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Andrea Gamba

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This is information that was supplied by Andrea Gamba in registering through RePEc. If you are Andrea Gamba , 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: Andrea
Middle Name:
Last Name: Gamba
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RePEc Short-ID: pga374

Email: [This author has chosen not to make the email address public]
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Affiliation

Finance Group
Warwick Business School
University of Warwick
Location: Coventry, United Kingdom
Homepage: http://www.wbs.ac.uk/faculty/subjects/fin.cfm
Email:
Phone: +44 (0)24 7652 4306
Fax: +44 (0)24 7652 3719
Postal: Coventry, CV4 7AL
Handle: RePEc:edi:afwbsuk (more details at EDIRC)

Works

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Working papers

  1. : Gianni De Nicolo & : Andrea Gamba & : Marcella Lucchetta, 2013. "Microprudential Regulation in a Dynamic Model of Banking," Working Papers wpn13-04, Warwick Business School, Finance Group.
  2. : Andrea Gamba & : Alexander J. Triantis, 2013. "Corporate Risk Management: Integrating Liquidity, Hedging and Operating Policies," Working Papers wpn13-07, Warwick Business School, Finance Group.
  3. : Andrea Gamba & : Alessio Saretto, 2013. "Firm Policies and the Cross-Section of CDS Spreads," Working Papers wpn13-09, Warwick Business School, Finance Group.
  4. : Andrea Gamba & : Alexander J. Triantis, 2013. "How Effectively Can Debt Covenants Alleviate Financial Agency Problems?," Working Papers wpn13-08, Warwick Business School, Finance Group.
  5. : Enzo Fanone & Andrea Gamba & Marcel Prokopczuk, 2011. "The Case of Negative Day-Ahead Electricity Prices," Working Papers wpn11-01, Warwick Business School, Finance Group.
  6. : Andrea Gamba & Carmen Aranda Leon & Alessio Saretto, 2011. "Dynamic Capacity Choice, Dynamic Capital Structure and Credit Risk," Working Papers wpn11-03, Warwick Business School, Finance Group.
  7. Di Nicolo, G. & Gamba, A. & Lucchetta, M., 2011. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," Discussion Paper 2011-090, Tilburg University, Center for Economic Research.
  8. Andrea GAMBA & Nicola FUSARI, 2008. "Valuing modularity as a real option," Swiss Finance Institute Research Paper Series 08-20, Swiss Finance Institute.
  9. Andrea Gamba & Alexander J. Triantis, 2008. "Valuing Corporate Financing Strategies," Working Papers wpn08-02, Warwick Business School, Finance Group.
  10. Andrea Gamba & Leon Gordon & Carmen Aranda Leon, 2008. "Investment Under Uncertainty, Debt and Taxes," Working Papers wpn08-03, Warwick Business School, Finance Group.
  11. Andrea Gamba & Matteo Tesser, 2008. "Structural Estimation of Real Options Models," Working Papers wpn08-01, Warwick Business School, Finance Group.
  12. Andrea Gamba & Lenos Trigeorgis, 2007. "An Improved Binomial Lattice Method for Multi-Dimensional Options," Working Papers wpn07-01, Warwick Business School, Finance Group.
  13. Andrea Gamba & Ricardo Rigon, 2007. "The Value of Embedded Real Options: Evidence from Consumer Automobile Lease Contracts - A Note," Working Papers wpn07-04, Warwick Business School, Finance Group.
  14. Andrea Gamba & Carmen Aranda Leon & Daniele Poiega, 2007. "Investment and Credit Risk: a Structural Approach," Working Papers wpn07-03, Warwick Business School, Finance Group.
  15. Andrea Gamba & Alexander J. Triantis, 2007. "The Value of Financial Flexibility," Working Papers wpn07-02, Warwick Business School, Finance Group.
  16. Gordon Sick & Andrea Gamba, 2005. "Some Important Issues Involving Real Options," Working Papers wpn05-02, Warwick Business School, Finance Group.
  17. Andrea Gamba & Alberto Micalizzi, 2004. "Product Development and Market Expansion: A Real Options Model," Working Papers wpn04-03, Warwick Business School, Finance Group.
  18. Andrea Gamba, 2003. "Valutazione di attività reali in condizioni di incertezza e flessibilità," Working Papers 2, University of Verona, Department of Economics.
  19. Andrea Gamba, 2002. "Real options Valuation: A Monte Carol Approach," Working Papers wpn02-02, Warwick Business School, Finance Group.
  20. Andrea Gamba & Alberto Micalizzi, 2002. "Product Development and Market Expansion: a Valuation Approach Based on Real Options," Working Papers 1, University of Verona, Department of Economics.
  21. A. Gamba & P. Pellizzari, 1999. "Utility based pricing of contingent claims," Finance 9902003, EconWPA, revised 14 Oct 2002.

Articles

  1. Fanone, Enzo & Gamba, Andrea & Prokopczuk, Marcel, 2013. "The case of negative day-ahead electricity prices," Energy Economics, Elsevier, vol. 35(C), pages 22-34.
  2. 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.
  3. Andrea Gamba & Nicola Fusari, 2009. "Valuing Modularity as a Real Option," Management Science, INFORMS, vol. 55(11), pages 1877-1896, November.
  4. 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.
  5. Andrea Gamba & Alexander Triantis, 2008. "The Value of Financial Flexibility," Journal of Finance, American Finance Association, vol. 63(5), pages 2263-2296, October.
  6. 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, 02.
  7. 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, 03.
  8. 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.
  9. Andrea Gamba & Francesco Rossi, 1998. "A three-moment based portfolio selection model," Decisions in Economics and Finance, Springer, vol. 21(1), pages 25-48, June.
  10. Andrea Gamba, 1995. "Un approccio unificato alla dominanza temporale," Decisions in Economics and Finance, Springer, vol. 18(2), pages 229-243, September.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (4) 2011-09-16 2012-04-23 2012-05-22 2013-12-20. Author is listed
  2. NEP-BEC: Business Economics (1) 2013-12-20
  3. NEP-CBA: Central Banking (3) 2012-04-23 2012-05-22 2013-12-20. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (2) 2011-09-16 2012-05-22
  5. NEP-FMK: Financial Markets (1) 2011-09-16
  6. NEP-MIC: Microeconomics (1) 1999-02-15
  7. NEP-PBE: Public Economics (1) 2011-09-16
  8. NEP-REG: Regulation (2) 2011-09-16 2012-04-23
  9. NEP-RMG: Risk Management (1) 2013-12-20

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