Flavia Barsotti : Citation Profile


Università degli Studi di Firenze

1

H index

0

i10 index

13

Citations

RESEARCH PRODUCTION:

6

Articles

7

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 1
   Journals where Flavia Barsotti has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (7.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba819
   Updated: 2025-01-10    RAS profile: 2024-02-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Flavia Barsotti.

Is cited by:

Kubitza, Christian (1)

Hilpert, Christian (1)

Gründl, Helmut (1)

Cites to:

Shephard, Neil (11)

Hansen, Peter (11)

Leland, Hayne (10)

Lunde, Asger (9)

merton, robert (8)

de Vries, Casper (5)

Straetmans, Stefan (4)

Hartmann, Philipp (4)

Loisel, Stéphane (4)

Mancino, Maria Elvira (3)

Cao, Charles (3)

Main data


Production by document typearticlepaper20102011201220132014201520162017201820192020202120222023024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20102011201220132014201520162017201820192020202120222023051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20162017201820192020202120222023202402.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2012201320142015201620172018201920202021202220230510Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 1Most cited documents1230510Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250100.511.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Flavia Barsotti has published?


Working Papers Series with more than one paper published# docs
Working Papers - Mathematical Economics / Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa4
Papers / arXiv.org2

Recent works citing Flavia Barsotti (2024 and 2023)


Year  ↓Title of citing document  ↓
2024Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference. (2024). Chakraborty, Tanujit ; Bandyopadhyay, Gautam ; Rakshit, Agni. In: Papers. RePEc:arx:papers:2405.02919.

Full description at Econpapers || Download paper

2023Surrender contagion in life insurance. (2023). Schaefer, Mick ; Lavasani, Aidin Miri ; Hilpert, Christian ; Cheng, Chunli. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479.

Full description at Econpapers || Download paper

2023The GMWB guarantee embedded in Life Insurance Contracts: Fair Value Pricing Problem. (2023). Abid, Ilyes ; Naoui, Kamel ; Hamdi, Haykel ; Mrad, Fatma. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005062.

Full description at Econpapers || Download paper

Works by Flavia Barsotti:


Year  ↓Title  ↓Type  ↓Cited  ↓
2017The Value of Timing Risk In: Papers.
[Full Text][Citation analysis]
paper0
2018Asymptotic Static Hedge via Symmetrization In: Papers.
[Full Text][Citation analysis]
paper0
2012The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model In: Economic Notes.
[Full Text][Citation analysis]
article1
2016Lapse risk in life insurance: Correlation and contagion effects among policyholders’ behaviors In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article9
2016Lapse risk in life insurance: correlation and contagion effects among policyholders behaviors.(2016) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2015Performance and determinants of the Merton structural model: Evidence from hedging coefficients In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article1
2014Estimating the transition matrix of a Markov chain observed at random times In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2010Debt Value and Capital Structure with Firms Net Cash Payouts In: Working Papers - Mathematical Economics.
[Full Text][Citation analysis]
paper0
2011Corporate Debt Value with Switching Tax Benefits and Payouts In: Working Papers - Mathematical Economics.
[Full Text][Citation analysis]
paper0
2012Optimal Capital Structure with Endogenous Default and Volatility Risk In: Working Papers - Mathematical Economics.
[Full Text][Citation analysis]
paper1
2012Microstructure effect on firm’s volatility risk In: Working Papers - Mathematical Economics.
[Full Text][Citation analysis]
paper0
2016Market Microstructure Effects on Firm Default Risk Evaluation In: Econometrics.
[Full Text][Citation analysis]
article0
2023Hedging error as generalized timing risk In: Quantitative Finance.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team