Flavia Barsotti
Names
| first: | Flavia |
| last: | Barsotti |
Identifer
| RePEc Short-ID: | pba819 |
Contact
Affiliations
-
Università degli Studi di Firenze
/ Scuola di Economia e Management
/ Dipartimento di Matematica per le Decisioni
- EDIRC entry
- location:
Research profile
author of:
- The Value of Timing Risk (RePEc:arx:papers:1701.05695)
by Jiro Akahori & Flavia Barsotti & Yuri Imamura - Asymptotic Static Hedge via Symmetrization (RePEc:arx:papers:1801.04045)
by Jiro Akahori & Flavia Barsotti & Yuri Imamura - The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model (RePEc:bla:ecnote:v:41:y:2012:i:3:p:115-144)
by Flavia Barsotti & Maria Elvira Mancino & Monique Pontier - Lapse risk in life insurance: Correlation and contagion effects among policyholders’ behaviors (RePEc:eee:insuma:v:71:y:2016:i:c:p:317-331)
by Barsotti, Flavia & Milhaud, Xavier & Salhi, Yahia - Performance and determinants of the Merton structural model: Evidence from hedging coefficients (RePEc:eee:jbfina:v:58:y:2015:i:c:p:95-111)
by Barsotti, Flavia & Viva, Luca Del - Estimating the transition matrix of a Markov chain observed at random times (RePEc:eee:stapro:v:94:y:2014:i:c:p:98-105)
by Barsotti, Flavia & De Castro, Yohann & Espinasse, Thibault & Rochet, Paul - Debt Value and Capital Structure with Firm's Net Cash Payouts (RePEc:flo:wpaper:2010-10)
by Flavia Barsotti & Maria Elvira Mancino & Monique Pontier - Corporate Debt Value with Switching Tax Benefits and Payouts (RePEc:flo:wpaper:2011-10)
by Flavia Barsotti & Maria Elvira Mancino & Monique Pontier - Optimal Capital Structure with Endogenous Default and Volatility Risk (RePEc:flo:wpaper:2012-02)
by Flavia Barsotti - Microstructure effect on firm’s volatility risk (RePEc:flo:wpaper:2012-05)
by Flavia Barsotti & Simona Sanfelici - Market Microstructure Effects on Firm Default Risk Evaluation (RePEc:gam:jecnmx:v:4:y:2016:i:3:p:31-:d:73546)
by Flavia Barsotti & Simona Sanfelici - Lapse risk in life insurance: correlation and contagion effects among policyholders' behaviors (RePEc:hal:journl:hal-01282601)
by Flavia Barsotti & Xavier Milhaud & Yahia Salhi - Hedging error as generalized timing risk (RePEc:taf:quantf:v:23:y:2023:i:4:p:693-703)
by J. Akahori & F. Barsotti & Y. Imamura