rajiv, Guha
Structural RFV: Recovery Form and Defaultable Debt Analysis 1-gen-2004 Sbuelz, Alessandro; Rajiv, Guha
Systematic Equity-Based Credit Risk: A CEV Model with Jump to Default 1-gen-2009 Sbuelz, Alessandro; L., Campi; S., Polbennikov
The premium for switching investment technology when business conditions worsen 1-gen-2004 Sbuelz, Alessandro
The Value of Fighting Irreversible Demise by Softening the Irreversible Cost 1-gen-2006 Sbuelz, Alessandro; Paul, Magis
Understanding and exploiting momentum in stock returns 1-gen-2006 Juan Carlos, Rodriguez; Sbuelz, Alessandro