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Publications

by alumni of

Facoltà di Scienze Bancarie, Finanziarie e Assicurative
Università Cattolica del Sacro Cuore
Milano, Italy

(School of Banking, Finance, and Insurance, Catholic University of the Sacred Heart)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2024

  1. Massimiliano Barbi & Valentina Febo, 2024. "Masculinity, risk seeking, and corporate hedging," Post-Print hal-04999973, HAL.

2023

  1. Massimiliano Barbi & Valentina Febo & Giancarlo Giudici, 2023. "Community-level social capital and investment decisions in equity crowdfunding," Post-Print hal-04323945, HAL.
  2. M. Barbi & Valentina Febo & I. Massimiliani, 2023. "CFO Pay Convexity, Risk Taking and Corporate Hedging," Post-Print hal-04434018, HAL.

Journal articles

2025

  1. Barbi, Massimiliano & Febo, Valentina, 2025. "Facial masculinity, risk preferences, and corporate hedging," International Review of Financial Analysis, Elsevier, vol. 103(C).

2024

  1. Bajo, Emanuele & Barbi, Massimiliano & Hillier, David, 2024. "Gender balance in academia: Evidence from finance departments," International Review of Financial Analysis, Elsevier, vol. 96(PA).

2023

  1. Massimiliano Barbi & Valentina Febo & Giancarlo Giudici, 2023. "Community-level social capital and investment decisions in equity crowdfunding," Small Business Economics, Springer, vol. 61(3), pages 1075-1110, October.
  2. Massimiliano Barbi & Ottorino Morresi, 2023. "Corporate hedging, family firms, and CEO identity," The European Journal of Finance, Taylor & Francis Journals, vol. 29(10), pages 1106-1143, July.

2020

  1. Bajo, Emanuele & Barbi, Massimiliano & Bigelli, Marco & Croci, Ettore, 2020. "Bolstering family control: Evidence from loyalty shares," Journal of Corporate Finance, Elsevier, vol. 65(C).
  2. Bajo, Emanuele & Barbi, Massimiliano & Hillier, David, 2020. "Where should I publish to get promoted? A finance journal ranking based on business school promotions," Journal of Banking & Finance, Elsevier, vol. 114(C).
  3. Massimiliano Barbi & Hélyette Geman & Silvia Romagnoli, 2020. "Diamonds and precious metals for reduction of portfolio tail risk," Applied Economics, Taylor & Francis Journals, vol. 52(26), pages 2841-2861, May.

2019

  1. Barbi, Massimiliano & Mattioli, Sara, 2019. "Human capital, investor trust, and equity crowdfunding," Research in International Business and Finance, Elsevier, vol. 49(C), pages 1-12.

2018

  1. Bajo, Emanuele & Barbi, Massimiliano, 2018. "Financial illiteracy and mortgage refinancing decisions," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 279-296.
  2. Barbi, Massimiliano & Romagnoli, Silvia, 2018. "Skewness, basis risk, and optimal futures demand," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 14-29.

2017

  1. Bajo, Emanuele & Barbi, Massimiliano & Petrella, Giovanni, 2017. "Do firms get what they pay for? A second thought on over-allotment option in IPOs," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 219-232.
  2. Barbi, Massimiliano & Bigelli, Marco, 2017. "Crowdfunding practices in and outside the US," Research in International Business and Finance, Elsevier, vol. 42(C), pages 208-223.

2016

  1. Massimiliano Barbi & Silvia Romagnoli, 2016. "Optimal hedge ratio under a subjective re-weighting of the original measure," Applied Economics, Taylor & Francis Journals, vol. 48(14), pages 1271-1280, March.

2015

  1. Emanuele Bajo & Massimiliano Barbi & Sandro Sandri, 2015. "Financial Literacy, Households' Investment Behavior, and Risk Propensity," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 157-174, June.
  2. Emanuele Bajo & Massimiliano Barbi & Silvia Romagnoli, 2015. "A generalized approach to optimal hedging with option contracts," The European Journal of Finance, Taylor & Francis Journals, vol. 21(9), pages 714-733, July.

2014

  1. Bajo, Emanuele & Barbi, Massimiliano & Romagnoli, Silvia, 2014. "Optimal corporate hedging using options with basis and production risk," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 56-71.
  2. Massimiliano Barbi & Silvia Romagnoli, 2014. "A Copula‐Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(7), pages 658-675, July.

2013

  1. Bajo, Emanuele & Barbi, Massimiliano & Bigelli, Marco & Hillier, David, 2013. "The role of institutional investors in public-to-private transactions," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4327-4336.
  2. Emanuele Bajo & Massimiliano Barbi & David Hillier, 2013. "Interest rate risk estimation: a new duration-based approach," Applied Economics, Taylor & Francis Journals, vol. 45(19), pages 2697-2704, July.

2012

  1. Bajo, Emanuele & Barbi, Massimiliano, 2012. "The role of time value in convertible bond call policy," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 550-563.
  2. Massimiliano Barbi, 2012. "On the risk-neutral value of debt tax shields," Applied Financial Economics, Taylor & Francis Journals, vol. 22(3), pages 251-258, February.

2010

  1. Emanuele Bajo & Massimiliano Barbi, 2010. "The risk-shifting effect and the value of a warrant," Quantitative Finance, Taylor & Francis Journals, vol. 10(10), pages 1203-1213.

2008

  1. Massimiliano Barbi, 2008. "La valutazione dei corporate warrant: uno studio empirico sul mercato italiano," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 51-70.

Chapters

2013

  1. Emanuele Bajo & Massimo Barbi, 2013. "Enel, Ten Years of Extraordinary Financial Performance," Palgrave Macmillan Books, in: National Monopoly to Successful Multinational, chapter 5, pages 79-89, Palgrave Macmillan.

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