IDEAS home Printed from https://ideas.repec.org/f/pga374.html
   My authors  Follow this author

Andrea Gamba

Not to be confused with: Andrea Gamba

Personal Details

First Name:Andrea
Middle Name:
Last Name:Gamba
Suffix:
RePEc Short-ID:pga374
[This author has chosen not to make the email address public]
https://www.wbs.ac.uk/about/person/andrea-gamba/
Terminal Degree:1994 Dipartimento di Matematica Applicata alle Scienze Economiche, Statistiche e Attuariali "Bruno di Finetti"; Facoltà di Economia; Università degli Studi di Trieste (from RePEc Genealogy)

Affiliation

Finance Group
Warwick Business School
University of Warwick

Coventry, United Kingdom
http://www.wbs.ac.uk/faculty/subjects/fin.cfm
RePEc:edi:afwbsuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Andrea Gamba & Alessio Saretto, 2023. "Debt Maturity and Commitment on Firm Policies," Working Papers 2303, Federal Reserve Bank of Dallas.
  2. Andrea Gamba & Alessio Saretto, 2022. "Endogenous Option Pricing," Working Papers 2202, Federal Reserve Bank of Dallas.
  3. Douglas Gale & Andrea Gamba & Marcella Lucchetta, 2018. "Dynamic Bank Capital Regulation in Equilibrium," 2018 Meeting Papers 680, Society for Economic Dynamics.
  4. Mr. Gianni De Nicolo & Mr. Andrea Gamba & Marcella Lucchetta, 2012. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," IMF Working Papers 2012/072, International Monetary Fund.
  5. Andrea GAMBA & Nicola FUSARI, 2008. "Valuing modularity as a real option," Swiss Finance Institute Research Paper Series 08-20, Swiss Finance Institute.
  6. Andrea Gamba, 2003. "Valutazione di attività reali in condizioni di incertezza e flessibilità," Working Papers 02/2003, University of Verona, Department of Economics.
  7. Andrea Gamba & Alberto Micalizzi, 2002. "Product Development and Market Expansion: a Valuation Approach Based on Real Options," Working Papers 01/2002, University of Verona, Department of Economics.
  8. A. Gamba & P. Pellizzari, 1999. "Utility based pricing of contingent claims," Finance 9902003, University Library of Munich, Germany, revised 14 Oct 2002.

Articles

  1. András Danis & Andrea Gamba, 2024. "Dark Knights: The Rise in Firm Intervention by Credit Default Swap Investors," Management Science, INFORMS, vol. 70(2), pages 952-970, February.
  2. Andrea Gamba & Alessio Saretto, 2020. "Growth Options and Credit Risk," Management Science, INFORMS, vol. 66(9), pages 4269-4291, September.
  3. Marco Bianco & Andrea Gamba, 2019. "Inventory and Corporate Risk Management," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 8(1), pages 97-145.
  4. Danis, András & Gamba, Andrea, 2018. "The real effects of credit default swaps," Journal of Financial Economics, Elsevier, vol. 127(1), pages 51-76.
  5. Andrea Gamba & Alexander J. Triantis, 2014. "Corporate Risk Management: Integrating Liquidity, Hedging, and Operating Policies," Management Science, INFORMS, vol. 60(1), pages 246-264, January.
  6. Gianni De Nicolò & Andrea Gamba & Marcella Lucchetta, 2014. "Microprudential Regulation in a Dynamic Model of Banking," The Review of Financial Studies, Society for Financial Studies, vol. 27(7), pages 2097-2138.
  7. Fanone, Enzo & Gamba, Andrea & Prokopczuk, Marcel, 2013. "The case of negative day-ahead electricity prices," Energy Economics, Elsevier, vol. 35(C), pages 22-34.
  8. Gordon Sick & Andrea Gamba, 2010. "Some Important Issues Involving Real Options: An Overview," Multinational Finance Journal, Multinational Finance Journal, vol. 14(1-2), pages 73-123, March-Jun.
  9. Gamba, Andrea & Tesser, Matteo, 2009. "Structural estimation of real options models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 798-816, April.
  10. Andrea Gamba & Nicola Fusari, 2009. "Valuing Modularity as a Real Option," Management Science, INFORMS, vol. 55(11), pages 1877-1896, November.
  11. Andrea Gamba & Alexander Triantis, 2008. "The Value of Financial Flexibility," Journal of Finance, American Finance Association, vol. 63(5), pages 2263-2296, October.
  12. Andrea Gamba & Gordon A. Sick & Carmen Aranda León, 2008. "Investment under Uncertainty, Debt and Taxes," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(1), pages 31-58, February.
  13. Gamba, Andrea & Rigon, Riccardo, 2008. "The value of embedded real options: Evidence from consumer automobile lease contracts--A note," Finance Research Letters, Elsevier, vol. 5(4), pages 213-220, December.
  14. Andrea Gamba & Lenos Trigeorgis, 2007. "An Improved Binomial Lattice Method for Multi-Dimensional Options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 14(5), pages 453-475.
  15. Andrea Gamba & Alberto Micalizzi, 2007. "Product Development and Market Expansion: A Real Options Model," Financial Management, Financial Management Association International, vol. 36(1), pages 91-112, March.
  16. Andrea Gamba & Francesco Rossi, 1998. "A three-moment based portfolio selection model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 21(1), pages 25-48, June.
  17. Andrea Gamba, 1995. "Un approccio unificato alla dominanza temporale," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 18(2), pages 229-243, September.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (2) 2012-05-22 2018-09-10
  2. NEP-CFN: Corporate Finance (2) 2022-04-25 2023-05-29
  3. NEP-DGE: Dynamic General Equilibrium (2) 2012-05-22 2018-09-10
  4. NEP-CBA: Central Banking (1) 2012-05-22
  5. NEP-CWA: Central and Western Asia (1) 2022-04-25
  6. NEP-DES: Economic Design (1) 2023-05-29
  7. NEP-MIC: Microeconomics (1) 1999-02-15
  8. NEP-ORE: Operations Research (1) 2022-04-25
  9. NEP-RMG: Risk Management (1) 2022-04-25

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Andrea Gamba should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.