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Growth options and credit risk
Gamba, Andrea
;
Saretto, Alessio
- In:
Management science : journal of the Institute for …
66
(
2020
)
9
,
pp. 4269-4291
Persistent link: https://www.econbiz.de/10012297826
Saved in:
2
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
Saved in:
3
Cross-section of option returns and volatility
Goyal, Amit
;
Saretto, Alessio
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
Saved in:
4
Why did auction rate bond auctions fail during 2007 - 2008?
Liu, Baixiao
;
McConnell, John J.
;
Saretto, Alessio
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 5-18
Persistent link: https://www.econbiz.de/10008667950
Saved in:
5
Option strategies : good deals and margin calls
Santa-Clara, Pedro
;
Saretto, Alessio
- In:
Journal of financial markets
12
(
2009
)
3
,
pp. 391-417
Persistent link: https://www.econbiz.de/10003873553
Saved in:
6
Auction failures and the market for auction rate securities
McConnell, John J.
;
Saretto, Alessio
- In:
Journal of financial economics
97
(
2010
)
3
,
pp. 451-469
Persistent link: https://www.econbiz.de/10008660528
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7
Complex securities and underwriter reputation : do reputable underwriters produce better securities?
Griffin, John M.
;
Lowery, Richard
;
Saretto, Alessio
- In:
The review of financial studies
27
(
2014
)
10
,
pp. 2872-2925
Persistent link: https://www.econbiz.de/10010530174
Saved in:
8
Corporate leverage, debt maturity, and credit supply : the role of credit default swaps
Saretto, Alessio
;
Tookes, Heather E.
- In:
The review of financial studies
26
(
2013
)
5
,
pp. 1190-1247
Persistent link: https://www.econbiz.de/10009752189
Saved in:
9
Anomalies and false rejections
Chordia, Tarun
;
Goyal, Amit
;
Saretto, Alessio
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 2134-2179
Persistent link: https://www.econbiz.de/10012244730
Saved in:
10
How does hedge designation impact the market's perception of credit risk?
Anbil, Sriya
;
Saretto, Alessio
;
Tookes, Heather
- In:
Journal of financial stability
41
(
2019
),
pp. 25-42
Persistent link: https://www.econbiz.de/10012259788
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