CRIS Current Research Information System

BARBI, MASSIMILIANO

BARBI, MASSIMILIANO  

DIPARTIMENTO DI SCIENZE AZIENDALI  

Docenti di ruolo di Ia fascia  

Barbi M; E.
Barbi; M.BARBI  

Mostra records
Risultati 1 - 20 di 33 (tempo di esecuzione: 0.042 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
Corporate hedging, family firms, and CEO identity Barbi, M., Morresi, O. 9999-01-01 EUROPEAN JOURNAL OF FINANCE - 1.01 Articolo in rivista -
CFO pay convexity, risk taking and corporate hedging Barbi, Massimiliano; Febo, Valentina; Massimiliani, Irene 2024-01-01 EUROPEAN FINANCIAL MANAGEMENT - 1.01 Articolo in rivista CFO_pay_convexity.pdf
Finanza aziendale: problemi, esercizi, domande Bajo, E.; Barbi, M; Sandri, S. 2024-01-01 - Maggioli Editore 3.01 Monografia / trattato scientifico in forma di libro -
Gender balance in academia: Evidence from finance departments Bajo, Emanuele; Barbi, Massimiliano; Hillier, David 2024-01-01 INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS - 1.01 Articolo in rivista 2024_BBH_IRFA.pdf
Riflessioni su costo opportunità del capitale e premi per il rischio Massimiliano Barbi; Sandro Sandri 2024-01-01 - Franco Angeli 2.01 Capitolo / saggio in libro 2024_Franco_Angeli.pdf
Community-level social capital and investment decisions in equity crowdfunding Barbi, Massimiliano; Febo, Valentina; Giudici, Giancarlo 2023-01-01 SMALL BUSINESS ECONOMICS - 1.01 Articolo in rivista 2022_SBE_Postprint.pdf
Corporate hedging, family firms, and CEO identity Barbi, M; Morresi, O 2023-01-01 EUROPEAN JOURNAL OF FINANCE - 1.01 Articolo in rivista BM_EJF_Forthcoming_Postprint.pdf
Bolstering Family Control: Evidence from Loyalty Shares Bajo, E., Barbi, M., Bigelli, M.; Croci, E. 2020-01-01 JOURNAL OF CORPORATE FINANCE - 1.01 Articolo in rivista Bolstering_Family_Control.pdf
Diamonds and Precious Metals for Reduction of Portfolio Tail Risk Barbi, M.; Geman, H.; Romagnoli, S.; 2020-01-01 APPLIED ECONOMICS - 1.01 Articolo in rivista Diamonds.pdf
Where should I publish to get promoted? A finance journal ranking based on business school promotions Bajo, E., Barbi, M., Hillier, D. 2020-01-01 JOURNAL OF BANKING & FINANCE - 1.01 Articolo in rivista Bajo_etal_JBF_2020_Where_should_I_publish_to_get_promoted.pdf
Human capital, investor trust, and equity crowdfunding Barbi, Massimiliano, Mattioli, Sara 2019-01-01 RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE - 1.01 Articolo in rivista -
Financial Illiteracy and Mortgage Refinancing Decisions Emanuele Bajo; Massimiliano Barbi 2018-01-01 JOURNAL OF BANKING & FINANCE - 1.01 Articolo in rivista -
Skewness, Basis Risk, and Optimal Futures Demand Massimiliano Barbi; Silvia Romagnoli 2018-01-01 INTERNATIONAL REVIEW OF ECONOMICS & FINANCE - 1.01 Articolo in rivista -
Crowdfunding Practices In and Outside the US Massimiliano Barbi; Marco Bigelli 2017-01-01 RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE - 1.01 Articolo in rivista -
Do firms get what they pay for? A second thought on over-allotment option in IPOs Bajo, Emanuele; Barbi, Massimiliano; Petrella, Giovanni 2017-01-01 THE QUARTERLY REVIEW OF ECONOMICS AND FINANCE: JOURNAL OF THE MIDWEST ECONOMICS ASSOCIATION - 1.01 Articolo in rivista -
Optimal hedge ratio under a subjective re-weighting of the original measure Barbi, Massimiliano; Romagnoli, Silvia 2016-01-01 APPLIED ECONOMICS - 1.01 Articolo in rivista -
A generalized approach to optimal hedging with option contracts Bajo E.; Barbi M.; Romagnoli S. 2015-01-01 EUROPEAN JOURNAL OF FINANCE - 1.01 Articolo in rivista -
Financial Literacy, Households' Investment Behavior, and Risk Propensity Bajo, Emanuele; Barbi, Massimiliano; Sandri, Sandro 2015-01-01 JOURNAL OF FINANCIAL MANAGEMENT, MARKETS AND INSTITUTIONS - 1.01 Articolo in rivista 2015_JFMI.pdf
A Copula-Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio Barbi M; Romagnoli S 2014-01-01 THE JOURNAL OF FUTURES MARKETS - 1.01 Articolo in rivista -
Optimal Corporate Hedging Using Options with Basis and Production Risk M. Barbi; E. Bajo; S. Romagnoli 2014-01-01 THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE - 1.01 Articolo in rivista -