Andrea Gheno : Citation Profile


Are you Andrea Gheno?

Università degli Studi Roma Tre

2

H index

0

i10 index

6

Citations

RESEARCH PRODUCTION:

4

Articles

9

Papers

RESEARCH ACTIVITY:

   9 years (2000 - 2009). See details.
   Cites by year: 0
   Journals where Andrea Gheno has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 4 (40 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgh86
   Updated: 2017-11-18    RAS profile: 2014-07-07    
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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 Andrea Gheno.

Is cited by:

Moretto, Enrico (1)

Corradini, Massimiliano (1)

Shiller, Robert (1)

Fabozzi, Frank (1)

Cites to:

merton, robert (5)

Scholes, Myron (4)

Laeven, Roger (3)

Goovaerts, Marc (3)

Sandmann, Klaus (2)

Schmeidler, David (2)

Corradini, Massimiliano (2)

Brennan, Michael (1)

Dhaene, Jan (1)

Main data


Where Andrea Gheno has published?


Working Papers Series with more than one paper published# docs
Departmental Working Papers of Economics - University 'Roma Tre' / Department of Economics - University Roma Tre8

Recent works citing Andrea Gheno (2017 and 2016)


YearTitle of citing document
2017A Lattice Framework with Smooth Convergence for Pricing Real Estate Derivatives with Stochastic Interest Rate. (2017). Zou, Dong ; Gong, PU. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:2:d:10.1007_s11146-016-9576-x.

Full description at Econpapers || Download paper

2017Costs of capital under credit risk. (2017). Zbandut, Anastasiia ; Reichling, Peter . In: FEMM Working Papers. RePEc:mag:wpaper:170003.

Full description at Econpapers || Download paper

Works by Andrea Gheno:


YearTitleTypeCited
2009Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework In: Insurance: Mathematics and Economics.
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2008Incomplete Financial Markets and Contingent Claim Pricing in a dual expected utility theory framework.(2008) In: Departmental Working Papers of Economics - University 'Roma Tre'.
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This paper has another version. Agregated cites: 0
paper
2008A model for pricing real estate derivatives with stochastic interest rates In: MPRA Paper.
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paper2
2000Alberi binomiali e struttura della volatilità In: Departmental Working Papers of Economics - University 'Roma Tre'.
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paper0
2000Metodologie per la valutazione delle obbligazioni convertibili in ipotesi di evoluzione stocastica della struttura per scadenza In: Departmental Working Papers of Economics - University 'Roma Tre'.
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2005Corporate valuations and the merton model In: Departmental Working Papers of Economics - University 'Roma Tre'.
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paper2
2007Corporate valuations and the Merton model.(2007) In: Applied Financial Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2005Dynamic portfolio selection in a dual expected utility theory framework In: Departmental Working Papers of Economics - University 'Roma Tre'.
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paper1
2005Convertible bonds and volatility structure In: Departmental Working Papers of Economics - University 'Roma Tre'.
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paper0
2007IAS 39 Hedge Accounting e Interest Rate Risk Management In: Departmental Working Papers of Economics - University 'Roma Tre'.
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2007Contingent Claim Pricing In A Dual Expected Utility Theory Framework In: Departmental Working Papers of Economics - University 'Roma Tre'.
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2005Equity and debt valuation with default risk: a discrete structural model In: Applied Financial Economics.
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article1
2006The impact of 9/11 on us reit returns: Fundamental or financial? In: International Journal of Strategic Property Management.
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article0

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