Francesco Corielli

Bocconi University - Department of Finance

Via Roentgen 1

Milano, MI 20136

Italy

SCHOLARLY PAPERS

7

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6

CROSSREF CITATIONS

17

Scholarly Papers (7)

Risk Shifting Through Nonfinancial Contracts: Effects on Loan Spreads and Capital Structure of Project Finance Deals

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 45 Posted: 16 Jun 2008 Last Revised: 26 Jul 2008
Stefano Gatti, Francesco Corielli and Alessandro Steffanoni
Bocconi University - Department of Finance, Bocconi University - Department of Finance and Interbanca S.P.A. - ABN AMRO Group
Downloads 623 (59,347)
Citation 1

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project finance, contractual arrangements, long-term contracts, loan pricing, capital

Risk Shifting Through Nonfinancial Contracts: Effects on Loan Spreads and Capital Structure of Project Finance Deals

Journal of Money Credit and Banking, Vol. 42, No. 7, October 2010
Number of pages: 26 Posted: 03 Sep 2010
Francesco Corielli, Alessandro Steffanoni and Stefano Gatti
Bocconi University - Department of Finance, Interbanca S.P.A. - ABN AMRO Group and Bocconi University - Department of Finance
Downloads 242 (174,176)
Citation 1

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project finance, contractual arrangements, long-term contracts

2.

Project Finance Collateralized Debt Obligations: An Empirical Analysis on Spread Determinants

Number of pages: 35 Posted: 15 Apr 2010
Bocconi University - Department of Finance, affiliation not provided to SSRN, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 582 (65,490)

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Collateralized Debt Obligations, Project Finance

3.

Project Finance Collateralised Debt Obligations: An Empirical Analysis on Spreads Determinants

CAREFIN Research Paper No. 19/09
Number of pages: 29 Posted: 08 May 2010
affiliation not provided to SSRN, Bocconi University - Department of Finance, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 403 (101,955)

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4.

Hedging with Energy: Simple Error Bounds for Mis-Specified Diffusions

Studi Statistici Istituto Metodi Quantitativi Universita' Bocconi-Milano No. 68
Number of pages: 29 Posted: 29 Apr 2003
Francesco Corielli
Bocconi University - Department of Finance
Downloads 228 (184,968)

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option pricing, hedging error bounds, optimal approximate hedging, energy inequality, parabolic PDE, model uncertainty, robustness, diffusion approximation, approximate hedging, mis-specified diffusion models

5.

Factor Based Index Tracking

Number of pages: 42 Posted: 12 Apr 2002
Francesco Corielli and Massimiliano Giuseppe Marcellino
Bocconi University - Department of Finance and Bocconi University - Department of Economics
Downloads 41 (561,139)
Citation 4
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Index tracing, replica, stock index, factor models

6.

Hedging with Energy

Mathematical Finance, Vol. 16, No. 3, pp. 495-517, July 2006
Number of pages: 23 Posted: 12 Jun 2006
Francesco Corielli
Bocconi University - Department of Finance
Downloads 13 (750,435)

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7.

Project Finance Collateralised Debt Obligations: An Empirical Analysis of Spread Determinants

European Financial Management, Vol. 18, Issue 5, pp. 950-969, 2012
Number of pages: 20 Posted: 20 Oct 2012
affiliation not provided to SSRN, Bocconi University - Department of Finance, Bocconi University - Department of Finance and Bocconi University - Department of Finance
Downloads 6 (815,982)

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collateralised debt obligations, project finance