IRIS UniCatt

Sbuelz, Alessandro
 Distribuzione geografica
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Continente #
EU - Europa 2.193
NA - Nord America 1.311
AS - Asia 512
SA - Sud America 52
AF - Africa 17
OC - Oceania 4
Continente sconosciuto - Info sul continente non disponibili 2
Totale 4.091
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Nazione #
US - Stati Uniti d'America 1.299
IT - Italia 973
PL - Polonia 484
SE - Svezia 248
SG - Singapore 195
CN - Cina 167
UA - Ucraina 122
IE - Irlanda 71
DE - Germania 63
FR - Francia 52
BR - Brasile 44
GB - Regno Unito 42
IN - India 42
ID - Indonesia 38
RU - Federazione Russa 31
FI - Finlandia 30
BE - Belgio 19
NL - Olanda 16
JP - Giappone 15
TR - Turchia 14
CH - Svizzera 13
VN - Vietnam 12
ZA - Sudafrica 10
CA - Canada 9
AR - Argentina 5
AT - Austria 5
ES - Italia 5
KR - Corea 5
RO - Romania 5
RS - Serbia 5
AU - Australia 4
MV - Maldive 4
TW - Taiwan 4
AL - Albania 3
BD - Bangladesh 3
MA - Marocco 3
UZ - Uzbekistan 3
EC - Ecuador 2
HK - Hong Kong 2
IR - Iran 2
MY - Malesia 2
PH - Filippine 2
PR - Porto Rico 2
A2 - ???statistics.table.value.countryCode.A2??? 1
CL - Cile 1
CZ - Repubblica Ceca 1
DO - Repubblica Dominicana 1
DZ - Algeria 1
EU - Europa 1
GR - Grecia 1
HU - Ungheria 1
IL - Israele 1
LS - Lesotho 1
MD - Moldavia 1
MK - Macedonia 1
MW - Malawi 1
NO - Norvegia 1
TH - Thailandia 1
TN - Tunisia 1
Totale 4.091
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Città #
Warsaw 484
Milan 409
Chandler 177
Ashburn 166
Singapore 109
Ann Arbor 82
Cattolica 76
Dublin 63
Fairfield 61
Jacksonville 54
Wilmington 54
San Mateo 42
Jakarta 38
Beijing 37
Nanjing 36
Seattle 34
Woodbridge 28
Boston 27
Dearborn 24
Princeton 24
Redwood City 24
Rome 24
Houston 23
Cambridge 22
Moscow 19
Brussels 17
Nanchang 17
Brescia 16
Mountain View 16
Delhi 13
Lawrence 12
Turin 12
Carnate 10
Como 10
Izmir 10
Zurich 10
Busto Arsizio 9
New York 9
Shanghai 9
Verona 9
Dong Ket 8
Frankfurt am Main 8
Jinan 8
London 8
University Park 8
Helsinki 7
Legnano 7
Beverwijk 6
Hebei 6
Norwalk 6
San Diego 6
Simi Valley 6
Udine 6
Brindisi 5
Pretoria 5
Rio de Janeiro 5
Washington 5
Albano Sant'Alessandro 4
Belgrade 4
Chicago 4
Hanoi 4
Hounslow 4
Lequile 4
Los Angeles 4
Malé 4
Mascalucia 4
Monza 4
Nuremberg 4
Shenyang 4
Teramo 4
Tokyo 4
Vienna 4
Adelfia 3
Bari 3
Boardman 3
Buenos Aires 3
Bulgarograsso 3
Cassano Magnago 3
Changchun 3
Charlotte 3
Chiavari 3
Cremona 3
Dallas 3
Falls Church 3
Freiburg im Breisgau 3
Fremont 3
Genoa 3
Guiyang 3
Hangzhou 3
Jaipur 3
Kessel 3
Mumbai 3
Munich 3
Noida 3
Palazzolo sull'Oglio 3
Palermo 3
Phoenix 3
Pune 3
Robecchetto con Induno 3
San Giuliano Milanese 3
Totale 2.570
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Nome #
Quantitative Finance: Problems and Solutions 642
Real options and American derivatives: The double continuation region 349
The put-call symmetry for American options in the Heston stochastic volatility model 264
THE SCHWARTZ AND SMITH (2000) MODEL WITH STATE-DEPENDENT RISK PREMIA 261
The put-call symmetry for American options in the Heston stochastic volatility model 248
Kim and Omberg Revisited: The Duality Approach 235
Structural recovery of face value at default 168
Bail-in vs bail-out: Bank resolution and liability structure 130
Interpreting the oil risk premium: Do oil price shocks matter? 125
Analytical cyclical price-dividend ratios (2012 version) 102
Structural recovery of face value at default 93
Real Options and American Derivatives: The Double Continuation Region 84
Optimal exercise of American put options near maturity: A new economic perspective 84
Analytical cyclical price–dividend ratios 82
Analytical cyclical price-dividend ratios 78
Understanding and exploiting momentum in stock returns 71
Dynamic asset allocation with default and systemic risks 70
Real options with a double continuation region 68
The Linear Relationship Between Expected Returns and Price of Risk 67
Risk tolerance levels for insurance companies 67
Real Options and American Derivatives: The Double Continuation Region 67
Reaching nirvana with a defaultable asset? 66
Moment Generating Function and Asset Pricing: A note 65
Optimal exercise of American put options near maturity: A new economic perspective 65
Closed-form Pricing of Benchmark Equity Default Swaps under the CEV Assumption 64
Non-myopic portfolio choice with unpredictable returns: The jump-to-default case 64
On the exercise of American quanto options 60
Momentum and Mean Reversion in Strategic Asset Allocation 54
Hedging Double Barriers with Singles 53
Analytical American Option Pricing: The Flat-barrier Lower Bound 52
Reaching Nirvana with a Defaultable Asset? 48
Structural Recovery of Face Value at Default 47
Revisiting corporate growth options in the presence of state-dependent cashflow risk 46
Dynamic Asset Allocation with Default and Systemic Risks 46
Asset prices with locally constrained-entropy recursive multiple-priors utility 45
The value of fighting irreversible demise by softening the irreversible cost 41
Equilibrium asset pricing with short rate risk 40
Systematic equity-based credit risk: A CEV model with jump to default 40
Totale 4.251
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Categoria #
all - tutte 16.714
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 16.714
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/202085 0 0 0 0 0 0 0 0 0 0 45 40
2020/2021591 24 60 16 39 63 27 75 20 60 24 41 142
2021/2022548 46 37 73 40 53 32 13 33 33 30 84 74
2022/2023781 66 105 98 48 86 99 39 68 78 24 54 16
2023/2024584 20 102 82 84 46 54 41 30 8 25 52 40
2024/2025507 31 23 88 37 83 35 60 20 80 45 5 0
Totale 4.251