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Details about Francesco Corielli

E-mail:
Postal address:Universita' Bocconi Department of Finance Via Rontgen 1 20100 Milan Italy
Workplace:Dipartimento di Finanza (Department of Finance), Università Commerciale Luigi Bocconi (Bocconi University), (more information at EDIRC)

Access statistics for papers by Francesco Corielli.

Last updated 2012-01-31. Update your information in the RePEc Author Service.

Short-id: pco83


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Working Papers

2006

  1. Degenerate Kolmogorov equations in option pricing
    Computing in Economics and Finance 2006, Society for Computational Economics

2002

  1. Factor Based Index Tracking
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads

    See also Journal Article in Journal of Banking & Finance (2006)

Journal Articles

2010

  1. Risk Shifting through Nonfinancial Contracts: Effects on Loan Spreads and Capital Structure of Project Finance Deals
    Journal of Money, Credit and Banking, 2010, 42, (7), 1295-1320 Downloads View citations (23)

2006

  1. Factor based index tracking
    Journal of Banking & Finance, 2006, 30, (8), 2215-2233 Downloads View citations (14)
    See also Working Paper (2002)
  2. HEDGING WITH ENERGY
    Mathematical Finance, 2006, 16, (3), 495-517 Downloads View citations (2)

2005

  1. Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models
    Journal of Banking & Finance, 2005, 29, (11), 2883-2907 Downloads View citations (4)

1996

  1. Long-run equity risk and dynamic trading strategies: a simulation exercise for the Italian stock market
    Ricerche Economiche, 1996, 50, (1), 27-56 Downloads
 
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