Alessandro Sbuelz

474 total citations
38 papers, 281 citations indexed

About

Alessandro Sbuelz is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Alessandro Sbuelz has authored 38 papers receiving a total of 281 indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Finance, 17 papers in Economics and Econometrics and 4 papers in General Economics, Econometrics and Finance. Recurrent topics in Alessandro Sbuelz's work include Stochastic processes and financial applications (25 papers), Financial Markets and Investment Strategies (13 papers) and Capital Investment and Risk Analysis (12 papers). Alessandro Sbuelz is often cited by papers focused on Stochastic processes and financial applications (25 papers), Financial Markets and Investment Strategies (13 papers) and Capital Investment and Risk Analysis (12 papers). Alessandro Sbuelz collaborates with scholars based in Italy, United States and Netherlands. Alessandro Sbuelz's co-authors include Fabio Trojani, Ralph S. J. Koijen, Juan Carlos Rodríguez, Luciano Campi, Marco Caliari, Matteo Manera, Andrea Tarelli, Janusz Gajda and Juan Carlos Rodrı́guez and has published in prestigious journals such as SHILAP Revista de lepidopterología, Management Science and European Journal of Operational Research.

In The Last Decade

Alessandro Sbuelz

35 papers receiving 270 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Alessandro Sbuelz Italy	10	261	126	51	44	26	38	281
Yuliya Plyakha Luxembourg	5	264 1.0×	145 1.2×	65 1.3×	49 1.1×	49 1.9×	6	292
Natalia Sizova United States	7	242 0.9×	177 1.4×	31 0.6×	79 1.8×	20 0.8×	13	273
José Renato Haas Ornelas Brazil	9	153 0.6×	120 1.0×	53 1.0×	38 0.9×	63 2.4×	38	209
Jinghong Shu China	7	289 1.1×	212 1.7×	19 0.4×	51 1.2×	19 0.7×	12	329
Patrice Poncet France	11	214 0.8×	165 1.3×	41 0.8×	56 1.3×	47 1.8×	43	269
Cheng Few Lee United States	8	169 0.6×	164 1.3×	20 0.4×	58 1.3×	59 2.3×	12	232
José Valentim Machado Vicente Brazil	10	234 0.9×	102 0.8×	26 0.5×	126 2.9×	14 0.5×	42	272
Xiaoneng Zhu China	8	216 0.8×	199 1.6×	69 1.4×	101 2.3×	49 1.9×	32	304
Marius Rodriguez United States	8	186 0.7×	173 1.4×	12 0.2×	99 2.3×	16 0.6×	10	262
Mete Kılıç United States	7	221 0.8×	220 1.7×	25 0.5×	95 2.2×	37 1.4×	15	304

Countries citing papers authored by Alessandro Sbuelz

Since Specialization

Citations

This map shows the geographic impact of Alessandro Sbuelz's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alessandro Sbuelz with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alessandro Sbuelz more than expected).

Fields of papers citing papers by Alessandro Sbuelz

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alessandro Sbuelz. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alessandro Sbuelz. The network helps show where Alessandro Sbuelz may publish in the future.

Co-authorship network of co-authors of Alessandro Sbuelz

This figure shows the co-authorship network connecting the top 25 collaborators of Alessandro Sbuelz. A scholar is included among the top collaborators of Alessandro Sbuelz based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alessandro Sbuelz. Alessandro Sbuelz is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Manera, Matteo, et al.. (2020). Interpreting the oil risk premium: Do oil price shocks matter?. Energy Economics. 91. 104906–104906. 11 indexed citations

Sbuelz, Alessandro, et al.. (2020). Bail-in vs bail-out: Bank resolution and liability structure. International Review of Financial Analysis. 73. 101642–101642. 6 indexed citations

Sbuelz, Alessandro, et al.. (2019). Bail-In vs Bail-Out: Bank Resolution and Liability Structure. SSRN Electronic Journal. 1 indexed citations

Sbuelz, Alessandro, et al.. (2017). Non‐myopic portfolio choice with unpredictable returns: The jump‐to‐default case. European Financial Management. 24(2). 192–208. 4 indexed citations

Sbuelz, Alessandro, et al.. (2017). Analytical Cyclical Price-Dividend Ratios. SSRN Electronic Journal. 1 indexed citations

Sbuelz, Alessandro, et al.. (2017). Reaching nirvana with a defaultable asset?. Decisions in Economics and Finance. 40(1-2). 31–52. 9 indexed citations

Sbuelz, Alessandro. (2015). THE SCHWARTZ AND SMITH (2000) MODEL WITH STATE-DEPENDENT RISK PREMIA. PubliCatt (Università Cattolica del Sacro Cuore). 1 indexed citations

Sbuelz, Alessandro & Marco Caliari. (2011). Revisiting corporate growth options in the presence of state-dependent cashflow risk. European Journal of Operational Research. 220(1). 286–294. 9 indexed citations

Campi, Luciano, et al.. (2008). Systematic equity-based credit risk: A CEV model with jump to default. Journal of Economic Dynamics and Control. 33(1). 93–108. 26 indexed citations

10.

Sbuelz, Alessandro & Fabio Trojani. (2007). Asset Prices With Locally-Constrained-Entropy Recursive Multiple Priors Utility. SSRN Electronic Journal. 6 indexed citations

11.

Sbuelz, Alessandro, et al.. (2007). The Double Continuation Region. SSRN Electronic Journal. 1 indexed citations

12.

Rodrı́guez, Juan Carlos, et al.. (2006). Momentum and Mean Reversion in Strategic Asset Allocation. 3 indexed citations

13.

Sbuelz, Alessandro, et al.. (2005). Structural Recovery of Face Value at Default. SSRN Electronic Journal. 3 indexed citations

14.

Sbuelz, Alessandro, et al.. (2005). Assessing Credit with Equity: A CEV Model with Jump to Default. SSRN Electronic Journal. 1 indexed citations

15.

Sbuelz, Alessandro. (2005). HEDGING DOUBLE BARRIERS WITH SINGLES. International Journal of Theoretical and Applied Finance. 8(3). 393–407. 12 indexed citations

16.

Sbuelz, Alessandro. (2004). Analytic American Option Pricing: The Flat-Barrier Lower Bound. SSRN Electronic Journal. 1 indexed citations

17.

Sbuelz, Alessandro. (2004). The premium for switching investment technology when business conditions worsen. 2 indexed citations

18.

Sbuelz, Alessandro. (2004). Analytical American Option Pricing: The Flat‐barrier Lower Bound*. Economic Notes. 33(3). 399–413. 3 indexed citations

19.

Sbuelz, Alessandro, et al.. (2003). Structural RFV : Recovery Form and Defaultable Debt Analysis. RePEc: Research Papers in Economics. 3 indexed citations

20.

Sbuelz, Alessandro & Fabio Trojani. (2002). Equilibrium Asset Pricing with Time-varying Pessimism. SSRN Electronic Journal. 14 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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