Details about Andrea Gamba

Access statistics for papers by Andrea Gamba.

Last updated 2024-04-06. Update your information in the RePEc Author Service.

Short-id: pga374

Working Papers

2023

1. Debt Maturity and Commitment on Firm Policies
   Working Papers, Federal Reserve Bank of Dallas

2022

2. Endogenous Option Pricing
   Working Papers, Federal Reserve Bank of Dallas

2018

3. Dynamic Bank Capital Regulation in Equilibrium
   2018 Meeting Papers, Society for Economic Dynamics View citations (6)

2012

4. Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking
   IMF Working Papers, International Monetary Fund View citations (42)
   Also in Discussion Papers, Deutsche Bundesbank (2012) View citations (40)
   Other publications TiSEM, Tilburg University, School of Economics and Management (2011) View citations (2)
   Discussion Paper, Tilburg University, Center for Economic Research (2011) View citations (4)
   Other publications TiSEM, Tilburg University, School of Economics and Management (2011) View citations (2)

2008

5. Valuing modularity as a real option
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (3)
   See also Journal Article Valuing Modularity as a Real Option, Management Science, INFORMS (2009) View citations (23) (2009)

2003

6. Valutazione di attività reali in condizioni di incertezza e flessibilità
   Working Papers, University of Verona, Department of Economics

2002

7. Product Development and Market Expansion: a Valuation Approach Based on Real Options
   Working Papers, University of Verona, Department of Economics View citations (1)
8. Utility based pricing of contingent claims
   Finance, University Library of Munich, Germany View citations (3)

Journal Articles

2024

1. Dark Knights: The Rise in Firm Intervention by Credit Default Swap Investors
   Management Science, 2024, 70, (2), 952-970

2020

2. Growth Options and Credit Risk
   Management Science, 2020, 66, (9), 4269-4291 View citations (3)

2019

3. Inventory and Corporate Risk Management
   The Review of Corporate Finance Studies, 2019, 8, (1), 97-145 View citations (2)

2018

4. The real effects of credit default swaps
   Journal of Financial Economics, 2018, 127, (1), 51-76 View citations (21)

2014

5. Corporate Risk Management: Integrating Liquidity, Hedging, and Operating Policies
   Management Science, 2014, 60, (1), 246-264 View citations (28)
6. Microprudential Regulation in a Dynamic Model of Banking
   The Review of Financial Studies, 2014, 27, (7), 2097-2138 View citations (77)

2013

7. The case of negative day-ahead electricity prices
   Energy Economics, 2013, 35, (C), 22-34 View citations (82)

2010

8. Some Important Issues Involving Real Options: An Overview
   Multinational Finance Journal, 2010, 14, (1-2), 73-123 View citations (11)

2009

9. Structural estimation of real options models
   Journal of Economic Dynamics and Control, 2009, 33, (4), 798-816 View citations (6)
10. Valuing Modularity as a Real Option
    Management Science, 2009, 55, (11), 1877-1896 View citations (23)
    See also Working Paper Valuing modularity as a real option, Swiss Finance Institute Research Paper Series (2008) View citations (3) (2008)

2008

11. Investment under Uncertainty, Debt and Taxes
    Economic Notes, 2008, 37, (1), 31-58 View citations (10)
12. The Value of Financial Flexibility
    Journal of Finance, 2008, 63, (5), 2263-2296 View citations (215)
13. The value of embedded real options: Evidence from consumer automobile lease contracts--A note
    Finance Research Letters, 2008, 5, (4), 213-220 View citations (3)

2007

14. An Improved Binomial Lattice Method for Multi-Dimensional Options
    Applied Mathematical Finance, 2007, 14, (5), 453-475 View citations (14)
15. Product Development and Market Expansion: A Real Options Model
    Financial Management, 2007, 36, (1), 91-112 View citations (1)

1998

16. A three-moment based portfolio selection model
    Decisions in Economics and Finance, 1998, 21, (1), 25-48 View citations (5)

1995

17. Un approccio unificato alla dominanza temporale
    Decisions in Economics and Finance, 1995, 18, (2), 229-243