| Momentum and mean reversion in strategic asset allocation RSJ Koijen, JC Rodriguez, A Sbuelz Management science 55 (7), 1199-1213, 2009 | 90 | 2009 |
| Systematic equity-based credit risk: A CEV model with jump to default L Campi, S Polbennikov, A Sbuelz Journal of Economic Dynamics and Control 33 (1), 93-108, 2009 | 50 | 2009 |
| Real options and American derivatives: The double continuation region A Battauz, M De Donno, A Sbuelz Management Science 61 (5), 1094-1107, 2015 | 41 | 2015 |
| Asset prices with locally constrained-entropy recursive multiple-priors utility A Sbuelz, F Trojani Journal of Economic Dynamics and Control 32 (11), 3695-3717, 2008 | 38 | 2008 |
| Closed-form pricing of benchmark equity default swaps under the CEV assumption L Campi, A Sbuelz CentER Discussion Paper Series, 2005 | 29 | 2005 |
| A simplified way of incorporating model risk, estimation risk and robustness in mean variance portfolio management F Cavadini, A Sbuelz, F Trojani Working paper, 2001 | 29 | 2001 |
| Real options with a double continuation region A Battauz, MD Donno, A Sbuelz Quantitative Finance 12 (3), 465-475, 2012 | 23 | 2012 |
| Hedging double barriers with singles A Sbuelz International Journal of Theoretical and Applied Finance 8 (03), 393-407, 2005 | 20 | 2005 |
| Interpreting the oil risk premium: Do oil price shocks matter? D Valenti, M Manera, A Sbuelz Energy Economics 91, 104906, 2020 | 18 | 2020 |
| Assessing credit with equity: A cev model with jump to default L Campi, SY Polbennikov, A Sbuelz | 17 | 2005 |
| Equilibrium asset pricing with time-varying pessimism A Sbuelz, F Trojani EFA 2003 Annual Conference Paper, 2002 | 16 | 2002 |
| Reaching nirvana with a defaultable asset? A Battauz, M De Donno, A Sbuelz Decisions in Economics and Finance 40, 31-52, 2017 | 14 | 2017 |
| Revisiting corporate growth options in the presence of state-dependent cashflow risk A Sbuelz, M Caliari European journal of operational research 220 (1), 286-294, 2012 | 13 | 2012 |
| Kim and Omberg revisited: the duality approach A Battauz, M De Donno, A Sbuelz Journal of Probability and Statistics 2015, 2015 | 12 | 2015 |
| Structural rfv: Recovery form and defaultable debt analysis R Guha, A Sbuelz | 12 | 2003 |
| Bail-in vs bail-out: Bank resolution and liability structure L Leanza, A Sbuelz, A Tarelli International Review of Financial Analysis 73, 101642, 2021 | 11 | 2021 |
| Structural recovery of face value at default R Guha, A Sbuelz, A Tarelli European Journal of Operational Research 283 (3), 1148-1171, 2020 | 11 | 2020 |
| On the exercise of American quanto options A Battauz, M De Donno, A Sbuelz Preprint, 2017 | 11* | 2017 |
| The put-call symmetry for American options in the Heston stochastic volatility model A Battauz, M De Donno, A Sbuelz Math. Finance Lett. 2014, Article ID 7, 2014 | 6 | 2014 |
| The value of fighting irreversible demise by softening the irreversible cost P Magis, A Sbuelz International Journal of Theoretical and Applied Finance 9 (04), 503-516, 2006 | 6 | 2006 |
Marzia De DonnoAssociate Professor of financial mathematics, Università Cattolica del Sacro Cuore, MIlanoVerified email at unicatt.it
