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Barbi, Massimiliano's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,564 |
Total
Citations
2 |
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1.
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Barbi, Massimiliano
University of Bologna - Department of Management
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17 Dec 08
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Last Revised:
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08 Jan 09
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369
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Warrant pricing, dilution effect
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2.
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Interest Rate Risk Estimation: A New Duration-Based Approach
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Bajo, Emanuele
University of Bologna - Department of Management Barbi, Massimiliano
University of Bologna - Department of Management Hillier, David
University of Strathclyde, Glasgow - Department of Accounting and Finance
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Posted:
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28 Apr 09
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Last Revised:
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10 Jul 12
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324
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Bajo, Emanuele
University of Bologna - Department of Management Barbi, Massimiliano
University of Bologna - Department of Management Hillier, David
University of Strathclyde, Glasgow - Department of Accounting and Finance
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14 Feb 12
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Last Revised:
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10 Jul 12
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Duration, Interest Rate Risk, Hedging, Fixed Income
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Bajo, Emanuele
University of Bologna - Department of Management Barbi, Massimiliano
University of Bologna - Department of Management Hillier, David
University of Strathclyde, Glasgow - Department of Accounting and Finance
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324
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Duration, Interest Rate Risk, Hedging, Fixed Income
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3.
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The Risk-Shifting Effect and the Value of a Warrant
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Bajo, Emanuele
University of Bologna - Department of Management Barbi, Massimiliano
University of Bologna - Department of Management
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Posted:
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27 Feb 07
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Last Revised:
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28 Oct 10
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263
(56,085)
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1
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Bajo, Emanuele
University of Bologna - Department of Management Barbi, Massimiliano
University of Bologna - Department of Management
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25 Sep 09
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Last Revised:
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28 Oct 10
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warrant pricing, CEV models, risk shifting
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Bajo, Emanuele
University of Bologna - Department of Management Barbi, Massimiliano
University of Bologna - Department of Management
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| Posted: |
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27 Feb 07
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Last Revised:
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28 Sep 09
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263
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1
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Warrant pricing, CEV models, risk-shifting
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4.
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Barbi, Massimiliano
University of Bologna - Department of Management
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198
(75,587)
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1
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Valutazione d'Impresa, Flussi di Cassa, Costo del Capitale, WACC
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5.
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On the Risk-Neutral Value of Debt Tax Shields
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Versions (2)
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hide multiple versions |
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Barbi, Massimiliano
University of Bologna - Department of Management
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Posted:
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17 Dec 08
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Last Revised:
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17 Oct 11
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115
(122,210)
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Barbi, Massimiliano
University of Bologna - Department of Management
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11 Aug 11
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Last Revised:
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17 Oct 11
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0
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Value of Tax Shields, Leverage Policy, WACC, APV
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Barbi, Massimiliano
University of Bologna - Department of Management
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| Posted: |
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17 Dec 08
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Last Revised:
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17 Nov 09
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115
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Value of tax shields, Leverage policy, WACC, APV
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6.
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Bajo, Emanuele
University of Bologna - Department of Management Barbi, Massimiliano
University of Bologna - Department of Management Romagnoli, Silvia
University of Bologna - Department of Mathematics for Economic and Social Sciences
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114
(123,034)
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Risk management, Option hedging, Expected shortfall
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7.
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Bajo, Emanuele
University of Bologna - Department of Management Barbi, Massimiliano
University of Bologna - Department of Management
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23 May 10
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Last Revised:
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07 Jul 10
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75
(162,856)
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Convertible Bonds, Call Delay, Call Policy, Fixed Income
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8.
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Barbi, Massimiliano
University of Bologna - Department of Management Romagnoli, Silvia
University of Bologna - Department of Mathematics for Economic and Social Sciences
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69
(170,905)
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Optimal hedge ratio, Spectral risk measures, Futures hedging
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9.
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Bajo, Emanuele
University of Bologna - Department of Management Barbi, Massimiliano
University of Bologna - Department of Management Bigelli, Marco
University of Bologna - Department of Management Hillier, David
University of Strathclyde, Glasgow - Department of Accounting and Finance
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37
(226,523)
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Public-to-private transactions, delisting, family firms, tender offer
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10.
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Barbi, Massimiliano
University of Bologna - Department of Management Romagnoli, Silvia
University of Bologna - Department of Mathematics for Economic and Social Sciences
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Optimal hedge ratio, Quantile risk measures, Copula function
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11.
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Bajo, Emanuele
University of Bologna - Department of Management Barbi, Massimiliano
University of Bologna - Department of Management
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| Posted: |
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05 Sep 11
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Last Revised:
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28 Jan 12
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Convertible bonds, Time value, Call policy, Fixed income
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