Giampaolo Gabbi

SDA Bocconi School of Management

Professor

Via Bocconi 8

Milan, Milan 20136

Italy

SCHOLARLY PAPERS

19

DOWNLOADS
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SSRN RANKINGS

Top 5,515

in Total Papers Downloads

9,246

SSRN CITATIONS
Rank 10,551

SSRN RANKINGS

Top 10,551

in Total Papers Citations

26

CROSSREF CITATIONS

89

Scholarly Papers (19)

1.

Which Factors Affect Corporate Bond Pricing? Evidence from Eurobonds Primary Market Spreads

Bocconi U, Newfin Research Center Working Paper
Number of pages: 37 Posted: 09 May 2002
Andrea Sironi and Giampaolo Gabbi
Bocconi University - Department of Finance and SDA Bocconi School of Management
Downloads 3,186 (4,195)
Citation 12

Abstract:

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Eurobond, rating, spread, default risk

2.

Semi Variance and Semi Correlation for Financial Investments

Number of pages: 35 Posted: 06 Aug 2001 Last Revised: 20 Aug 2009
Giampaolo Gabbi
SDA Bocconi School of Management
Downloads 979 (27,395)

Abstract:

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Correlation, asset allocation, sectors, benchmark, variance, optimization

3.

A Survey on Risk Management and Usage of Derivatives by Non-Financial Italian Firms

CAREFIN Research Paper No. 7/08
Number of pages: 58 Posted: 21 Nov 2008 Last Revised: 06 Apr 2015
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS), University of Siena, SDA Bocconi School of Management and University of St. Thomas - Opus College of Business
Downloads 693 (44,219)

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4.

The Evolution of Compliance Function and Compliance Risk in Investment Services

Number of pages: 191 Posted: 10 Aug 2009
SDA Bocconi, Università Statale di Milano - Dipartimento di Economia Politica e Aziendale, SDA Bocconi School of Management, Dipartimento di Discipline Giuridiche e Aziendali dell’Università degli Studi di Perugia, Dipartimento di Discipline Giuridiche e Aziendali dell’Università degli Studi di Perugia, SDA Bocconi, SDA Bocconi, University Rome III - Department of Business and Law, University of Parma, University of Salento - Department of Economic Science and SDA Bocconi
Downloads 616 (51,659)

Abstract:

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Compliance, Financial services, Regulation, MIFID

5.

Compliance Risk in the Evolution of the Investment Services - Characteristics, Control Tools and Organizational Issues

Number of pages: 150 Posted: 13 Aug 2009
SDA Bocconi, SDA Bocconi School of Management, Bocconi University and University of Parma
Downloads 521 (63,818)

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compliance, financial regulation, investment services

6.

Climate Variables and Weather Derivatives: Gas Demand, Temperature and Seasonality Effects in the Italian Case

Number of pages: 21 Posted: 27 Jan 2004
Giovanna Zanotti, Giampaolo Gabbi and Daniele Laboratore
Bocconi University, SDA Bocconi School of Management and Università degli Studi di Milano-Bicocca
Downloads 510 (65,547)
Citation 3

Abstract:

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weather, derivatives, energy

7.

How Material is a Material Issue? Stock Returns and the Financial Relevance and Financial Intensity of ESG Materiality.

Number of pages: 29 Posted: 15 May 2020 Last Revised: 25 Aug 2020
Costanza Consolandi, Robert G. Eccles and Giampaolo Gabbi
University of Siena, University of Oxford - Said Business School and SDA Bocconi School of Management
Downloads 399 (88,302)
Citation 2

Abstract:

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SASB, Nonfinancial Information, ESG Materiality, Financial Relevance of ESG Materiality, Financial Intensity of ESG Materiality, Fama-French, CAPM

8.

Default and Asset Correlation: An Empirical Study for Italian SMEs

Number of pages: 31 Posted: 07 Jan 2010
Piero Vozzella and Giampaolo Gabbi
University of Siena and SDA Bocconi School of Management
Downloads 369 (96,353)
Citation 5

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credit risk, asset correlation, default correlation, concentration risk, small enterprise, Basle 2, credit crunch

9.

Liquidity Risk Factors for Bonds

Number of pages: 22 Posted: 16 Aug 2009
Giampaolo Gabbi and Bastianina Salis
SDA Bocconi School of Management and Allianz S.p.A, Milan
Downloads 358 (99,757)

Abstract:

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Liquidity risk, corporate bond, discriminant analysis, logit

10.

An Asset Allocation Model Based on a Semi Variance Adjusted Sharpe Ratio

Number of pages: 11 Posted: 23 Aug 2009
Riccardo Bramante and Giampaolo Gabbi
Laboratory of Statistics and SDA Bocconi School of Management
Downloads 354 (101,071)

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Asset allocation, semivariance, Sharpe ratio, portfolio optimization

11.

A Network Analysis of the Italian Overnight Money Market

Number of pages: 22 Posted: 09 Nov 2005
City University London - Department of Economics, University of L'Aquila - Department of Physics, Kings College, London - Department of Mathematics, SDA Bocconi School of Management and IMT Alti Studi Lucca
Downloads 311 (116,569)
Citation 101

Abstract:

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12.

Managing Compliance Risk After MiFID

Number of pages: 25 Posted: 27 Mar 2012
SDA Bocconi, SDA Bocconi School of Management, University Rome III - Department of Business and Law and University of Parma
Downloads 244 (149,669)

Abstract:

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Bank, Compliance risk, Control System, risk management, MiFID

13.

A Reverse Engineering Approach to Price Credit Spreads in the Qualitative Rating Process

Number of pages: 21 Posted: 26 Jul 2009 Last Revised: 27 Jul 2009
Giampaolo Gabbi, Massimo Matthias and Marco De Lerma
SDA Bocconi School of Management, University of Siena - Department of Economics and Ernst & Young, Italy
Downloads 196 (184,135)

Abstract:

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Credit risk, Reverse engineering, Credit spreads, Risk management

14.

Emission Trading Scheme and the Price of Energy

Number of pages: 21 Posted: 14 Sep 2009
Giovanna Zanotti and Giampaolo Gabbi
University of Bergamo and SDA Bocconi School of Management
Downloads 174 (204,603)

Abstract:

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Emission Trading Scheme, Correlation, Energy, Pass Through Rate

15.

Time Diversification and Financial Forecasts for Bond and Equity Markets

Number of pages: 19 Posted: 21 Sep 2009
Giampaolo Gabbi
SDA Bocconi School of Management
Downloads 153 (228,033)

Abstract:

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asset allocation, investment horizon effect, financial forecasting, equity, bond, investment risk

16.

Multiple Regulators and Compliance Costs Asymmetries in the Investment Services: Does Firm Size Matter?

Number of pages: 31 Posted: 06 Nov 2009
Giampaolo Gabbi, Paola Musile Tanzi and Loris Nadotti
SDA Bocconi School of Management, SDA Bocconi and Dipartimento di Discipline Giuridiche e Aziendali dell’Università degli Studi di Perugia
Downloads 102 (308,821)
Citation 1

Abstract:

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Compliance, Bank Size, Risk Management, Financial Regulation

17.

Market Microstructure, Banks' Behaviour, and Interbank Spreads

Number of pages: 35 Posted: 26 Oct 2013
SDA Bocconi School of Management, University College London, City University London - Department of Economics, City University London - Department of Economics and University of Marburg
Downloads 81 (356,636)
Citation 2

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nterbank lending, market microstructure, subprime crisis, liquidity management

18.

Risk Management for Italian Non‐Financial Firms: Currency and Interest Rate Exposure

European Financial Management, Vol. 19, Issue 5, pp. 887-910, 2013
Number of pages: 24 Posted: 11 Oct 2013
Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS), University of Siena, SDA Bocconi School of Management and University of St. Thomas - Opus College of Business
Downloads 0 (775,401)
Citation 2
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risk management, derivatives, hedging, corporate finance

19.

Italian Operational Requirement and Small Banks: The Black Swan

Bancaria No. 03-2009
Posted: 31 Oct 2009
Gianfausto Salvadori, Giampaolo Gabbi and simona Cosma
affiliation not provided to SSRN, SDA Bocconi School of Management and affiliation not provided to SSRN

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Operational risk, AMA, VaR