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Enrico Moretto

Not to be confused with: Enrico Moretti

Personal Details

First Name:Enrico
Middle Name:
Last Name:Moretto
Suffix:
RePEc Short-ID:pmo483
http://www.enricomoretto.it
Dipartimento di Economia via Monte Generoso 71 21100 Varese
Terminal Degree:1998 (from RePEc Genealogy)

Affiliation

Dipartimento di Economia
Facoltà di Economia
Università degli Studi dell'Insubria

Varese, Italy
http://eco.uninsubria.it/dipeco/

: +39 0332 21 5501
+39 0332 21 5509
Via Ravasi 2, 21100 Varese
RePEc:edi:deinsit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alessandra Mainini & Enrico Moretto, 2017. "Extending Yagil exchange ratio determination model to the case of stochastic dividends," Papers 1708.09810, arXiv.org.
  2. Arianna Agosto & Alessandra Mainini & Enrico Moretto, 2016. "Covariance of random stock prices in the Stochastic Dividend Discount Model," Papers 1609.03029, arXiv.org, revised Apr 2017.
  3. Fausto Bonacina & Marco D'Errico & Enrico Moretto & Silvana Stefani & Anna Torriero, 2014. "A Multiple Network Approach to Corporate Governance," Papers 1401.4387, arXiv.org, revised May 2014.
  4. Arianna Agosto & Enrico Moretto, 2013. "Variance matters (in stochastic dividend discount models)," Papers 1311.0236, arXiv.org.
  5. Arianna Agosto & Enrico Moretto, 2010. "Applying default probabilities in an exponential barrier structural model," Economics and Quantitative Methods qf1005, Department of Economics, University of Insubria.
  6. E. Moretto, 2001. "A note on bond immunization and arbitrage in the deterministic setting (con nota introduttiva)," Economics Department Working Papers 2001-ME02, Department of Economics, Parma University (Italy).

Articles

  1. Enrico Moretto & Sara Pasquali & Barbara Trivellato, 2017. "A non-Gaussian option pricing model based on Kaniadakis exponential deformation," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 90(10), pages 1-10, October.
  2. Moretto, Enrico & Pasquali, Sara & Trivellato, Barbara, 2016. "Option pricing under deformed Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 246-263.
  3. Anna Arcari & Anna Pistoni & Enrico Moretto & Paolo Ossola & Daniele Tonini, 2016. "How Italian companies are monitoring innovation," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2016(2), pages 143-165.
  4. Arianna Agosto & Enrico Moretto, 2015. "Variance matters (in stochastic dividend discount models)," Annals of Finance, Springer, vol. 11(2), pages 283-295, May.
  5. Fausto Bonacina & Marco D’Errico & Enrico Moretto & Silvana Stefani & Anna Torriero & Giovanni Zambruno, 2015. "A multiple network approach to corporate governance," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1585-1595, July.
  6. Arianna Agosto & Enrico Moretto, 2012. "Exploiting default probabilities in a structural model with nonconstant barrier," Applied Financial Economics, Taylor & Francis Journals, vol. 22(8), pages 667-679, April.
  7. Fernanda D'Ippoliti & Enrico Moretto & Sara Pasquali & Barbara Trivellato, 2010. "Exact Pricing With Stochastic Volatility And Jumps," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 13(06), pages 901-929.
  8. Enrico Moretto & Giulio Tagliavini, 2009. "Pricing and net profit of operating lease," Managerial Finance, Emerald Group Publishing, vol. 35(10), pages 828-840, August.
  9. Enrico Moretto & Stefano Rossi, 2008. "Exchange ratio determination in a market equilibrium," Managerial Finance, Emerald Group Publishing, vol. 34(4), pages 262-270, March.

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. Fausto Bonacina & Marco D'Errico & Enrico Moretto & Silvana Stefani & Anna Torriero, 2014. "A Multiple Network Approach to Corporate Governance," Papers 1401.4387, arXiv.org, revised May 2014.

    Cited by:

    1. Iñaki Aldasoro & Iván Alves, 2016. "Multiplex interbank networks and systemic importance – An application to European data," ESRB Working Paper Series 20, European Systemic Risk Board.

  2. Arianna Agosto & Enrico Moretto, 2013. "Variance matters (in stochastic dividend discount models)," Papers 1311.0236, arXiv.org.

    Cited by:

    1. Guglielmo D'Amico & Riccardo De Blasis, 2020. "A review of the Dividend Discount Model: from deterministic to stochastic models," Papers 2001.00465, arXiv.org.
    2. Guglielmo D'Amico, 2016. "Generalized semi-Markovian dividend discount model: risk and return," Papers 1605.02472, arXiv.org.
    3. Aziz Issaka & Indranil SenGupta, 2017. "Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index," Annals of Finance, Springer, vol. 13(4), pages 401-434, November.
    4. Vlad Stefan Barbu & Guglielmo D’Amico & Riccardo Blasis, 2017. "Novel advancements in the Markov chain stock model: analysis and inference," Annals of Finance, Springer, vol. 13(2), pages 125-152, May.
    5. Guglielmo D’Amico & Ada Lika & Filippo Petroni, 2019. "Change point dynamics for financial data: an indexed Markov chain approach," Annals of Finance, Springer, vol. 15(2), pages 247-266, June.
    6. Arianna Agosto & Alessandra Mainini & Enrico Moretto, 2016. "Covariance of random stock prices in the Stochastic Dividend Discount Model," Papers 1609.03029, arXiv.org, revised Apr 2017.

Articles

  1. Moretto, Enrico & Pasquali, Sara & Trivellato, Barbara, 2016. "Option pricing under deformed Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 246-263.

    Cited by:

    1. Gzyl, Henryk & Mayoral, Silvia, 2016. "Determination of zero-coupon and spot rates from treasury data by maximum entropy methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 38-50.
    2. Rodrigues, Ana Flávia P. & Cavalcante, Charles C. & Crisóstomo, Vicente L., 2019. "A projection pricing model for non-Gaussian financial returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).

  2. Arianna Agosto & Enrico Moretto, 2015. "Variance matters (in stochastic dividend discount models)," Annals of Finance, Springer, vol. 11(2), pages 283-295, May.
    See citations under working paper version above.
  3. Fausto Bonacina & Marco D’Errico & Enrico Moretto & Silvana Stefani & Anna Torriero & Giovanni Zambruno, 2015. "A multiple network approach to corporate governance," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1585-1595, July.
    See citations under working paper version above.
  4. Fernanda D'Ippoliti & Enrico Moretto & Sara Pasquali & Barbara Trivellato, 2010. "Exact Pricing With Stochastic Volatility And Jumps," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 13(06), pages 901-929.

    Cited by:

    1. Ulyah, Siti Maghfirotul & Lin, Xenos Chang-Shuo & Miao, Daniel Wei-Chung, 2018. "Pricing short-dated foreign equity options with a bivariate jump-diffusion model with correlated fat-tailed jumps," Finance Research Letters, Elsevier, vol. 24(C), pages 113-128.
    2. Rehez Ahlip & Laurence A. F. Park & Ante Prodan, 2017. "Pricing currency options in the Heston/CIR double exponential jump-diffusion model," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-30, March.

  5. Enrico Moretto & Stefano Rossi, 2008. "Exchange ratio determination in a market equilibrium," Managerial Finance, Emerald Group Publishing, vol. 34(4), pages 262-270, March.

    Cited by:

    1. Christian Toll & Thomas Hering, 2017. "Valuation of Company Merger from the Shareholders’ Point of View," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 19(46), pages 836-836, August.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 2 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-RMG: Risk Management (1) 2010-06-26
  2. NEP-SOG: Sociology of Economics (1) 2016-09-18

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