Massimiliano Barbi
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Massimiliano |
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Barbi |
Identifer
Contact
Affiliations
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Alma Mater Studiorum - Università di Bologna
/ Facoltà di Economia
/ Dipartimento di Scienze Aziendali
Research profile
author of:
- Bolstering family control: Evidence from loyalty shares (RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301991)
by Bajo, Emanuele & Barbi, Massimiliano & Bigelli, Marco & Croci, Ettore - Optimal corporate hedging using options with basis and production risk (RePEc:eee:ecofin:v:30:y:2014:i:c:p:56-71)
by Bajo, Emanuele & Barbi, Massimiliano & Romagnoli, Silvia - Gender balance in academia: Evidence from finance departments (RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004642)
by Bajo, Emanuele & Barbi, Massimiliano & Hillier, David - Where should I publish to get promoted? A finance journal ranking based on business school promotions (RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300480)
by Bajo, Emanuele & Barbi, Massimiliano & Hillier, David - The role of time value in convertible bond call policy (RePEc:eee:jbfina:v:36:y:2012:i:2:p:550-563)
by Bajo, Emanuele & Barbi, Massimiliano - The role of institutional investors in public-to-private transactions (RePEc:eee:jbfina:v:37:y:2013:i:11:p:4327-4336)
by Bajo, Emanuele & Barbi, Massimiliano & Bigelli, Marco & Hillier, David - Financial illiteracy and mortgage refinancing decisions (RePEc:eee:jbfina:v:94:y:2018:i:c:p:279-296)
by Bajo, Emanuele & Barbi, Massimiliano - Do firms get what they pay for? A second thought on over-allotment option in IPOs (RePEc:eee:quaeco:v:63:y:2017:i:c:p:219-232)
by Bajo, Emanuele & Barbi, Massimiliano & Petrella, Giovanni - Skewness, basis risk, and optimal futures demand (RePEc:eee:reveco:v:58:y:2018:i:c:p:14-29)
by Barbi, Massimiliano & Romagnoli, Silvia - Crowdfunding practices in and outside the US (RePEc:eee:riibaf:v:42:y:2017:i:c:p:208-223)
by Barbi, Massimiliano & Bigelli, Marco - Human capital, investor trust, and equity crowdfunding (RePEc:eee:riibaf:v:49:y:2019:i:c:p:1-12)
by Barbi, Massimiliano & Mattioli, Sara - Community-level social capital and investment decisions in equity crowdfunding (RePEc:hal:journl:hal-04323945)
by Massimiliano Barbi & Valentina Febo & Giancarlo Giudici - CFO Pay Convexity, Risk Taking and Corporate Hedging (RePEc:hal:journl:hal-04434018)
by M. Barbi & Valentina Febo & I. Massimiliani - Community-level social capital and investment decisions in equity crowdfunding (RePEc:kap:sbusec:v:61:y:2023:i:3:d:10.1007_s11187-022-00724-4)
by Massimiliano Barbi & Valentina Febo & Giancarlo Giudici - Financial Literacy, Households' Investment Behavior, and Risk Propensity (RePEc:mul:jdp901:doi:10.12831/80534:y:2015:i:1:p:157-174)
by Emanuele Bajo & Massimiliano Barbi & Sandro Sandri - La valutazione dei corporate warrant: uno studio empirico sul mercato italiano (RePEc:mul:jqmthn:doi:10.1435/26939:y:2008:i:1:p:51-70)
by Massimiliano Barbi - Enel, Ten Years of Extraordinary Financial Performance (RePEc:pal:palchp:978-1-137-03390-1_6)
by Emanuele Bajo & Massimo Barbi - On the risk-neutral value of debt tax shields (RePEc:taf:apfiec:v:22:y:2012:i:3:p:251-258)
by Massimiliano Barbi - Interest rate risk estimation: a new duration-based approach (RePEc:taf:applec:v:45:y:2013:i:19:p:2697-2704)
by Emanuele Bajo & Massimiliano Barbi & David Hillier - Optimal hedge ratio under a subjective re-weighting of the original measure (RePEc:taf:applec:v:48:y:2016:i:14:p:1271-1280)
by Massimiliano Barbi & Silvia Romagnoli - Diamonds and precious metals for reduction of portfolio tail risk (RePEc:taf:applec:v:52:y:2020:i:26:p:2841-2861)
by Massimiliano Barbi & Hélyette Geman & Silvia Romagnoli - A generalized approach to optimal hedging with option contracts (RePEc:taf:eurjfi:v:21:y:2015:i:9:p:714-733)
by Emanuele Bajo & Massimiliano Barbi & Silvia Romagnoli - Corporate hedging, family firms, and CEO identity (RePEc:taf:eurjfi:v:29:y:2023:i:10:p:1106-1143)
by Massimiliano Barbi & Ottorino Morresi - The risk-shifting effect and the value of a warrant (RePEc:taf:quantf:v:10:y:2010:i:10:p:1203-1213)
by Emanuele Bajo & Massimiliano Barbi - A Copula‐Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio (RePEc:wly:jfutmk:v:34:y:2014:i:7:p:658-675)
by Massimiliano Barbi & Silvia Romagnoli