Concepedia

Alessandro Sbuelz

AS

15

Publications

368

Citations

12

H-Index

2002

Active since

Affiliations

University of Milan(Current)

Bocconi University

Tilburg University

University of Parma

Università Cattolica del Sacro Cuore

Alessandro Sbuelz is an author at University of Milan specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsManagementFinancial EconomicsFinancial Risk ManagementBankruptcyCredit RiskEngineering

Publications per year

2002–2022

15

Publications

15

Momentum and Mean Reversion in Strategic Asset Allocation

Ralph S. J. Koijen, Juan Carlos Rodríguez, Alessandro Sbuelz · Management Science · 2009 · 67 citations

Economics, Financial Economics, Asset Pricing +14

Systematic equity-based credit risk: A CEV model with jump to default

Luciano Campi, Simon Polbennikov, Alessandro Sbuelz · Journal of Economic Dynamics and Control · 2008 · 40 citations · Full text

Empirical Finance, Economics, Financial Economics +10

Real Options and American Derivatives: The Double Continuation Region

Anna Battauz, Marzia De Donno, Alessandro Sbuelz · Management Science · 2014 · 40 citations · Full text

Gold Loan, Option Pricing, Economics +11

Asset prices with locally constrained-entropy recursive multiple-priors utility

Alessandro Sbuelz, Fabio Trojani · Journal of Economic Dynamics and Control · 2008 · 37 citations

Asset Pricing, Entropy, Business +3

Momentum and Mean-Reversion in Strategic Asset Allocation

Ralph S. J. Koijen, Juan Carlos Rodríguez, Alessandro Sbuelz · SSRN Electronic Journal · 2009 · 34 citations · Full text

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