Enrico Moretto

Personal Details

First Name:	Enrico
Middle Name:
Last Name:	Moretto
Suffix:
RePEc Short-ID:	pmo483
	[This author has chosen not to make the email address public]
	https://www.unimib.it/enrico-moretto
	Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università di Milano-Bicocca stanza 3057 - edificio U6 Piazza dell'Ateneo Nuovo, 1 - 20126 Milano
Twitter:	@enrico_moretto
Terminal Degree:	1998 (from RePEc Genealogy)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Fausto Cavalli & Ahmad Naimzada & Enrico Moretto, 2023. "Dynamical analysis of evolutionary transition toward sustainable technologies," Working Papers 510, University of Milano-Bicocca, Department of Economics.

   Cited by:

   1. Fausto Cavalli & Alessandra Mainini & Daniela Visetti, 2024. "The role of taxation in an integrated economic-environmental model: a dynamical analysis," Working Papers 530, University of Milano-Bicocca, Department of Economics.
   2. Fausto Cavalli & Ahmad Naimzada & Daniela Visetti, 2023. "Dynamical analysis of healthcare policy effects in an integrated economic-epidemiological model," Working Papers 521, University of Milano-Bicocca, Department of Economics.

2. Fausto Bonacina & Marco D'Errico & Enrico Moretto & Silvana Stefani & Anna Torriero, 2014. "A Multiple Network Approach to Corporate Governance," Papers 1401.4387, arXiv.org, revised May 2014.
   • Fausto Bonacina & Marco D’Errico & Enrico Moretto & Silvana Stefani & Anna Torriero & Giovanni Zambruno, 2015. "A multiple network approach to corporate governance," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1585-1595, July.

   Cited by:

   1. Aldasoro, Iñaki & Alves, Iván, 2015. "Multiplex interbank networks and systemic importance: An application to European data," SAFE Working Paper Series 102, Leibniz Institute for Financial Research SAFE.
      • Aldasoro, Iñaki & Alves, Iván, 2018. "Multiplex interbank networks and systemic importance: An application to European data," Journal of Financial Stability, Elsevier, vol. 35(C), pages 17-37.
      • Aldasoro, Iñaki & Alves, Iván, 2016. "Multiplex interbank networks and systemic importance – An application to European data," ESRB Working Paper Series 20, European Systemic Risk Board.
      • Aldasoro, Iñaki & Alves, Iván, 2015. "Multiplex interbank networks and systemic importance: An application to European data," SAFE Working Paper Series 102 [rev.], Leibniz Institute for Financial Research SAFE, revised 2015.
      • Aldasoro, Iñaki & Alves, Iván, 2016. "Multiplex interbank networks and systemic importance: an application to European data," Working Paper Series 1962, European Central Bank.
      • Iñaki Aldasoro & Ivan Alves, 2017. "Multiplex interbank networks and systemic importance - An application to European data," BIS Working Papers 603, Bank for International Settlements.
   2. An Zeng & Stefano Battiston, 2016. "The Multiplex Network of EU Lobby Organizations," PLOS ONE, Public Library of Science, vol. 11(10), pages 1-15, October.

3. Arianna Agosto & Enrico Moretto, 2013. "Variance matters (in stochastic dividend discount models)," Papers 1311.0236, arXiv.org.
   • Arianna Agosto & Enrico Moretto, 2015. "Variance matters (in stochastic dividend discount models)," Annals of Finance, Springer, vol. 11(2), pages 283-295, May.

   Cited by:

   1. Guglielmo D'Amico, 2016. "Generalized semi-Markovian dividend discount model: risk and return," Papers 1605.02472, arXiv.org.
   2. Arianna Agosto & Alessandra Mainini & Enrico Moretto, 2019. "Stochastic dividend discount model: covariance of random stock prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(3), pages 552-568, July.
   3. Aziz Issaka & Indranil SenGupta, 2017. "Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index," Annals of Finance, Springer, vol. 13(4), pages 401-434, November.
   4. Arianna Agosto & Alessandra Mainini & Enrico Moretto, 2016. "Covariance of random stock prices in the Stochastic Dividend Discount Model," Papers 1609.03029, arXiv.org, revised Apr 2017.
   5. Vlad Stefan Barbu & Guglielmo D’Amico & Riccardo Blasis, 2017. "Novel advancements in the Markov chain stock model: analysis and inference," Annals of Finance, Springer, vol. 13(2), pages 125-152, May.
   6. Battulga Gankhuu, 2022. "Augmented Dynamic Gordon Growth Model," Papers 2201.06012, arXiv.org, revised Aug 2023.
   7. Guglielmo D'Amico & Riccardo De Blasis, 2020. "A review of the Dividend Discount Model: from deterministic to stochastic models," Papers 2001.00465, arXiv.org.
   8. Guglielmo D’Amico & Ada Lika & Filippo Petroni, 2019. "Change point dynamics for financial data: an indexed Markov chain approach," Annals of Finance, Springer, vol. 15(2), pages 247-266, June.

Articles

1. Stefani, Silvana & Ausloos, Marcel & González-Concepción, Concepción & Sonubi, Adeyemi & Gil-Fariña, Ma Candelaria & Pestano-Gabino, Celina & Moretto, Enrico, 2021. "Competing or collaborating, with no symmetrical behaviour: Leadership opportunities and winning strategies under stability," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 187(C), pages 489-504.

   Cited by:

   1. Ren, Jing & Sun, Hao & Xu, Genjiu & Hou, Dongshuang, 2023. "Convergence of output dynamics in duopoly co-opetition model with incomplete information," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 207(C), pages 209-225.

2. Arianna Agosto & Alessandra Mainini & Enrico Moretto, 2019. "Stochastic dividend discount model: covariance of random stock prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(3), pages 552-568, July.

   Cited by:

   1. Battulga Gankhuu, 2023. "Parameter Estimation Methods of Required Rate of Return," Papers 2305.19708, arXiv.org, revised Aug 2023.
   2. Guglielmo D'Amico & Riccardo De Blasis, 2020. "A review of the Dividend Discount Model: from deterministic to stochastic models," Papers 2001.00465, arXiv.org.

3. Enrico Moretto & Sara Pasquali & Barbara Trivellato, 2017. "A non-Gaussian option pricing model based on Kaniadakis exponential deformation," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 90(10), pages 1-10, October.

   Cited by:

   1. da Silva, Sérgio Luiz Eduardo Ferreira & dos Santos Lima, Gustavo Zampier & de Araújo, João Medeiros & Corso, Gilberto, 2021. "Extensive and nonextensive statistics in seismic inversion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).

4. Anna Arcari & Anna Pistoni & Enrico Moretto & Paolo Ossola & Daniele Tonini, 2016. "How Italian companies are monitoring innovation," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2016(2), pages 143-165.

   Cited by:

   1. Rebecca Levy Orelli & Filippo Zanin, 2021. "Governing the firm: Innovation, performance and risk," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2021(suppl. 2), pages 5-14.
   2. Simone Aresu & Luigi Rombi & Andrea Cardia, 2019. "Management accounting systems in venture capital-backed start-up companies," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2019(3), pages 35-58.
   3. Anna Maria Arcari, 2018. "Preventing crises and managing turnaround processes in SMEs The role of economic measurement tools," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2018(3), pages 131-155.
   4. Simona Alfiero & Laura Broccardo & Massimo Cane & Alfredo Esposito, 2018. "High Performance Through Innovation Process Management in SMEs. Evidence from the Italian wine sector," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2018(3), pages 87-110.

5. Moretto, Enrico & Pasquali, Sara & Trivellato, Barbara, 2016. "Option pricing under deformed Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 246-263.

   Cited by:

   1. Gzyl, Henryk & Mayoral, Silvia, 2016. "Determination of zero-coupon and spot rates from treasury data by maximum entropy methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 38-50.
   2. Rodrigues, Ana Flávia P. & Cavalcante, Charles C. & Crisóstomo, Vicente L., 2019. "A projection pricing model for non-Gaussian financial returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
   3. Vigelis, Rui F. & de Andrade, Luiza H.F. & Cavalcante, Charles C., 2020. "Conditions for the existence of a generalization of Rényi divergence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 558(C).

6. Arianna Agosto & Enrico Moretto, 2015. "Variance matters (in stochastic dividend discount models)," Annals of Finance, Springer, vol. 11(2), pages 283-295, May.
   • Arianna Agosto & Enrico Moretto, 2013. "Variance matters (in stochastic dividend discount models)," Papers 1311.0236, arXiv.org.
   See citations under working paper version above.
7. Fausto Bonacina & Marco D’Errico & Enrico Moretto & Silvana Stefani & Anna Torriero & Giovanni Zambruno, 2015. "A multiple network approach to corporate governance," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1585-1595, July.
   • Fausto Bonacina & Marco D'Errico & Enrico Moretto & Silvana Stefani & Anna Torriero, 2014. "A Multiple Network Approach to Corporate Governance," Papers 1401.4387, arXiv.org, revised May 2014.
   See citations under working paper version above.
8. Fernanda D'Ippoliti & Enrico Moretto & Sara Pasquali & Barbara Trivellato, 2010. "Exact Pricing With Stochastic Volatility And Jumps," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 13(06), pages 901-929.

   Cited by:

   1. Ulyah, Siti Maghfirotul & Lin, Xenos Chang-Shuo & Miao, Daniel Wei-Chung, 2018. "Pricing short-dated foreign equity options with a bivariate jump-diffusion model with correlated fat-tailed jumps," Finance Research Letters, Elsevier, vol. 24(C), pages 113-128.
   2. Rehez Ahlip & Laurence A. F. Park & Ante Prodan, 2017. "Pricing currency options in the Heston/CIR double exponential jump-diffusion model," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-30, March.

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-RMG: Risk Management (2) 2010-06-26 2024-01-29
2. NEP-CFN: Corporate Finance (1) 2024-01-29
3. NEP-ENE: Energy Economics (1) 2023-02-27
4. NEP-ENV: Environmental Economics (1) 2023-02-27
5. NEP-EVO: Evolutionary Economics (1) 2023-02-27
6. NEP-SOG: Sociology of Economics (1) 2016-09-18
7. NEP-TID: Technology and Industrial Dynamics (1) 2023-02-27

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