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Alessandro Sbuelz

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2020 – today

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2025
[j5]
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Anna Battauz, Marzia De Donno, Alessandro Sbuelz:
American options with liquidation penalties. Comput. Manag. Sci. 22(1): 5 (2025)
2020
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Rajiv Guha, Alessandro Sbuelz, Andrea Tarelli:
Structural recovery of face value at default. Eur. J. Oper. Res. 283(3): 1148-1171 (2020)

2010 – 2019

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2015
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Anna Battauz, Marzia De Donno, Alessandro Sbuelz:
Real Options and American Derivatives: The Double Continuation Region. Manag. Sci. 61(5): 1094-1107 (2015)
2012
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Alessandro Sbuelz, Marco Caliari:
Revisiting corporate growth options in the presence of state-dependent cashflow risk. Eur. J. Oper. Res. 220(1): 286-294 (2012)

2000 – 2009

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2009
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Ralph S. J. Koijen, Juan Carlos Rodríguez, Alessandro Sbuelz:
Momentum and Mean Reversion in Strategic Asset Allocation. Manag. Sci. 55(7): 1199-1213 (2009)

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