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

7

DOWNLOADS
Rank 49,036

SSRN RANKINGS

Top 49,036

in Total Papers Downloads

2,086

TOTAL CITATIONS

1

Scholarly Papers (7)

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
SDA Bocconi School of Management, SDA Bocconi and University of Bergamo
Downloads 651 (83,449)

Abstract:

Loading...

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

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, SDA Bocconi School of Management and SDA Bocconi
Downloads 621 (88,540)
Citation 1

Abstract:

Loading...

Black-Scholes Equation, Prospect Theory, Heston Stochastic Volatility

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 313 (200,042)

Abstract:

Loading...

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 School of Management
Downloads 204 (306,673)

Abstract:

Loading...

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 155 (391,472)

Abstract:

Loading...

Can Emotions Reverse the Disposition Effect?

Number of pages: 19 Posted: 30 Aug 2024
Giovanna Zanotti and Giampaolo Gabbi
University of Bergamo and SDA Bocconi
Downloads 83 (622,945)

Abstract:

Loading...

disposition effect, behavioural finance, investment, emotions

Can Emotions Reverse the Disposition Effect?

Number of pages: 33 Posted: 29 Feb 2024
Giovanna Zanotti and Giampaolo Gabbi
University of Bergamo and SDA Bocconi
Downloads 40 (890,173)

Abstract:

Loading...

Disposition effect, core affect, incidental emotions, Behavioural Finance, trading activity.

6.

Persisting Stickiness in Backwardation Among Major Agricultural Commodities

Number of pages: 35 Posted: 23 May 2024
Peter Cincinelli, Ameeta Jaiswal-Dale and Giovanna Zanotti
Department of Management, University of Bergamo, Italy, affiliation not provided to SSRN and University of Bergamo
Downloads 19 (1,081,766)

Abstract:

Loading...

Agricultural commodities, Spot and futures contract, Cost of carry, Inventory and lease rates.

7.

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 Department of Management, University of Bergamo, Italy

Abstract:

Loading...

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

Other Papers (1)

Total Downloads: 93
1.

Interest Rate Structured Products: Can They Improve the Risk-return Profile?

Number of pages: 47 Posted: 06 Sep 2012 Last Revised: 27 May 2021
Gianluca Fusai, Giovanni Longo and Giovanna Zanotti
Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa, Università del Piemonte Orientale - DiSEI and University of Bergamo
Downloads 93 (437,269)

Abstract:

Loading...

Structured products, efficient frontier, risk-return trade-off, Monte Carlo simulation, Interest rate modelling