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Francesco Corielli

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This is information that was supplied by Francesco Corielli in registering through RePEc. If you are Francesco Corielli , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Francesco
Middle Name:
Last Name: Corielli
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RePEc Short-ID: pco83

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Homepage:
Postal Address: Universita' Bocconi Department of Finance Via Rontgen 1 20100 Milan Italy
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Affiliation

Dipartimento di Finanza
Università Commerciale Luigi Bocconi
Location: Milano, Italy
Homepage: http://www.unibocconi.it/wps/wcm/connect/SitoPubblico_IT/Albero+di+navigazione/Home/Dipartimenti/Finanza/
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Postal: Via Roentgen 1, 20136 Milano
Handle: RePEc:edi:iabocit (more details at EDIRC)

Works

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Working papers

  1. Andrea Pascucci & Francesco Corielli, 2006. "Degenerate Kolmogorov equations in option pricing," Computing in Economics and Finance 2006 268, Society for Computational Economics.
  2. Francesco Corielli & Massimiliano Marcellino, . "Factor Based Index Trading," Working Papers 209, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

Articles

  1. Francesco Corielli & Stefano Gatti & Alessandro Steffanoni, 2010. "Risk Shifting through Nonfinancial Contracts: Effects on Loan Spreads and Capital Structure of Project Finance Deals," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1295-1320, October.
  2. Francesco Corielli, 2006. "Hedging With Energy," Mathematical Finance, Wiley Blackwell, vol. 16(3), pages 495-517.
  3. Corielli, Francesco & Marcellino, Massimiliano, 2006. "Factor based index tracking," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2215-2233, August.
  4. Buraschi, Andrea & Corielli, Francesco, 2005. "Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models," Journal of Banking & Finance, Elsevier, vol. 29(11), pages 2883-2907, November.
  5. Corielli, Francesco & Penati, Alessandro, 1996. "Long-run equity risk and dynamic trading strategies: a simulation exercise for the Italian stock market," Ricerche Economiche, Elsevier, vol. 50(1), pages 27-56, March.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2003-03-14. Author is listed

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