marco nicolosi : Citation Profile


Are you marco nicolosi?

Università degli Studi di Perugia

2

H index

0

i10 index

13

Citations

RESEARCH PRODUCTION:

9

Articles

5

Papers

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 1
   Journals where marco nicolosi has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 6 (31.58 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pni311
   Updated: 2019-11-16    RAS profile: 2019-05-15    
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Relations with other researchers


Works with:

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

Is cited by:

Venturini, Francesco (2)

Becchetti, Leonardo (2)

Pompei, Fabrizio (1)

Herzel, Stefano (1)

Boudt, Kris (1)

Zeidan, Rodrigo (1)

Salustri, Francesco (1)

Cites to:

Ait-Sahalia, Yacine (4)

French, Kenneth (3)

merton, robert (3)

Fama, Eugene (3)

Christoffersen, Peter (3)

Laeven, Roger (3)

Basak, Suleyman (3)

Derwall, Jeroen (2)

Stein, Jeremy (2)

Brooks, Chris (2)

Wolf, Michael (2)

Main data


Where marco nicolosi has published?


Working Papers Series with more than one paper published# docs
Quaderni del Dipartimento di Economia, Finanza e Statistica / Universitŗ di Perugia, Dipartimento Economia4

Recent works citing marco nicolosi (2019 and 2018)


YearTitle of citing document
2019Constrained non-concave utility maximization: An application to life insurance contracts with guarantees. (2019). Chen, AN ; Nguyen, Thai ; Hieber, Peter. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:1119-1135.

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2018Information measure for financial time series: Quantifying short-term market heterogeneity. (2018). Ponta, Linda ; Carbone, Anna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:132-144.

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2019The Vote with the Wallet Game: Responsible Consumerism as a Multiplayer Prisoner’s Dilemma. (2019). Salustri, Francesco ; Becchetti, Leonardo. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:4:p:1109-:d:207619.

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2018On relative performance, remuneration and risk taking of asset managers. (2018). Barucci, Emilio ; Marazzina, Daniele ; Bua, Gaetano. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:4:d:10.1007_s10436-018-0324-5.

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2019Entropy Pooling with Discrete Weights in a Time-Dependent Setting. (2019). Schans, Martin. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9824-7.

Full description at Econpapers || Download paper

Works by marco nicolosi:


YearTitleTypeCited
2010On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error In: Economic Notes.
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article2
2008Hedging error in Lévy models with a Fast Fourier Transform approach.(2008) In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2017Portfolio allocation in actively managed funds In: Economics Bulletin.
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article0
2016Dynamic portfolio management with views at multiple horizons In: Applied Mathematics and Computation.
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article2
2019Expected shortfall and portfolio management in contagious markets In: Journal of Banking & Finance.
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article0
2010The cost of sustainability on optimal portfolio choices In: Sustainable Investment and Corporate Governance Working Papers.
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paper5
2011The cost of sustainability on optimal portfolio choices.(2011) In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2012The cost of sustainability in optimal portfolio decisions.(2012) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2013Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
[Full Text][Citation analysis]
paper0
2011How to measure Corporate Social Responsibility In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
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paper2
2014Item response models to measure corporate social responsibility.(2014) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2018Portfolio management with benchmark related incentives under mean reverting processes In: Annals of Operations Research.
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article2
2019Optimal strategies with option compensation under mean reverting returns or volatilities In: Computational Management Science.
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article0
2018Optimal strategy for a fund manager with option compensation In: Decisions in Economics and Finance.
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article0

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