EconPapers    
Economics at your fingertips  
 

Details about Andrea Gamba

Homepage:http://www.wbs.ac.uk/faculty/members/Andrea/Gamba
Workplace:Finance Group, Warwick Business School, University of Warwick, (more information at EDIRC)

Access statistics for papers by Andrea Gamba.

Last updated 2019-08-13. Update your information in the RePEc Author Service.

Short-id: pga374


Jump to Journal Articles

Working Papers

2018

  1. Dynamic Bank Capital Regulation in Equilibrium
    2018 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)

2012

  1. Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking
    IMF Working Papers, International Monetary Fund Downloads View citations (26)
    Also in Discussion Papers, Deutsche Bundesbank (2012) Downloads View citations (16)
    Discussion Paper, Tilburg University, Center for Economic Research (2011) Downloads View citations (2)

2008

  1. Valuing modularity as a real option
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (3)
    See also Journal Article in Management Science (2009)

2003

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

2002

  1. Product Development and Market Expansion: a Valuation Approach Based on Real Options
    Working Papers, University of Verona, Department of Economics Downloads View citations (1)
  2. Utility based pricing of contingent claims
    Finance, University Library of Munich, Germany Downloads View citations (2)

Journal Articles

2018

  1. The real effects of credit default swaps
    Journal of Financial Economics, 2018, 127, (1), 51-76 Downloads View citations (2)

2014

  1. Corporate Risk Management: Integrating Liquidity, Hedging, and Operating Policies
    Management Science, 2014, 60, (1), 246-264 Downloads View citations (9)
  2. Microprudential Regulation in a Dynamic Model of Banking
    Review of Financial Studies, 2014, 27, (7), 2097-2138 Downloads View citations (13)

2013

  1. The case of negative day-ahead electricity prices
    Energy Economics, 2013, 35, (C), 22-34 Downloads View citations (50)

2010

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

2009

  1. Structural estimation of real options models
    Journal of Economic Dynamics and Control, 2009, 33, (4), 798-816 Downloads View citations (3)
  2. Valuing Modularity as a Real Option
    Management Science, 2009, 55, (11), 1877-1896 Downloads View citations (14)
    See also Working Paper (2008)

2008

  1. Investment under Uncertainty, Debt and Taxes
    Economic Notes, 2008, 37, (1), 31-58 Downloads View citations (12)
  2. The Value of Financial Flexibility
    Journal of Finance, 2008, 63, (5), 2263-2296 Downloads View citations (109)
  3. The value of embedded real options: Evidence from consumer automobile lease contracts--A note
    Finance Research Letters, 2008, 5, (4), 213-220 Downloads View citations (3)

2007

  1. An Improved Binomial Lattice Method for Multi-Dimensional Options
    Applied Mathematical Finance, 2007, 14, (5), 453-475 Downloads View citations (10)
  2. Product Development and Market Expansion: A Real Options Model
    Financial Management, 2007, 36, (1), 91-112 Downloads

1998

  1. A three-moment based portfolio selection model
    Decisions in Economics and Finance, 1998, 21, (1), 25-48 Downloads View citations (4)

1995

  1. Un approccio unificato alla dominanza temporale
    Decisions in Economics and Finance, 1995, 18, (2), 229-243 Downloads
 
Page updated 2020-02-23