Dennis Marco Montagna

University of Pavia - Department of Economics and Management

Corso Strada Nuova, 65

Pavia, +39 0382 984402 27100

Italy

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 25,490

SSRN RANKINGS

Top 25,490

in Total Papers Downloads

2,600

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

VIX Index Strategies: Shorting Volatility As a Portfolio Enhancing Strategy

Number of pages: 49 Posted: 25 Jan 2018
Alberto Dondoni, Dennis Marco Montagna and Mario Maggi
Banca IMI, University of Pavia - Department of Economics and Management and University of Pavia - Department of Economics and Management
Downloads 1,434 (17,362)

Abstract:

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VIX Index, VIX Futures, equity volatility, trading, asset allocation, cross-correlation, portfolio enhancement

2.

Stock Returns and Cash Flows: A New Asset Pricing Approach

Number of pages: 34 Posted: 24 Nov 2020 Last Revised: 29 Dec 2021
Sonia Di Tomaso, Dennis Marco Montagna, Antonio Amendola and Antonio Amendola
University of Pavia, University of Pavia - Department of Economics and Management and affiliation not provided to SSRNAcomeA SGR
Downloads 282 (141,173)

Abstract:

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Asset pricing, Volatility, Return, Quantile Regression, Stock pricing, Cash flow, Financial modelling, value investing, CAPM, Fama – French models

3.

The Low-Risk Effect, from Betting Against Beta to Betting Against Correlation

Number of pages: 14 Posted: 30 Dec 2021 Last Revised: 18 Jan 2022
Tommaso Pasetti and Dennis Marco Montagna
Intermonte SIM and University of Pavia - Department of Economics and Management
Downloads 167 (230,645)

Abstract:

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CAPM; Equity Strategy

4.

Spotlight on Biotechnology: From a Technological Breakthrough to Valuation Challenges. A Case Study on Crispr Therapeutics and Crispr/Cas 9 Revolution.

Number of pages: 40 Posted: 04 Dec 2020 Last Revised: 05 Dec 2020
University of Pavia - Department of Economics and Management, University of Pavia - Department of Economics and Management, University of Pavia - Department of Economics and Management and affiliation not provided to SSRNAcomeA SGR
Downloads 163 (235,295)

Abstract:

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Valuation, Real Options, Biotechnology, CRSPR

5.

Spotlight on Biotechnology: valuation challenges of early-stage companies. A case study on CRISPR Therapeutics AG and Allakos, Inc.

Number of pages: 36 Posted: 31 Dec 2020
University of Pavia - Department of Economics and Management, University of Pavia - Department of Economics and Management, University of Pavia - Department of Economics and Management and affiliation not provided to SSRNAcomeA SGR
Downloads 156 (244,157)

Abstract:

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Equity Valuation, Biotechnology, Volatility, Return, Stock pricing, Financial modelling, Value Investing, DCF, Real Option, Black & Scholes, CRISPR Therapeutics, Allakos, CRISPR, Cas9, Monoclonal Antibodies.

6.

A Journey Into the Biotechnology Industry: Valuation of Early-Stage Companies. Allakos’ Case Study and the Monoclonal Antibody Therapy

Number of pages: 24 Posted: 04 Dec 2020 Last Revised: 05 Dec 2020
University of Pavia - Department of Economics and Management, University of Pavia - Department of Economics and Management, University of Pavia - Department of Economics and Management and affiliation not provided to SSRNAcomeA SGR
Downloads 151 (250,877)

Abstract:

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Valuation, Real Options, Biotechnology

7.

Analysis of Equity β Principal Components in Low Risk Framework: New Results and Prospectives

Number of pages: 37 Posted: 15 Nov 2017
Antonio Amendola, Antonio Amendola, Dennis Marco Montagna and Mario Maggi
affiliation not provided to SSRNAcomeA SGR, University of Pavia - Department of Economics and Management and University of Pavia - Department of Economics and Management
Downloads 130 (282,000)

Abstract:

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Asset Allocation, Quantitative Portfolio Management, CAPM, High Beta, Low Beta, Hedge Funds, Correlation, Linear Regression

8.

Valuation Measures: From Simple Ratios to Stock Market’s Predictors

Number of pages: 24 Posted: 31 Dec 2020
Benedetta Sorge, Dennis Marco Montagna, Antonio Amendola and Antonio Amendola
University of Pavia, University of Pavia - Department of Economics and Management and affiliation not provided to SSRNAcomeA SGR
Downloads 117 (304,715)

Abstract:

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CAPE, Stock Market Returns, Returns, Risk Premium, Market Efficiency, Volatility