Andrea Gamba

University of Warwick - Finance Group

Professor

Scarman Road

Coventry, CV4 7AL

Great Britain

SCHOLARLY PAPERS

26

DOWNLOADS
Rank 1,861

SSRN RANKINGS

Top 1,861

in Total Papers Downloads

17,510

SSRN CITATIONS
Rank 4,987

SSRN RANKINGS

Top 4,987

in Total Papers Citations

33

CROSSREF CITATIONS

183

Scholarly Papers (26)

1.

Real Options Valuation: A Monte Carlo Approach

Faculty of Management, University of Calgary WP No. 2002/3; EFA 2002 Berlin Meetings Presented Paper, WBS Finance Group Research Paper No. 14
Number of pages: 71 Posted: 06 Mar 2002
Andrea Gamba
University of Warwick - Finance Group
Downloads 5,252 (1,429)
Citation 19

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2.

The Value of Financial Flexibility

Journal of Finance, Forthcoming, AFA 2006 Boston Meetings Paper, WBS Finance Group Research Paper No. 42
Number of pages: 57 Posted: 06 Mar 2005
Andrea Gamba and Alexander J. Triantis
University of Warwick - Finance Group and University of Maryland - Robert H. Smith School of Business
Downloads 2,027 (7,348)
Citation 6

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Financial flexibility, dynamic capital structure, real options, corporate liquidity

3.

Some Important Issues Involving Real Options

Multinational Finance Journal, Forthcoming, WBS Finance Group Research Paper No. 37
Number of pages: 45 Posted: 02 Feb 2005
Gordon Sick and Andrea Gamba
University of Calgary - Haskayne School of Business and University of Warwick - Finance Group
Downloads 1,130 (18,724)

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Real Options, Capital Budgeting, Numerical Methods

4.

Corporate Risk Management: Integrating Liquidity, Hedging, and Operating Policies

Management Science, Forthcoming, Robert H. Smith School Research Paper No. RHS 06-106, WBS Finance Group Research Paper No. 129
Number of pages: 35 Posted: 20 Sep 2009 Last Revised: 23 Dec 2019
Andrea Gamba and Alexander J. Triantis
University of Warwick - Finance Group and University of Maryland - Robert H. Smith School of Business
Downloads 1,041 (21,078)
Citation 1

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Risk Management, Hedging, Liquidity, Flexibility

5.

Product Development and Market Expansion: A Real Options Model

Financial Management, Forthcoming, WBS Finance Group Research Paper No. 27
Number of pages: 51 Posted: 26 Mar 2003
Andrea Gamba and Alberto Micalizzi
University of Warwick - Finance Group and SDA Bocconi
Downloads 1,030 (21,420)
Citation 2

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Real options, Option interactions, Sequential development projects, Binomial lattices

6.
Downloads 740 ( 34,301)
Citation 7

The Real Effects of Credit Default Swaps

Journal of Financial Economics (JFE), Forthcoming, Georgia Tech Scheller College of Business Research Paper No. 2015-09
Number of pages: 72 Posted: 17 Dec 2014 Last Revised: 13 Nov 2017
Andras Danis and Andrea Gamba
Georgia Institute of Technology - Scheller College of Business and University of Warwick - Finance Group
Downloads 493 (57,809)
Citation 2

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Credit default swaps, CDS, Empty creditor, Restructuring, Bankruptcy

The Real Effects of Credit Default Swaps

Journal of Financial Economics (JFE), 2017, WBS Finance Group Research Paper No. 231
Number of pages: 72 Posted: 20 Feb 2015 Last Revised: 26 Dec 2019
Andras Danis and Andrea Gamba
Georgia Institute of Technology - Scheller College of Business and University of Warwick - Finance Group
Downloads 247 (127,367)
Citation 5

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Credit default swaps, CDS, Empty creditor, Restructuring, Bankruptcy

7.

An Improved Binomial Lattice Method for Multi-Dimensional Options

Applied Mathematical Finance, Forthcoming, WBS Finance Group Research Paper No. 49
Number of pages: 30 Posted: 12 Sep 2005
Andrea Gamba and Lenos Trigeorgis
University of Warwick - Finance Group and University of Cyprus - Department of Public and Business Administration
Downloads 568 (48,877)
Citation 1

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Option pricing, binomial lattice, multi-dimensional diffusion

8.

How Effectively Can Debt Covenants Alleviate Financial Agency Problems?

WBS Finance Group Research Paper No. 186
Number of pages: 58 Posted: 07 Jul 2012 Last Revised: 26 Dec 2019
Andrea Gamba and Alexander J. Triantis
University of Warwick - Finance Group and University of Maryland - Robert H. Smith School of Business
Downloads 527 (53,739)
Citation 5

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Dynamic corporate finance, Debt covenants

9.

Valuing Corporate Financing Strategies

EFA 2009 Bergen Meetings Paper, WBS Finance Group Research Paper No. 94
Number of pages: 45 Posted: 17 Mar 2008 Last Revised: 23 Dec 2019
Andrea Gamba and Alexander J. Triantis
University of Warwick - Finance Group and University of Maryland - Robert H. Smith School of Business
Downloads 463 (63,129)
Citation 4

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Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

WBS Finance Group Research Paper No. 151
Number of pages: 51 Posted: 18 Feb 2011 Last Revised: 23 Dec 2019
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 242 (130,051)
Citation 2

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Capital requirements, liquidity requirements, Taxation of liabilities

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

European Banking Center Discussion Paper No. 2011-025, CentER Working Paper Series No. 2011-090, WBS Finance Group Research Paper No. 168
Number of pages: 51 Posted: 02 Sep 2011 Last Revised: 26 Dec 2019
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 98 (279,193)
Citation 1

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Capital requirements, liquidity requirements, taxation of liabilities

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

Bundesbank Discussion Paper No. 10/2012
Number of pages: 68 Posted: 21 Jun 2016
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 66 (354,926)

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Bank Regulation, Taxation, Dynamic Banking Model

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

WBS Finance Group Research Paper No. 173
Number of pages: 51 Posted: 11 Mar 2012 Last Revised: 26 Dec 2019
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 53 (396,649)
Citation 1

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Bank Regulation, Taxation, Dynamic Banking Model

11.

Valuing Modularity as a Real Option

Management Science, Forthcoming, Swiss Finance Institute Research Paper No. 08-20, WBS Finance Group Research Paper No. 86
Number of pages: 51 Posted: 29 Jan 2008 Last Revised: 23 Dec 2019
Andrea Gamba and Nicola Fusari
University of Warwick - Finance Group and Johns Hopkins University - Carey Business School
Downloads 439 (67,330)
Citation 1

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Real options, Modularity, Least Squares Monte Carlo

12.

Structural Estimation of Real Options Models

Journal of Economic Dynamics and Control, Forthcoming, WBS Finance Group Research Paper No. 65
Number of pages: 42 Posted: 08 Jun 2006 Last Revised: 23 Dec 2019
Andrea Gamba and Matteo Tesser
University of Warwick - Finance Group and Polytechnic University of Catalonia (UPC)
Downloads 424 (70,268)

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Real options, Markov Decision Processes, Discrete Decision Processes, Monte Carlo methods

13.

Investment and Credit Risk: A Structural Approach

WBS Finance Group Research Paper No. 71
Number of pages: 44 Posted: 20 Nov 2006
Andrea Gamba, Mamen Aranda and Daniele Poiega
University of Warwick - Finance Group, University of Navarra - Business and PricewaterhouseCoopers LLP
Downloads 405 (74,271)

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dynamic capital structure, investment, credit risk, underinvestment

14.

Dynamic Capacity Choice, Dynamic Capital Structure, and Credit Risk

EFA 2009 Bergen Meetings Paper, WBS Finance Group Research Paper No. 102
Number of pages: 69 Posted: 08 Jul 2008 Last Revised: 23 Dec 2019
Andrea Gamba, Mamen Aranda and Alessio Saretto
University of Warwick - Finance Group, University of Navarra - Business and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 404 (74,465)

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dynamic capital structure, investment, credit risk, agency costs

15.
Downloads 349 ( 88,194)
Citation 4

Investment Under Uncertainty, Debt and Taxes

Economic Notes, Forthcoming, WBS Finance Group Research Paper No. 41
Number of pages: 29 Posted: 06 Mar 2005 Last Revised: 23 Dec 2019
Andrea Gamba, Gordon Sick and Mamen Aranda
University of Warwick - Finance Group, University of Calgary - Haskayne School of Business and University of Navarra - Business
Downloads 347 (88,119)
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Investment under uncertainty, real options, capital structure, corporate and personal taxation, cost of capital, tax-adjusted discount rates

Investment Under Uncertainty, Debt and Taxes

Economic Notes, Vol. 37, Issue 1, pp. 31-58, February 2008
Number of pages: 28 Posted: 24 Apr 2008
Andrea Gamba, Gordon Sick and Mamen Aranda
University of Warwick - Finance Group, University of Calgary - Haskayne School of Business and University of Navarra - Business
Downloads 2 (690,506)
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16.

Microprudential Regulation in a Dynamic Model of Banking

Review of Financial Studies, Forthcoming, AEA 2014 Philadelphia Meeeting Paper, WBS Finance Group Research Paper No. 204
Number of pages: 57 Posted: 13 May 2013 Last Revised: 26 Dec 2019
Johns Hopkins University - Carey Business School, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 346 (89,046)
Citation 1

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Bank Regulation, Dynamic Banking Model

17.

The Case of Negative Day-Ahead Electricity Prices

Energy Economics, Vol. 35, No. 1, 2013, WBS Finance Group Research Paper No. 158
Number of pages: 46 Posted: 13 May 2011 Last Revised: 26 Dec 2019
Enzo Fanone, Andrea Gamba and Marcel Prokopczuk
Dolomiti Energia Trading S.p.A., University of Warwick - Finance Group and Leibniz Universität Hannover - Faculty of Economics and Management
Downloads 318 (97,796)
Citation 2

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Electricity, Lèvy processes, Price spikes, Negative prices

18.

The Agency Component of Credit Spread

WBS Finance Group Research Paper No. 213
Number of pages: 63 Posted: 01 Jan 2014 Last Revised: 26 Dec 2019
Andrea Gamba and Alessio Saretto
University of Warwick - Finance Group and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 277 (113,541)
Citation 3

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corporate credit risk, credit spread, structural models, debt-equity agency conflicts

19.

Firm Policies and the Cross-Section of CDS Spreads

WBS Finance Group Research Paper No. 191
Number of pages: 62 Posted: 31 Jul 2012 Last Revised: 26 Dec 2019
Andrea Gamba and Alessio Saretto
University of Warwick - Finance Group and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 272 (115,712)

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CDS, leverage, credit risk, default

20.

Inventory and Corporate Risk Management

WBS Finance Group Research Paper No. 233, Review of Corporate Finance Studies, forthcoming
Number of pages: 75 Posted: 18 Sep 2015 Last Revised: 26 Dec 2019
Marco Bianco and Andrea Gamba
University of Bologna - Department of Management and University of Warwick - Finance Group
Downloads 230 (137,314)

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Corporate Risk Management, Inventory, Hedging, Cash Holdings

21.

The Value of Embedded Real Options: Evidence from Consumer Automobile Lease Contracts - A Note

Finance Research Letters, pp. 213-220, December 2008, WBS Finance Group Research Paper No. 85
Number of pages: 17 Posted: 04 Jan 2008 Last Revised: 23 Dec 2019
Andrea Gamba and Riccardo Rigon
University of Warwick - Finance Group and affiliation not provided to SSRN
Downloads 225 (140,258)

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22.

Growth Options and Credit Risk

Management Science (Forthcoming), WBS Finance Group Research Paper No. 236
Number of pages: 54 Posted: 11 Jul 2016 Last Revised: 26 Dec 2019
Andrea Gamba and Alessio Saretto
University of Warwick - Finance Group and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads 172 (179,709)

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growth options, capital structure, credit risk

23.

Dynamic Bank Capital Regulation in Equilibrium

WBS Finance Group Research Paper No. 240
Number of pages: 63 Posted: 18 Oct 2017 Last Revised: 26 Dec 2019
New York University (NYU) - Department of Economics, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 165 (186,195)
Citation 2

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Bank Regulation, Capital Requirements, General Equilibrium, Aggregate Risk

24.

Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking

IMF Working Paper No. 12/72
Number of pages: 55 Posted: 25 Mar 2012
affiliation not provided to SSRN, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads 143 (209,915)

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Bank Regulation, Taxation, Dynamic Banking Model, Capital, Credit Risk, Economic Models, Liquidity

25.

Dark Knights: The Rise in Firm Intervention by CDS Investors

WBS Finance Group Research Paper No. 265, Georgia Tech Scheller College of Business Research Paper No. 3479635
Number of pages: 67 Posted: 04 Nov 2019 Last Revised: 26 Dec 2019
Andras Danis and Andrea Gamba
Georgia Institute of Technology - Scheller College of Business and University of Warwick - Finance Group
Downloads 55 (383,842)

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credit default swaps, CDS, empty creditor, bankruptcy, hedge fund activism

26.

Some Important Issues Involving Real Options: An Overview

Multinational Finance Journal, Vol. 14, No. 1/2, p. 73-123, 2010
Number of pages: 51 Posted: 26 Jun 2015
Gordon Sick and Andrea Gamba
University of Calgary - Haskayne School of Business and University of Warwick - Finance Group
Downloads 49 (403,915)

Abstract:

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Real Options; Capital Budgeting; Numerical Methods