Giovanna Zanotti

University of Bergamo

Associate Professor

Via Salvecchio, 19

Bergamo, 24129

Italy

SDA Bocconi

Associate Professor

via Bocconi 8

Milano, MI 20135

Italy

SCHOLARLY PAPERS

6

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CITATIONS
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14

Scholarly Papers (6)

On the Role of Behavioral Finance in the Pricing of Financial Derivatives: The Case of the S&P 500

Number of pages: 29 Posted: 26 Aug 2010
Giovanna Zanotti, Alonso Pena and Barbara Alemanni
University of Bergamo, University of Cambridge and SDA Bocconi
Downloads 519 (51,841)
Citation 1

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Black-Scholes Equation, Prospect Theory, Heston Stochastic Volatility

On the Role of Behavioral Finance in the Pricing of Financial Derivatives: The Case of the S&P 500

CAREFIN Research Paper No. 03/2010
Number of pages: 30 Posted: 30 Mar 2011
Alonso Pena, Barbara Alemanni and Giovanna Zanotti
University of Cambridge, SDA Bocconi and University of Bergamo
Downloads 424 (66,726)

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Black-Scholes Equation, Prospect Theory, Heston Stochastic Volatility Model, S&P500 Index, Option Pricing

2.

Equity Markets Don't Fit All Companies: An Analysis of Public-to-Private Deals in Continental Europe

Number of pages: 39 Posted: 25 Nov 2007
Manuela Geranio and Giovanna Zanotti
Bocconi University - Department of Finance and University of Bergamo
Downloads 249 (121,878)

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Public-to-private deals, Going private, Abnormal Returns, Equity markets, Continental Europe

3.

Emission Trading Scheme and the Price of Energy

Number of pages: 21 Posted: 14 Sep 2009
Giovanna Zanotti and Giampaolo Gabbi
University of Bergamo and SDA Bocconi
Downloads 172 (172,888)

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Emission Trading Scheme, Correlation, Energy, Pass Through Rate

4.

New Efficient Frontier: Can Structured Products Really Improve Risk-Return Profile?

CAREFIN Research Paper No. 28/2010
Number of pages: 41 Posted: 05 Apr 2011
Gianluca Fusai and Giovanna Zanotti
Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa and University of Bergamo
Downloads 67 (335,117)

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5.

Equity Markets Do Not Fit All: An Analysis of Public‐To‐Private Deals in Continental Europe

European Financial Management, Vol. 18, Issue 5, pp. 867-895, 2012
Number of pages: 29 Posted: 20 Oct 2012
Manuela Geranio and Giovanna Zanotti
Bocconi University - Department of Finance and University of Bergamo
Downloads 1 (648,128)
Citation 1
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public‐to‐private deals, going private, abnormal returns, equity markets, Continental Europe, CAR

6.

The Role of Social Networking in Capital Sourcing

XVIII International Business & Economy Conference (IBEC) - Rennes, France, 2019
Posted: 16 Jul 2019
Independent, Université de Caen, University of Bergamo and University of Bergamo

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social network; entrepreneurship; innovation; entrepreneurial finance; early stage sourcing of capital for medical technology innovations; financing within social networks