Michele Costola : Citation Profile

Are you Michele Costola?

Università Ca' Foscari Venezia


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   3 years (2012 - 2015). See details.
   Cites by year: 3
   Journals where Michele Costola has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 2 (15.38 %)


   Permalink: http://citec.repec.org/pco694
   Updated: 2019-12-07    RAS profile: 2015-05-08    
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Relations with other researchers

Works with:

Caporin, Massimiliano (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michele Costola.

Is cited by:

Caporin, Massimiliano (3)

Olkhov, Victor (2)

Guo, Xu (1)

Wong, Wing-Keung (1)

Maillet, Bertrand (1)

Moreno, Manuel (1)

Prigent, Jean-Luc (1)

Cites to:

tibiletti, luisa (6)

Prigent, Jean-Luc (6)

Maillet, Bertrand (5)

Caporin, Massimiliano (5)

Shleifer, Andrei (3)

Guiso, Luigi (3)

Kahneman, Daniel (3)

Sapienza, Paola (3)

Billio, Monica (3)

Zingales, Luigi (3)

Gilli, Manfred (3)

Main data

Where Michele Costola has published?

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing Michele Costola (2018 and 2017)

YearTitle of citing document
2019Screening rules and portfolio performance. (2019). Nieto, Belen ; Navarro, Lluis ; Leon, Angel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:642-662.

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2019Optimal strategies under Omega ratio. (2019). Ye, Jiang ; Vanduffel, Steven ; Bernard, Carole. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:2:p:755-767.

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2018“On the (Ab)use of Omega?”. (2018). Caporin, Massimiliano ; Maillet, Bertrand ; Jannin, Gregory ; Costola, Michele. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:11-33.

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2017Risk aversion vs. the Omega ratio: Consistency results. (2017). Balder, Sven ; Schweizer, Nikolaus. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:78-84.

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2017Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly. (2017). Wong, Wing-Keung ; Guo, Xu ; Jiang, Xuejun. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:4:p:38-:d:115667.

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2018Expectations, Price Fluctuations and Lorenz Attractor. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:89105.

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2019New essentials of economic theory II. Economic transactions, expectations and asset pricing. (2019). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:93428.

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Works by Michele Costola:

2014Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500 In: CREATES Research Papers.
[Full Text][Citation analysis]
2012Backward/forward optimal combination of performance measures for equity screening In: Working Papers.
[Full Text][Citation analysis]
2015On the (Ab)Use of Omega? In: Working Papers.
[Full Text][Citation analysis]

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