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Andrea Gamba

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Personal Details

First Name:Andrea
Middle Name:
Last Name:Gamba
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RePEc Short-ID:pga374
Email:[This author has chosen not to make the email address public]
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Location: Coventry, United Kingdom
Homepage: http://www.wbs.ac.uk/faculty/subjects/fin.cfm
Email:
Phone: +44 (0)24 7652 4306
Fax: +44 (0)24 7652 3719
Postal: +44 (0)24 7652 4306
Handle: RePEc:edi:afwbsuk (more details at EDIRC)
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  1. : Andrea Gamba & : Alexander J. Triantis, 2013. "How Effectively Can Debt Covenants Alleviate Financial Agency Problems?," Working Papers wpn13-08, Warwick Business School, Finance Group.
  2. : Andrea Gamba & : Alessio Saretto, 2013. "Firm Policies and the Cross-Section of CDS Spreads," Working Papers wpn13-09, Warwick Business School, Finance Group.
  3. : Andrea Gamba & : Alexander J. Triantis, 2013. "Corporate Risk Management: Integrating Liquidity, Hedging and Operating Policies," Working Papers wpn13-07, Warwick Business School, Finance Group.
  4. : Gianni De Nicolo & : Andrea Gamba & : Marcella Lucchetta, 2013. "Microprudential Regulation in a Dynamic Model of Banking," Working Papers wpn13-04, Warwick Business School, Finance Group.
  5. De Nicolò, Gianni & Gamba, Andrea & Luccetta, Marcella, 2012. "Capital regulation, liquidity requirements and taxation in a dynamic model of banking," Discussion Papers 10/2012, Deutsche Bundesbank, Research Centre.
  6. : Enzo Fanone & Andrea Gamba & Marcel Prokopczuk, 2011. "The Case of Negative Day-Ahead Electricity Prices," Working Papers wpn11-01, Warwick Business School, Finance Group.
  7. : Andrea Gamba & Carmen Aranda Leon & Alessio Saretto, 2011. "Dynamic Capacity Choice, Dynamic Capital Structure and Credit Risk," Working Papers wpn11-03, Warwick Business School, Finance Group.
  8. Andrea Gamba & Matteo Tesser, 2008. "Structural Estimation of Real Options Models," Working Papers wpn08-01, Warwick Business School, Finance Group.
  9. Andrea Gamba & Alexander J. Triantis, 2008. "Valuing Corporate Financing Strategies," Working Papers wpn08-02, Warwick Business School, Finance Group.
  10. Andrea GAMBA & Nicola FUSARI, 2008. "Valuing modularity as a real option," Swiss Finance Institute Research Paper Series 08-20, Swiss Finance Institute.
  11. Andrea Gamba & Leon Gordon & Carmen Aranda Leon, 2008. "Investment Under Uncertainty, Debt and Taxes," Working Papers wpn08-03, Warwick Business School, Finance Group.
  12. Andrea Gamba & Lenos Trigeorgis, 2007. "An Improved Binomial Lattice Method for Multi-Dimensional Options," Working Papers wpn07-01, Warwick Business School, Finance Group.
  13. Andrea Gamba & Carmen Aranda Leon & Daniele Poiega, 2007. "Investment and Credit Risk: a Structural Approach," Working Papers wpn07-03, Warwick Business School, Finance Group.
  14. Andrea Gamba & Alexander J. Triantis, 2007. "The Value of Financial Flexibility," Working Papers wpn07-02, Warwick Business School, Finance Group.
  15. Andrea Gamba & Ricardo Rigon, 2007. "The Value of Embedded Real Options: Evidence from Consumer Automobile Lease Contracts - A Note," Working Papers wpn07-04, Warwick Business School, Finance Group.
  16. Gordon Sick & Andrea Gamba, 2005. "Some Important Issues Involving Real Options," Working Papers wpn05-02, Warwick Business School, Finance Group.
  17. Andrea Gamba & Alberto Micalizzi, 2004. "Product Development and Market Expansion: A Real Options Model," Working Papers wpn04-03, Warwick Business School, Finance Group.
  18. Andrea Gamba, 2002. "Real options Valuation: A Monte Carol Approach," Working Papers wpn02-02, Warwick Business School, Finance Group.
  19. A. Gamba & P. Pellizzari, 1999. "Utility based pricing of contingent claims," Finance 9902003, EconWPA, revised 14 Oct 2002.
    RePEc:ver:wpaper:2 is not listed on IDEAS
    RePEc:ver:wpaper:1 is not listed on IDEAS
  1. Fanone, Enzo & Gamba, Andrea & Prokopczuk, Marcel, 2013. "The case of negative day-ahead electricity prices," Energy Economics, Elsevier, vol. 35(C), pages 22-34.
  2. 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.
  3. Andrea Gamba & Nicola Fusari, 2009. "Valuing Modularity as a Real Option," Management Science, INFORMS, vol. 55(11), pages 1877-1896, November.
  4. 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.
  5. 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.
  6. 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, 02.
  7. Andrea Gamba & Alexander Triantis, 2008. "The Value of Financial Flexibility," Journal of Finance, American Finance Association, vol. 63(5), pages 2263-2296, October.
  8. 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, 03.
  9. 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.
  10. Andrea Gamba & Francesco Rossi, 1998. "A three-moment based portfolio selection model," Decisions in Economics and Finance, Springer, vol. 21(1), pages 25-48, June.
  11. Andrea Gamba, 1995. "Un approccio unificato alla dominanza temporale," Decisions in Economics and Finance, Springer, vol. 18(2), pages 229-243, September.
8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2012-04-23 2012-05-22 2013-12-20. Author is listed
  2. NEP-BEC: Business Economics (1) 2013-12-20
  3. NEP-CBA: Central Banking (3) 2012-04-23 2012-05-22 2013-12-20. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (1) 2012-05-22
  5. NEP-MIC: Microeconomics (1) 1999-02-15
  6. NEP-REG: Regulation (1) 2012-04-23
  7. NEP-RMG: Risk Management (1) 2013-12-20
This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Simple Impact Factor
  2. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  3. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

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