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Details about Enrico Moretto

Homepage:https://www.unimib.it/enrico-moretto
Postal address:Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università di Milano-Bicocca stanza 3057 - edificio U6 Piazza dell'Ateneo Nuovo, 1 - 20126 Milano

Access statistics for papers by Enrico Moretto.

Last updated 2024-03-09. Update your information in the RePEc Author Service.

Short-id: pmo483


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Working Papers

2024

  1. Displaying risk in mergers: a diagrammatic approach for exchange ratio determination
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads
    Also in Papers, arXiv.org (2024) Downloads

2023

  1. Dynamical analysis of evolutionary transition toward sustainable technologies
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (2)

2017

  1. Covariance of random stock prices in the Stochastic Dividend Discount Model
    Papers, arXiv.org Downloads
  2. Extending Yagil exchange ratio determination model to the case of stochastic dividends
    Papers, arXiv.org Downloads

2014

  1. A Multiple Network Approach to Corporate Governance
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article A multiple network approach to corporate governance, Quality & Quantity: International Journal of Methodology, Springer (2015) Downloads View citations (3) (2015)

2013

  1. Variance matters (in stochastic dividend discount models)
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article Variance matters (in stochastic dividend discount models), Annals of Finance, Springer (2015) Downloads View citations (7) (2015)

2010

  1. Applying default probabilities in an exponential barrier structural model
    Economics and Quantitative Methods, Department of Economics, University of Insubria Downloads

2001

  1. A note on bond immunization and arbitrage in the deterministic setting (con nota introduttiva)
    Economics Department Working Papers, Department of Economics, Parma University (Italy)

Journal Articles

2021

  1. Competing or collaborating, with no symmetrical behaviour: Leadership opportunities and winning strategies under stability
    Mathematics and Computers in Simulation (MATCOM), 2021, 187, (C), 489-504 Downloads View citations (1)

2020

  1. Managing Meteorological Risk through Expected Shortfall
    Risks, 2020, 8, (4), 1-23 Downloads

2019

  1. Stochastic dividend discount model: covariance of random stock prices
    Journal of Economics and Finance, 2019, 43, (3), 552-568 Downloads View citations (2)

2017

  1. A non-Gaussian option pricing model based on Kaniadakis exponential deformation
    The European Physical Journal B: Condensed Matter and Complex Systems, 2017, 90, (10), 1-10 Downloads View citations (1)

2016

  1. Option pricing under deformed Gaussian distributions
    Physica A: Statistical Mechanics and its Applications, 2016, 446, (C), 246-263 Downloads View citations (3)

2015

  1. A multiple network approach to corporate governance
    Quality & Quantity: International Journal of Methodology, 2015, 49, (4), 1585-1595 Downloads View citations (3)
    See also Working Paper A Multiple Network Approach to Corporate Governance, Papers (2014) Downloads View citations (3) (2014)
  2. Variance matters (in stochastic dividend discount models)
    Annals of Finance, 2015, 11, (2), 283-295 Downloads View citations (7)
    See also Working Paper Variance matters (in stochastic dividend discount models), Papers (2013) Downloads View citations (3) (2013)

2012

  1. Exploiting default probabilities in a structural model with nonconstant barrier
    Applied Financial Economics, 2012, 22, (8), 667-679 Downloads

2010

  1. EXACT PRICING WITH STOCHASTIC VOLATILITY AND JUMPS
    International Journal of Theoretical and Applied Finance (IJTAF), 2010, 13, (06), 901-929 Downloads View citations (2)
 
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