marco nicolosi : Citation Profile


Are you marco nicolosi?

Università degli Studi di Perugia

4

H index

0

i10 index

40

Citations

RESEARCH PRODUCTION:

10

Articles

8

Papers

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 3
   Journals where marco nicolosi has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 8 (16.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pni311
   Updated: 2022-01-15    RAS profile: 2021-07-28    
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Relations with other researchers


Works with:

Ciciretti, Rocco (2)

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)

Castellani, Davide (1)

Tiwari, Aviral (1)

Pradhan, Ashis (1)

Ferri, Giovanni (1)

Boudt, Kris (1)

Jitmaneeroj, Boonlert (1)

Herzel, Stefano (1)

Cites to:

Basak, Suleyman (6)

Pavlova, Anna (5)

merton, robert (5)

Herzel, Stefano (4)

Ait-Sahalia, Yacine (4)

Ellison, Glenn (3)

French, Kenneth (3)

Laeven, Roger (3)

Kaniel, Ron (3)

Chevalier, Judith (3)

Wachter, Jessica (3)

Main data


Where marco nicolosi has published?


Journals with more than one article published# docs
Annals of Operations Research2

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.

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2021Effect of Labour Income on the Optimal Bankruptcy Problem. (2021). Marazzina, Daniele ; Ding, Guodong. In: Papers. RePEc:arx:papers:2106.15426.

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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.

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2021Dynamic portfolio strategy by loss-averse fund managers facing performance-induced fund flows. (2021). Bian, Yun ; Xu, SI ; Sheng, Jiliang ; Yang, Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302520.

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2021Estimating the market risk of clean energy technologies companies using the expected shortfall approach. (2021). Pradhan, Ashis ; Tiwari, Aviral Kumar. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:95-100.

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2020.

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2021Corporate Sustainability and Stock Value in Asian–Pacific Emerging Markets: Synergies or Tradeoffs among ESG Factors?. (2021). Jitmaneeroj, Boonlert ; Budsaratragoon, Pornanong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:6458-:d:569876.

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2021Do Companies in Different Industries Respond Differently to Stakeholders’ Pressures When Prioritising Environmental, Social and Governance Sustainability Performance?. (2021). Matakanye, Rendani Mavis ; Muchara, Binganidzo ; van der Poll, Huibrecht Margaretha. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:12022-:d:668929.

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2021Herding and Anti-Herding Across ESG Funds. (2021). Ciciretti, Rocco ; Ferri, Giovanni ; Dalo, Ambrogio. In: CEIS Research Paper. RePEc:rtv:ceisrp:524.

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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.

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2021Optimal investment strategies with a minimum performance constraint. (2021). Mastrogiacomo, Elisa ; Marazzina, Daniele ; Barucci, Emilio. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03348-2.

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2021Implicit incentives for fund managers with partial information. (2021). Nicolosi, Marco ; Herzel, Stefano ; Colaneri, Katia ; Angelini, Flavio. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:4:d:10.1007_s10287-021-00404-w.

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2021Multi-period mean–variance portfolio optimization with management fees. (2021). Shi, Yun ; Gao, Jianjun ; Cui, Xiangyu. In: Operational Research. RePEc:spr:operea:v:21:y:2021:i:2:d:10.1007_s12351-019-00482-4.

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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.

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2021The performance of social responsible investing from retail investors perspective: international evidence. (2021). Cortez, Maria Ceu ; Ferruz, Luis ; Badia, Guillermo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6074-6088.

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Works by marco nicolosi:


YearTitleTypeCited
2020Implicit Incentives for Fund Managers with Partial Information In: Papers.
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paper0
2010On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error In: Economic Notes.
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article6
2008Hedging error in Lévy models with a Fast Fourier Transform approach.(2008) In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
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This paper has another version. Agregated cites: 6
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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article4
2019Expected shortfall and portfolio management in contagious markets In: Journal of Banking & Finance.
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article1
2010The cost of sustainability on optimal portfolio choices In: Sustainable Investment and Corporate Governance Working Papers.
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paper6
2011The cost of sustainability on optimal portfolio choices.(2011) In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
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This paper has another version. Agregated cites: 6
paper
2012The cost of sustainability in optimal portfolio decisions.(2012) In: The European Journal of Finance.
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This paper has another version. Agregated cites: 6
article
2013Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
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paper0
2011How to measure Corporate Social Responsibility In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
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paper6
2014Item response models to measure corporate social responsibility.(2014) In: Applied Financial Economics.
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This paper has another version. Agregated cites: 6
article
2020The Resilience of the Socially Responsible Investment Networks In: CEIS Research Paper.
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paper0
2020ESG Investing: A Chance To Reduce Systemic Risk In: CEIS Research Paper.
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paper2
2018Portfolio management with benchmark related incentives under mean reverting processes In: Annals of Operations Research.
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article9
2021The value of knowing the market price of risk In: Annals of Operations Research.
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article1
2019Optimal strategies with option compensation under mean reverting returns or volatilities In: Computational Management Science.
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article2
2018Optimal strategy for a fund manager with option compensation In: Decisions in Economics and Finance.
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article3

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