Andrea Gheno

Personal Details

First Name:	Andrea
Middle Name:
Last Name:	Gheno
Suffix:
RePEc Short-ID:	pgh86
	[This author has chosen not to make the email address public]

Affiliation

Dipartimento di Economia
Scuola de Economia e Studi Aziendali
Università degli Studi Roma Tre

Roma, Italy
https://economia.uniroma3.it/
RePEc:edi:dero3it (more details at EDIRC)

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. Ciurlia, Pierangelo & Gheno, Andrea, 2008. "A model for pricing real estate derivatives with stochastic interest rates," MPRA Paper 9924, University Library of Munich, Germany.

   Cited by:

   1. Dong Zou & Pu Gong, 2017. "A Lattice Framework with Smooth Convergence for Pricing Real Estate Derivatives with Stochastic Interest Rate," The Journal of Real Estate Finance and Economics, Springer, vol. 55(2), pages 242-263, August.
   2. Frank J. Fabozzi & Robert J. Shiller & Radu S. Tunaru, 2010. "Property Derivatives for Managing European Real†Estate Risk," European Financial Management, European Financial Management Association, vol. 16(1), pages 8-26, January.

2. Marisa Cenci & Massimiliano Corradini & Andrea Gheno, 2005. "Dynamic portfolio selection in a dual expected utility theory framework," Departmental Working Papers of Economics - University 'Roma Tre' 0056, Department of Economics - University Roma Tre.

   Cited by:

   1. Massimiliano Corradini & Andrea Gheno, 2007. "Contingent Claim Pricing In A Dual Expected Utility Theory Framework," Departmental Working Papers of Economics - University 'Roma Tre' 0082, Department of Economics - University Roma Tre.
   2. Massimiliano Corradini & Andrea Gheno, 2008. "Incomplete Financial Markets and Contingent Claim Pricing in a dual expected utility theory framework," Departmental Working Papers of Economics - University 'Roma Tre' 0085, Department of Economics - University Roma Tre.
      • Corradini, M. & Gheno, A., 2009. "Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 180-187, October.

3. Marisa Cenci & Andrea Gheno, 2000. "Metodologie per la valutazione delle obbligazioni convertibili in ipotesi di evoluzione stocastica della struttura per scadenza," Departmental Working Papers of Economics - University 'Roma Tre' 0020, Department of Economics - University Roma Tre.

   Cited by:

   1. Andrea Gheno, 2005. "Convertible bonds and volatility structure," Departmental Working Papers of Economics - University 'Roma Tre' 0057, Department of Economics - University Roma Tre.

Articles

Sorry, no citations of articles recorded.

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 4 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-FMK: Financial Markets (1) 2007-03-24
2. NEP-MAC: Macroeconomics (1) 2007-09-09
3. NEP-RMG: Risk Management (1) 2007-09-09
4. NEP-UPT: Utility Models and Prospect Theory (1) 2007-03-24
5. NEP-URE: Urban and Real Estate Economics (1) 2008-09-13

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 Gheno 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.