MORETTO, ENRICO
MORETTO, ENRICO
DIPARTIMENTO DI ECONOMIA, METODI QUANTITATIVI E STRATEGIE DI IMPRESA
Green transition and environmental quality: an evolutionary approach
2024 Cavalli, F; Moretto, E; Naimzada, A
La formula di re Mida
2023 Moretto, E
LST-R: A method for assessing land surface temperature reduction in urban, hot and semi-arid Global South
2023 Tiepolo, M; Galligari, A; Tonolo, F; Moretto, E; Stefani, S
Minimizing the impact of geographical basis risk on weather derivatives
2023 D’Aversa, M; Mainini, A; Moretto, E; Stefani, S; Uberti, P
A remark on some extensions of the mean-variance portfolio selection models
2021 Moretto, E
Competing or collaborating, with no symmetrical behaviour: Leadership opportunities and winning strategies under stability
2021 Stefani, S; Ausloos, M; Concepción, G; Sonubi, A; Candelaria Gil-Fariña, M; Pestano-Gabino, C; Moretto, E
Managing meteorological risk through expected shortfall
2020 Stefani, S; Kutrolli, G; Moretto, E; Kulakov, S
Stochastic dividend discount model: covariance of random stock prices
2019 Agosto, A; Mainini, A; Moretto, E
Managing adverse temperature conditions through hybrid financial instruments
2018 Stefani, S; Moretto, E; Parravicini, M; Cambiaghi, S; Sonubi, A; Kutrolli, G; Tulli, V
Use of copulas for Value-at-Risk calculation and backtesting with an application to italian data
2018 Agosto, A; Mainini, A; Moretto, E
A non-Gaussian option pricing model based on Kaniadakis exponential deformation
2017 Moretto, E; Pasquali, S; Trivellato, B
How Italian companies are monitoring innovation
2016 Arcari, A; Pistoni, A; Moretto, E; Ossola, P; Tonini, D
Option pricing under deformed Gaussian distributions
2016 Moretto, E; Pasquali, S; Trivellato, B
A multiple network approach to corporate governance
2015 Bonacina, F; D’Errico, M; Moretto, E; Stefani, S; Torriero, A; Zambruno, G
Variance matters (in stochastic dividend discount models)
2015 Agosto, A; Moretto, E
Calcolo del valore dell'usufrutto vitalizio; l'infondatezza dei coefficienti "ministeriali"
2013 Busani, A; Moretto, E
Exploiting default probabilities in a structural model with nonconstant barrier
2012 Agosto, A; Moretto, E
Derivative evaluation using recombining trees under stochastic volatility
2010 Moretto, E; Pasquali, S; Trivellato, B
Exact and approximated option pricing in a stochastic volatility jump-diffusion model
2010 D'Ippoliti, F; Moretto, E; Pasquali, S; Trivellato, B
Exact pricing with stochastic volatility and jumps
2010 D'Ippoliti, F; Moretto, E; Pasquali, S; Trivellato, B