Details about Enrico Moretto

Access statistics for papers by Enrico Moretto.

Last updated 2024-11-21. Update your information in the RePEc Author Service.

Short-id: pmo483

Working Papers

2024

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

2023

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

2017

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

2014

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

2013

6. Variance matters (in stochastic dividend discount models)
   Papers, arXiv.org View citations (3)
   See also Journal Article Variance matters (in stochastic dividend discount models), Annals of Finance, Springer (2015) View citations (8) (2015)

2010

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

2001

8. 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

2024

1. Green transition and environmental quality: an evolutionary approach
   Annals of Operations Research, 2024, 337, (3), 1009-1035

2021

2. 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 View citations (1)

2020

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

2019

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

2017

5. 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 View citations (1)

2016

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

2015

7. A multiple network approach to corporate governance
   Quality & Quantity: International Journal of Methodology, 2015, 49, (4), 1585-1595 View citations (3)
   See also Working Paper A Multiple Network Approach to Corporate Governance, Papers (2014) View citations (3) (2014)
8. Variance matters (in stochastic dividend discount models)
   Annals of Finance, 2015, 11, (2), 283-295 View citations (8)
   See also Working Paper Variance matters (in stochastic dividend discount models), Papers (2013) View citations (3) (2013)

2012

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

2010

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