Enrico Moretto

Personal Details

First Name:	Enrico
Middle Name:
Last Name:	Moretto
Suffix:
RePEc Short-ID:	pmo483
	[This author has chosen not to make the email address public]
	https://www.unimib.it/enrico-moretto
	Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università di Milano-Bicocca stanza 3057 - edificio U6 Piazza dell'Ateneo Nuovo, 1 - 20126 Milano
Twitter:	@enrico_moretto
Terminal Degree:	1998 (from RePEc Genealogy)

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 Cavalli & Ahmad Naimzada & Enrico Moretto, 2023. "Dynamical analysis of evolutionary transition toward sustainable technologies," Working Papers 510, University of Milano-Bicocca, Department of Economics.

   Cited by:

   1. Cavalli, Fausto & Naimzada, Ahmad & Visetti, Daniela, 2024. "Dynamical analysis of healthcare policy effects in an integrated economic-epidemiological model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 221(C), pages 315-336.
      • Fausto Cavalli & Ahmad Naimzada & Daniela Visetti, 2023. "Dynamical analysis of healthcare policy effects in an integrated economic-epidemiological model," Working Papers 521, University of Milano-Bicocca, Department of Economics.
   2. Fausto Cavalli & Alessandra Mainini & Daniela Visetti, 2024. "The role of taxation in an integrated economic-environmental model: a dynamical analysis," Working Papers 530, University of Milano-Bicocca, Department of Economics.

2. 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.
   • 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.

   Cited by:

   1. Aldasoro, Iñaki & Alves, Iván, 2016. "Multiplex interbank networks and systemic importance – An application to European data," ESRB Working Paper Series 20, European Systemic Risk Board.
      • Aldasoro, Iñaki & Alves, Iván, 2018. "Multiplex interbank networks and systemic importance: An application to European data," Journal of Financial Stability, Elsevier, vol. 35(C), pages 17-37.
      • Aldasoro, Iñaki & Alves, Iván, 2015. "Multiplex interbank networks and systemic importance: An application to European data," SAFE Working Paper Series 102 [rev.], Leibniz Institute for Financial Research SAFE, revised 2015.
      • Aldasoro, Iñaki & Alves, Iván, 2016. "Multiplex interbank networks and systemic importance: an application to European data," Working Paper Series 1962, European Central Bank.
      • Aldasoro, Iñaki & Alves, Iván, 2015. "Multiplex interbank networks and systemic importance: An application to European data," SAFE Working Paper Series 102, Leibniz Institute for Financial Research SAFE.
      • Iñaki Aldasoro & Ivan Alves, 2017. "Multiplex interbank networks and systemic importance - An application to European data," BIS Working Papers 603, Bank for International Settlements.
   2. An Zeng & Stefano Battiston, 2016. "The Multiplex Network of EU Lobby Organizations," PLOS ONE, Public Library of Science, vol. 11(10), pages 1-15, October.

3. Arianna Agosto & Enrico Moretto, 2013. "Variance matters (in stochastic dividend discount models)," Papers 1311.0236, arXiv.org.
   • Arianna Agosto & Enrico Moretto, 2015. "Variance matters (in stochastic dividend discount models)," Annals of Finance, Springer, vol. 11(2), pages 283-295, May.

   Cited by:

   1. Guglielmo D'Amico, 2016. "Generalized semi-Markovian dividend discount model: risk and return," Papers 1605.02472, arXiv.org.
   2. 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.
   3. 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.
   4. Guglielmo D'Amico & Riccardo De Blasis, 2020. "A review of the Dividend Discount Model: from deterministic to stochastic models," Papers 2001.00465, arXiv.org.
   5. D'Amico, Guglielmo & De Blasis, Riccardo, 2024. "Dividend based risk measures: A Markov chain approach," Applied Mathematics and Computation, Elsevier, vol. 471(C).
   6. 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.
   7. Arianna Agosto & Alessandra Mainini & Enrico Moretto, 2019. "Stochastic dividend discount model: covariance of random stock prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(3), pages 552-568, July.
   8. 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.
   9. Battulga Gankhuu, 2022. "Augmented Dynamic Gordon Growth Model," Papers 2201.06012, arXiv.org, revised Sep 2024.

Articles

1. Stefani, Silvana & Ausloos, Marcel & González-Concepción, Concepción & Sonubi, Adeyemi & Gil-Fariña, Ma Candelaria & Pestano-Gabino, Celina & Moretto, Enrico, 2021. "Competing or collaborating, with no symmetrical behaviour: Leadership opportunities and winning strategies under stability," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 187(C), pages 489-504.

   Cited by:

   1. Ren, Jing & Sun, Hao & Xu, Genjiu & Hou, Dongshuang, 2023. "Convergence of output dynamics in duopoly co-opetition model with incomplete information," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 207(C), pages 209-225.

2. Arianna Agosto & Alessandra Mainini & Enrico Moretto, 2019. "Stochastic dividend discount model: covariance of random stock prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(3), pages 552-568, July.

   Cited by:

   1. Battulga Gankhuu, 2023. "Parameter Estimation Methods of Required Rate of Return," Papers 2305.19708, arXiv.org, revised Aug 2023.
   2. Guglielmo D'Amico & Riccardo De Blasis, 2020. "A review of the Dividend Discount Model: from deterministic to stochastic models," Papers 2001.00465, arXiv.org.
   3. D'Amico, Guglielmo & De Blasis, Riccardo, 2024. "Dividend based risk measures: A Markov chain approach," Applied Mathematics and Computation, Elsevier, vol. 471(C).

3. 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.

   Cited by:

   1. da Silva, Sérgio Luiz Eduardo Ferreira & dos Santos Lima, Gustavo Zampier & de Araújo, João Medeiros & Corso, Gilberto, 2021. "Extensive and nonextensive statistics in seismic inversion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).

4. 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. Vigelis, Rui F. & de Andrade, Luiza H.F. & Cavalcante, Charles C., 2020. "Conditions for the existence of a generalization of Rényi divergence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 558(C).
   2. 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.
   3. 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).

5. 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.

   Cited by:

   1. Simona Alfiero & Laura Broccardo & Massimo Cane & Alfredo Esposito, 2018. "High Performance Through Innovation Process Management in SMEs. Evidence from the Italian wine sector," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2018(3), pages 87-110.
   2. Rebecca Levy Orelli & Filippo Zanin, 2021. "Governing the firm: Innovation, performance and risk," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2021(suppl. 2), pages 5-14.
   3. Simone Aresu & Luigi Rombi & Andrea Cardia, 2019. "Management accounting systems in venture capital-backed start-up companies," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2019(3), pages 35-58.
   4. Anna Maria Arcari, 2018. "Preventing crises and managing turnaround processes in SMEs The role of economic measurement tools," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2018(3), pages 131-155.

6. Arianna Agosto & Enrico Moretto, 2015. "Variance matters (in stochastic dividend discount models)," Annals of Finance, Springer, vol. 11(2), pages 283-295, May.
   • Arianna Agosto & Enrico Moretto, 2013. "Variance matters (in stochastic dividend discount models)," Papers 1311.0236, arXiv.org.
   See citations under working paper version above.
7. 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.
   • 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.
   See citations under working paper version above.
8. 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. 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.
   2. 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.

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 5 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 (2) 2010-06-26 2024-01-29
2. NEP-CFN: Corporate Finance (1) 2024-01-29
3. NEP-ENE: Energy Economics (1) 2023-02-27
4. NEP-ENV: Environmental Economics (1) 2023-02-27
5. NEP-EVO: Evolutionary Economics (1) 2023-02-27
6. NEP-SOG: Sociology of Economics (1) 2016-09-18
7. NEP-TID: Technology and Industrial Dynamics (1) 2023-02-27

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