Details about Francesco Corielli
|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.
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- Degenerate Kolmogorov equations in option pricing
Computing in Economics and Finance 2006, Society for Computational Economics
- 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 in Journal of Banking & Finance (2006)
- 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 (23)
- Factor based index tracking
Journal of Banking & Finance, 2006, 30, (8), 2215-2233 View citations (14)
See also Working Paper (2002)
- HEDGING WITH ENERGY
Mathematical Finance, 2006, 16, (3), 495-517 View citations (2)
- 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 (4)
- Long-run equity risk and dynamic trading strategies: a simulation exercise for the Italian stock market
Ricerche Economiche, 1996, 50, (1), 27-56
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