GAMBA, Andrea
GAMBA, Andrea
DIPARTIMENTO DI SCIENZE ECONOMICHE
A Log-Transformed Binomial Lattice Approach for Valuing Multi-Assets Options
2002-01-01 Gamba, Andrea; Lenos, Trigeorgis
A Log-transformed Binomial Lattice Extension for Multi-Dimensional Option Problems
2001-01-01 Gamba, Andrea; Lenos, Trigeorgis
A three moment based portfolio selection model
1998-01-01 Gamba, Andrea; Rossi, Francesco
A Three-Moment based Capital Asset Pricing Model
1997-01-01 Gamba, Andrea; Rossi, Francesco
A three-moment based CAPM
1997-01-01 Gamba, Andrea; Francesco, Rossi
A Three-Moment Based Portfolio Selection Model
1996-01-01 Gamba, Andrea; Rossi, Francesco
A three-moment Based Portfolio Selection Model
1998-01-01 Gamba, Andrea; Rossi, Francesco
Algoritmi per la valutazione e la gestione ottimale dei crediti anomali
2003-01-01 Berardi, Andrea; Gamba, Andrea; Rossi, Francesco
An Improved Binomial Lattice Method for Multi-Dimensional Options
2007-01-01 Gamba, Andrea; Trigeorgis, Lenos
Archimedeità delle preferenze e linearità del funzionale di rappresentazione
1996-01-01 Gamba, Andrea
Continuous linear representation of preferences
1997-01-01 Gamba, Andrea
Disintegrating Risk Management
2009-01-01 Gamba, Andrea; Triantis, Alexander
Investment and Credit Risk: a Structural Approach
2007-01-01 Gamba, Andrea; Daniele, Poiega; Carmen Aranda, Leon
Investment under Uncertainty, Debt and Taxes
2008-01-01 Gamba, Andrea; C., Aranda Leon; G., Sick
Mean-Variance-Skewness analisys in Portfolio Selection Model
1998-01-01 Gamba, Andrea; Rossi, Francesco
Mean-Variance-Skewness Analysis in Portfolio Choice and Capital Markets
2004-01-01 Gamba, Andrea; Rossi, Francesco
Mean-Variance-Skewness Analysis in Portfolio Choice and Capital Markets
1998-01-01 Gamba, Andrea; Rossi, Francesco
Portfolio analysis with stable Paretian returns
1999-01-01 Gamba, Andrea
Portfolio Selection and CAPM in a stable Paretian market
1998-01-01 Gamba, Andrea
Product Development and Market Expansion: a Real Options Model
2007-01-01 Gamba, Andrea; Micalizzi, A.