IRIS UniCatt

Sbuelz, Alessandro
 Distribuzione geografica
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Continente #
EU - Europa 2.364
NA - Nord America 1.616
AS - Asia 1.072
SA - Sud America 259
AF - Africa 40
OC - Oceania 4
Continente sconosciuto - Info sul continente non disponibili 2
Totale 5.357
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Nazione #
US - Stati Uniti d'America 1.568
IT - Italia 1.037
PL - Polonia 492
SG - Singapore 478
CN - Cina 315
SE - Svezia 254
BR - Brasile 222
UA - Ucraina 122
DE - Germania 83
VN - Vietnam 76
IE - Irlanda 72
FR - Francia 70
GB - Regno Unito 64
IN - India 55
ID - Indonesia 43
RU - Federazione Russa 37
FI - Finlandia 35
CA - Canada 22
NL - Olanda 21
ZA - Sudafrica 20
AR - Argentina 19
BE - Belgio 19
JP - Giappone 19
CH - Svizzera 18
TR - Turchia 16
MX - Messico 13
BD - Bangladesh 12
ES - Italia 12
HK - Hong Kong 10
KR - Corea 9
EC - Ecuador 7
AT - Austria 6
IQ - Iraq 5
RO - Romania 5
RS - Serbia 5
AU - Australia 4
EG - Egitto 4
MA - Marocco 4
MV - Maldive 4
TW - Taiwan 4
AL - Albania 3
CL - Cile 3
DO - Repubblica Dominicana 3
ET - Etiopia 3
IR - Iran 3
KE - Kenya 3
MY - Malesia 3
PY - Paraguay 3
UZ - Uzbekistan 3
AE - Emirati Arabi Uniti 2
CO - Colombia 2
DZ - Algeria 2
IL - Israele 2
JM - Giamaica 2
OM - Oman 2
PH - Filippine 2
PR - Porto Rico 2
SA - Arabia Saudita 2
SV - El Salvador 2
A2 - ???statistics.table.value.countryCode.A2??? 1
AZ - Azerbaigian 1
BB - Barbados 1
BH - Bahrain 1
BN - Brunei Darussalam 1
BO - Bolivia 1
BY - Bielorussia 1
CZ - Repubblica Ceca 1
EU - Europa 1
GR - Grecia 1
HR - Croazia 1
HU - Ungheria 1
JO - Giordania 1
LS - Lesotho 1
LT - Lituania 1
MD - Moldavia 1
MK - Macedonia 1
MN - Mongolia 1
MW - Malawi 1
NI - Nicaragua 1
NO - Norvegia 1
PA - Panama 1
PE - Perù 1
PS - Palestinian Territory 1
SN - Senegal 1
TH - Thailandia 1
TN - Tunisia 1
VE - Venezuela 1
VI - Stati Uniti Isole Vergini 1
Totale 5.357
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Città #
Warsaw 490
Milan 451
Ashburn 212
Singapore 194
Chandler 177
Beijing 87
Ann Arbor 82
Cattolica 76
Dublin 63
Fairfield 61
Jacksonville 54
Wilmington 54
San Mateo 42
Jakarta 38
Hefei 36
Nanjing 36
Seattle 34
Boston 28
Dallas 28
Woodbridge 28
New York 27
Rome 26
Los Angeles 25
Dearborn 24
Frankfurt am Main 24
Houston 24
Princeton 24
Redwood City 24
Ho Chi Minh City 23
Cambridge 22
Hanoi 21
Moscow 20
São Paulo 20
Brussels 17
Nanchang 17
Brescia 16
Mountain View 16
Delhi 15
Zurich 15
Rio de Janeiro 13
Lawrence 12
Turin 12
London 11
Carnate 10
Como 10
Hong Kong 10
Izmir 10
Phoenix 10
Shanghai 10
Busto Arsizio 9
Verona 9
Buffalo 8
Chicago 8
Dong Ket 8
Jinan 8
Tokyo 8
University Park 8
Charlotte 7
Helsinki 7
Legnano 7
Belo Horizonte 6
Beverwijk 6
Denver 6
Hebei 6
Johannesburg 6
Montreal 6
Munich 6
Norwalk 6
San Diego 6
Seoul 6
Simi Valley 6
Stockholm 6
Udine 6
Washington 6
Atlanta 5
Brindisi 5
Genoa 5
Nuremberg 5
Orem 5
Poplar 5
Pretoria 5
San Francisco 5
Albano Sant'Alessandro 4
Belgrade 4
Hounslow 4
Lequile 4
Malé 4
Mascalucia 4
Monza 4
Noida 4
Santa Clara 4
Shenyang 4
Teramo 4
Vienna 4
Vredenburg 4
Addis Ababa 3
Adelfia 3
Amsterdam 3
Asunción 3
Bari 3
Totale 3.057
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Nome #
Quantitative Finance: Problems and Solutions 738
Real options and American derivatives: The double continuation region 380
THE SCHWARTZ AND SMITH (2000) MODEL WITH STATE-DEPENDENT RISK PREMIA 293
The put-call symmetry for American options in the Heston stochastic volatility model 290
Kim and Omberg Revisited: The Duality Approach 274
The put-call symmetry for American options in the Heston stochastic volatility model 272
Structural recovery of face value at default 214
Bail-in vs bail-out: Bank resolution and liability structure 160
Interpreting the oil risk premium: Do oil price shocks matter? 159
Analytical cyclical price-dividend ratios (2012 version) 135
Structural recovery of face value at default 122
Optimal exercise of American put options near maturity: A new economic perspective 121
Real Options and American Derivatives: The Double Continuation Region 116
Understanding and exploiting momentum in stock returns 115
The Linear Relationship Between Expected Returns and Price of Risk 111
Analytical cyclical price–dividend ratios 108
Revisiting corporate growth options in the presence of state-dependent cashflow risk 106
On the exercise of American quanto options 105
Optimal exercise of American put options near maturity: A new economic perspective 98
Reaching nirvana with a defaultable asset? 95
Analytical cyclical price-dividend ratios 94
Real Options and American Derivatives: The Double Continuation Region 92
Dynamic asset allocation with default and systemic risks 92
Non-myopic portfolio choice with unpredictable returns: The jump-to-default case 89
Risk tolerance levels for insurance companies 88
Real options with a double continuation region 85
Closed-form Pricing of Benchmark Equity Default Swaps under the CEV Assumption 85
Equilibrium asset pricing with short rate risk 83
Moment Generating Function and Asset Pricing: A note 83
Dynamic Asset Allocation with Default and Systemic Risks 83
Momentum and Mean Reversion in Strategic Asset Allocation 82
Reaching Nirvana with a Defaultable Asset? 79
Hedging Double Barriers with Singles 76
Analytical American Option Pricing: The Flat-barrier Lower Bound 71
American options with liquidation penalties 69
The value of fighting irreversible demise by softening the irreversible cost 65
Structural Recovery of Face Value at Default 65
Asset prices with locally constrained-entropy recursive multiple-priors utility 64
Systematic equity-based credit risk: A CEV model with jump to default 61
Totale 5.518
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Categoria #
all - tutte 20.966
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 20.966
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021389 0 0 0 0 0 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
2024/2025729 31 23 88 37 83 35 60 20 80 45 114 113
2025/20261.045 282 84 148 192 321 18 0 0 0 0 0 0
Totale 5.518