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Massimiliano Barbi

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First Name:Massimiliano
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Last Name:Barbi
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RePEc Short-ID:pba915
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  1. 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, 07.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Barbi Massimiliano, 2008. "La valutazione dei corporate warrant: uno studio empirico sul mercato italiano," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 51-70.

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