Details about Francesco Corielli

Access statistics for papers by Francesco Corielli.

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

Short-id: pco83

Working Papers

2006

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

2002

2. Factor Based Index Tracking
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
   See also Journal Article Factor based index tracking, Journal of Banking & Finance, Elsevier (2006) View citations (31) (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 View citations (32)

2006

2. Factor based index tracking
   Journal of Banking & Finance, 2006, 30, (8), 2215-2233 View citations (31)
   See also Working Paper Factor Based Index Tracking, CEPR Discussion Papers (2002) View citations (1) (2002)
3. HEDGING WITH ENERGY
   Mathematical Finance, 2006, 16, (3), 495-517 View citations (2)

2005

4. Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models
   Journal of Banking & Finance, 2005, 29, (11), 2883-2907 View citations (5)

1996

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