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On the risk-neutral value of debt tax shields

Barbi, Massimiliano - In: Applied financial economics 22 (2012) 1/3, pp. 251-258

Persistent link: https://www.econbiz.de/10009419553

Barbi, Massimiliano; Bigelli, Marco; Mengoli, Stefano - In: The handbook of international corporate governance : a …, (pp. 267-275). 2009

Persistent link: https://www.econbiz.de/10003837397

The role of time value in convertible bond call policy

Bajo, Emanuele; Barbi, Massimiliano - In: Journal of banking & finance 36 (2012) 2, pp. 550-563

Persistent link: https://www.econbiz.de/10009511769

Optimal hedge ratio under a subjective re-weighting of the original measure

Barbi, Massimiliano; Romagnoli, Silvia - In: Applied economics 48 (2016) 13/15, pp. 1271-1280

Persistent link: https://www.econbiz.de/10011433130

A generalized approach to optimal hedging with option contracts

Bajo, Emanuele; Barbi, Massimiliano; Romagnoli, Silvia - In: The European journal of finance 21 (2015) 7/9, pp. 714-733

Persistent link: https://www.econbiz.de/10011302047

The role of institutional investors in public-to-private transactions

Bajo, Emanuele; Barbi, Massimiliano; Bigelli, Marco; … - In: Journal of banking & finance 37 (2013) 11, pp. 4327-4336

Persistent link: https://www.econbiz.de/10010247038

A copula-based quantile risk measure approach to estimate the optimal hedge ratio

Barbi, Massimiliano; Romagnoli, Silvia - In: The journal of futures markets 34 (2014) 7, pp. 658-675

Persistent link: https://www.econbiz.de/10010507942

Optimal corporate hedging using options with basis and production risk

Bajo, Emanuele; Barbi, Massimiliano; Romagnoli, Silvia - In: The North American journal of economics and finance : a … 30 (2014), pp. 56-71

Persistent link: https://www.econbiz.de/10010463594

The Role of Time Value in Convertible Bond Call Policy

Bajo, Emanuele - 2012

Since the seminal work of Ingersoll (1977b) the optimal time in which a firm should redeem its outstanding convertible bonds has received large attention by the financial literature. Several studies have put forward a number of possible costs and benefits for a firm if it interrupts the life of...

Persistent link: https://www.econbiz.de/10013114150

Optimal Corporate Hedging Using Options with Basis and Production Risk

Bajo, Emanuele - 2012

In this paper we investigate the optimal hedging strategy for a firm using option contracts, where both the role of production (quantity) and basis (proxy) risk are considered. Contrary to the existing literature, we find that the exercise price which minimizes the shortfall of the hedged...

Persistent link: https://www.econbiz.de/10013100154