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Portfolio analysis with symmetric stable Paretian returns
Gamba, Andrea - In: Current topics in quantitative finance : with 23 tables, (pp. 48-69). 1999
Persistent link: https://www.econbiz.de/10001442910
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Optimal portfolio choice in the presence of domestic systemic risk : empirical evidence from stock markets
Prokopczuk, Marcel - In: Decisions in economics and finance : DEF ; a journal of … 34 (2011) 2, pp. 141-168
Persistent link: https://www.econbiz.de/10009375091
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Investment under uncertainty, debt and taxes
Gamba, Andrea; Sick, Gordon A.; León, Carmen Aranda - In: Economic notes : economic review of Banca Monte dei … 37 (2008) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10003712969
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The value of embedded real options : evidence from consumer automobile lease contracts ; a note
Gamba, Andrea; Rigon, Riccardo - In: Finance research letters 5 (2008) 4, pp. 213-220
Persistent link: https://www.econbiz.de/10003786349
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The value of financial flexibility
Gamba, Andrea; Triantis, Alexander J. - In: The journal of finance : the journal of the American … 63 (2008) 5, pp. 2263-2296
Persistent link: https://www.econbiz.de/10003822484
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Democracy, openness and jumps in growth
Deana, Gabriele; Gamba, Andrea - 2008
Persistent link: https://www.econbiz.de/10003913146
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Some important issues involving real options : an overview
Sick, Gordon A.; Gamba, Andrea - In: Multinational finance journal : MF ; quarterly … 14 (2010) 1/2, pp. 73-123
Persistent link: https://www.econbiz.de/10008905059
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Product development and market expansion : a real options model
Gamba, Andrea; Micalizzi, Alberto - In: Financial management 36 (2007) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10003517958
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Valuing modularity as a real option
Gamba, Andrea; Fusari, Nicola - 2009
We provide a general valuation approach for capital budgeting decisions involving the modularization of a system. Within the framework developed by Baldwin and Clark (2000), we implement an approach using a numerical procedure based on the Least Squares Monte Carlo method proposed by Longstaff...
Persistent link: https://www.econbiz.de/10003962024
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Capital regulation, liquidity requirements and taxation in a dynamic model of banking
De Nicolò, Gianni; Gamba, Andrea; Lucchetta, Marcella - 2012
Persistent link: https://www.econbiz.de/10009572425