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Antonio Renzi

Sapienza University of Rome

SCHOLARLY PAPERS

4

DOWNLOADS

183

TOTAL CITATIONS

1

Scholarly Papers (4)

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1.

Dynamic Corporate Payout Smoothing: A Structural Vector Autoregressive Model

Number of pages: 52 Posted: 19 Feb 2025
Gianluca Vagnani, Antonio Renzi and Pietro Taragoni
La Sapienza University of Rome - Dipartimento di Scienze della Gestione d’Impresa, Sapienza University of Rome and Sapienza University of Rome
Downloads 76 (830,555)

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Payout smoothing, Debt, Investment, Structural vector autoregressive model, Panel data

2.

Corporate Net Income Smoothing: A Variance Decomposition Approach

Number of pages: 14 Posted: 02 May 2024
Antonio Renzi, Pietro Tarangoni and Gianluca Vagnani
Sapienza University of Rome, Sapienza University of Rome and La Sapienza University of Rome - Dipartimento di Scienze della Gestione d’Impresa
Downloads 76 (830,555)
Citation 1

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Sales shocks, Net income smoothing channels, Net income smoothing, Variance decomposition approach, Risk transfer

3.

Venture Capital, Systemic Risk, and the Price of Downside Insurance: A Real Options Approach to the VIX

Number of pages: 42 Posted: 14 May 2026
Pasquale Lucio Scandizzo, Antonio Renzi, Pietro Taragoni and Lucia Ludovici
University of Rome Tor Vergata, Sapienza University of Rome, Sapienza University of Rome and Sapienza University of Rome
Downloads 17 (1,491,251)

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Venture Capital, Real Options, Liability Options, Firm Resilience, Adaptive Resilience Index, Systemic Risk, Vix, Variance Risk Premium, Downside Insurance, Macroprudential Policy

4.

FIRM'S RESILIENCE, REAL OPTIONS AND LIABILITY OPTIONS: A THEORICAL MODEL

Number of pages: 37 Posted: 24 Apr 2026
Antonio Renzi and Pasquale Lucio Scandizzo
Sapienza University of Rome and affiliation not provided to SSRN
Downloads 14 (1,509,872)

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firm resilience, shocks, real options, liability options