|[This author has chosen not to make the email address public]|
|Terminal Degree:||1994 Dipartimento di Matematica Applicata alle Scienze Economiche, Statistiche e Attuariali "Bruno di Finetti"; Facoltà di Economia; Università degli Studi di Trieste (from RePEc Genealogy)|
Finance Group Coventry, United Kingdom
Warwick Business School
University of Warwick
RePEc:edi:afwbsuk (more details at EDIRC)
Research outputJump to: Working papers Articles
- Douglas Gale & Andrea Gamba & Marcella Lucchetta, 2018. "Dynamic Bank Capital Regulation in Equilibrium," 2018 Meeting Papers 680, Society for Economic Dynamics.
- De Nicolò, Gianni & Gamba, Andrea & Luccetta, Marcella, 2012.
"Capital regulation, liquidity requirements and taxation in a dynamic model of banking,"
10/2012, Deutsche Bundesbank.
- Di Nicolo, G. & Gamba, A. & Lucchetta, M., 2011. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," Other publications TiSEM 0f34a0b6-9a62-4158-9b5c-7, Tilburg University, School of Economics and Management.
- Mr. Gianni De Nicolo & Marcella Lucchetta & Mr. Andrea Gamba, 2012. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," IMF Working Papers 2012/072, International Monetary Fund.
- 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.
- Di Nicolo, G. & Gamba, A. & Lucchetta, M., 2011. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," Other publications TiSEM 58ac9f00-92d7-497b-a76f-e, Tilburg University, School of Economics and Management.
- Andrea GAMBA & Nicola FUSARI, 2008. "Valuing modularity as a real option," Swiss Finance Institute Research Paper Series 08-20, Swiss Finance Institute.
- Andrea Gamba, 2003. "Valutazione di attività reali in condizioni di incertezza e flessibilità," Working Papers 02/2003, University of Verona, Department of Economics.
- Andrea Gamba & Alberto Micalizzi, 2002. "Product Development and Market Expansion: a Valuation Approach Based on Real Options," Working Papers 01/2002, University of Verona, Department of Economics.
- A. Gamba & P. Pellizzari, 1999. "Utility based pricing of contingent claims," Finance 9902003, University Library of Munich, Germany, revised 14 Oct 2002.
- Andrea Gamba & Alessio Saretto, 2020. "Growth Options and Credit Risk," Management Science, INFORMS, vol. 66(9), pages 4269-4291, September.
- Marco Bianco & Andrea Gamba, 2019. "Inventory and Corporate Risk Management," Review of Corporate Finance Studies, Oxford University Press, vol. 8(1), pages 97-145.
- Danis, András & Gamba, Andrea, 2018. "The real effects of credit default swaps," Journal of Financial Economics, Elsevier, vol. 127(1), pages 51-76.
- Andrea Gamba & Alexander J. Triantis, 2014. "Corporate Risk Management: Integrating Liquidity, Hedging, and Operating Policies," Management Science, INFORMS, vol. 60(1), pages 246-264, January.
- Gianni De Nicolò & Andrea Gamba & Marcella Lucchetta, 2014. "Microprudential Regulation in a Dynamic Model of Banking," Review of Financial Studies, Society for Financial Studies, vol. 27(7), pages 2097-2138.
- Fanone, Enzo & Gamba, Andrea & Prokopczuk, Marcel, 2013. "The case of negative day-ahead electricity prices," Energy Economics, Elsevier, vol. 35(C), pages 22-34.
- Gordon Sick & Andrea Gamba, 2010. "Some Important Issues Involving Real Options: An Overview," Multinational Finance Journal, Multinational Finance Journal, vol. 14(1-2), pages 73-123, March-Jun.
- 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.
- Andrea Gamba & Nicola Fusari, 2009. "Valuing Modularity as a Real Option," Management Science, INFORMS, vol. 55(11), pages 1877-1896, November.
- Andrea Gamba & Alexander Triantis, 2008. "The Value of Financial Flexibility," Journal of Finance, American Finance Association, vol. 63(5), pages 2263-2296, October.
- 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, February.
- 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.
- 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.
- 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, March.
- Andrea Gamba & Francesco Rossi, 1998. "A three-moment based portfolio selection model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 21(1), pages 25-48, June.
- Andrea Gamba, 1995. "Un approccio unificato alla dominanza temporale," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 18(2), pages 229-243, September.
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