marco nicolosi : Citation Profile


Are you marco nicolosi?

Università degli Studi di Perugia

4

H index

0

i10 index

27

Citations

RESEARCH PRODUCTION:

9

Articles

7

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 2
   Journals where marco nicolosi has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 6 (18.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pni311
   Updated: 2021-02-20    RAS profile: 2020-08-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Cerqueti, Roy (2)

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)

Pompei, Fabrizio (2)

Becchetti, Leonardo (2)

Zeidan, Rodrigo (1)

Boudt, Kris (1)

Salustri, Francesco (1)

Castellani, Davide (1)

Pieri, Fabio (1)

Herzel, Stefano (1)

Cites to:

Ait-Sahalia, Yacine (4)

Herzel, Stefano (4)

Fama, Eugene (3)

merton, robert (3)

Laeven, Roger (3)

French, Kenneth (3)

Basak, Suleyman (3)

Christoffersen, Peter (3)

Brooks, Chris (2)

Stein, Jeremy (2)

Pavelin, Stephen (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 / Universit di Perugia, Dipartimento Economia4
CEIS Research Paper / Tor Vergata University, CEIS2

Recent works citing marco nicolosi (2021 and 2020)


YearTitle of citing document
2021An approximate solution for the power utility optimization under predictable returns. (2019). Ivasiuk, Dmytro. In: Papers. RePEc:arx:papers:1911.06552.

Full description at Econpapers || Download paper

2020Implicit Incentives for Fund Managers with Partial Information. (2020). Colaneri, Katia ; Angelini, Flavio ; Nicolosi, Marco ; Herzel, Stefano. In: Papers. RePEc:arx:papers:2011.07871.

Full description at Econpapers || Download paper

2020A test on the location of the tangency portfolio on the set of feasible portfolios. (2020). Lindholm, Mathias ; Bodnar, Taras ; Muhinyuza, Stanislas. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:386:y:2020:i:c:s009630032030477x.

Full description at Econpapers || Download paper

2020Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility. (2020). Despoudi, Stella ; Sivarajah, Uthayasankar ; Lee, Habin ; Bozhkov, Stanislav ; Nandy, Monomita. In: Annals of Operations Research. RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-018-2846-7.

Full description at Econpapers || Download paper

2020Analysis of the Dimensions of Corporate Social Responsibility: Study Applied to Co-operativism in Ecuador. (2020). Santa, Francisco Gonzalez ; Hidalgo-Fernandez, Amalia ; Mero, Nelly Moreira ; Alcivar, Iliana Loor. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:148:y:2020:i:2:d:10.1007_s11205-019-02213-w.

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.
[Full Text][Citation analysis]
article6
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: 6
paper
2017Portfolio allocation in actively managed funds In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2016Dynamic portfolio management with views at multiple horizons In: Applied Mathematics and Computation.
[Full Text][Citation analysis]
article3
2019Expected shortfall and portfolio management in contagious markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article0
2010The cost of sustainability on optimal portfolio choices In: Sustainable Investment and Corporate Governance Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper4
2014Item response models to measure corporate social responsibility.(2014) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2020The Resilience of the Socially Responsible Investment Networks In: CEIS Research Paper.
[Full Text][Citation analysis]
paper0
2020ESG Investing: A Chance To Reduce Systemic Risk In: CEIS Research Paper.
[Full Text][Citation analysis]
paper0
2018Portfolio management with benchmark related incentives under mean reverting processes In: Annals of Operations Research.
[Full Text][Citation analysis]
article5
2019Optimal strategies with option compensation under mean reverting returns or volatilities In: Computational Management Science.
[Full Text][Citation analysis]
article2
2018Optimal strategy for a fund manager with option compensation In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team