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Details about Enrico Moretto

E-mail:
Homepage:http://www.enricomoretto.it
Postal address:Dipartimento di Economia via Monte Generoso 71 21100 Varese
Workplace:Dipartimento di Economia (Department of Economics), Facoltà di Economia (Faculty of Economics), Università degli Studi dell'Insubria (University of Insubria), (more information at EDIRC)

Access statistics for papers by Enrico Moretto.

Last updated 2019-04-18. Update your information in the RePEc Author Service.

Short-id: pmo483


Jump to Journal Articles

Working Papers

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 (2)
    See also Journal Article in Quality & Quantity: International Journal of Methodology (2015)

2013

  1. Variance matters (in stochastic dividend discount models)
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article in Annals of Finance (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

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

2016

  1. How Italian companies are monitoring innovation
    MANAGEMENT CONTROL, 2016, 2016/2, (2), 143-165 Downloads
  2. Option pricing under deformed Gaussian distributions
    Physica A: Statistical Mechanics and its Applications, 2016, 446, (C), 246-263 Downloads View citations (2)

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 (2014)
  2. Variance matters (in stochastic dividend discount models)
    Annals of Finance, 2015, 11, (2), 283-295 Downloads View citations (5)
    See also Working Paper (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)

2009

  1. Pricing and net profit of operating lease
    Managerial Finance, 2009, 35, (10), 828-840 Downloads

2008

  1. Exchange ratio determination in a market equilibrium
    Managerial Finance, 2008, 34, (4), 262-270 Downloads View citations (1)
 
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