marco nicolosi : Citation Profile

Are you marco nicolosi?

Università degli Studi di Perugia

5

H index

3

i10 index

95

Citations

RESEARCH PRODUCTION:

14

Articles

8

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 6
   Journals where marco nicolosi has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 11 (10.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pni311
   Updated: 2024-11-08    RAS profile: 2022-05-04    
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Relations with other researchers

Works with:

Ciciretti, Rocco (5)

Herzel, Stefano (4)

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:

Herzel, Stefano (3)

Pompei, Fabrizio (2)

Becchetti, Leonardo (2)

Venturini, Francesco (2)

Eratalay, Mustafa (2)

Lupu, Iulia (2)

Pradhan, Ashis (1)

Dabic, Marina (1)

Pieri, Fabio (1)

Castellani, Davide (1)

Pirgaip, Burak (1)

Cites to:

Herzel, Stefano (19)

Ciciretti, Rocco (14)

Becchetti, Leonardo (10)

merton, robert (7)

Basak, Suleyman (7)

Joliet, Robert (6)

Pavlova, Anna (6)

Derwall, Jeroen (5)

Starica, Catalin (5)

Hong, Harrison (4)

Kacperczyk, Marcin (4)

Main data

Where marco nicolosi has published?

Journals with more than one article published# docs
Computational Management Science2
Annals of Operations Research2

Working Papers Series with more than one paper published# docs
Quaderni del Dipartimento di Economia, Finanza e Statistica / Università di Perugia, Dipartimento Economia4
CEIS Research Paper / Tor Vergata University, CEIS2

Recent works citing marco nicolosi (2024 and 2023)

YearTitle of citing document
2024Well Posedness of Utility Maximization Problems Under Partial Information in a Market with Gaussian Drift. (2022). Wunderlich, Ralf ; Kondakji, Hakam ; Gabih, Abdelali. In: Papers. RePEc:arx:papers:2205.08614.

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2024Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift. (2023). Wunderlich, Ralf ; Kondakji, Hakam ; Gabih, Abdelali. In: Papers. RePEc:arx:papers:2301.06847.

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2023Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach. (2023). Forsyth, Peter A ; Li, Yuying ; Ni, Chendi. In: Papers. RePEc:arx:papers:2304.05297.

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2024Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results. (2023). Wunderlich, Ralf ; Gabih, Abdelali. In: Papers. RePEc:arx:papers:2308.02049.

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2024Mean-Variance Environmental Investment Optimization of Bulgarian Private Pension Funds. (2024). Beneva, Milena ; Kirov, Stoyan. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:6:p:88-112.

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2023L’exposition des fonds d’investissement français aux risques climatiques de transition. (2023). Kone, Kolotcholoma ; Jourde, Tristan. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:248:07.

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2023Environmental, Social and Governance investing: Does rating matter?. (2023). Quaranta, Anna Grazia ; Pampurini, Francesca ; Pacelli, Vincenzo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:30-41.

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2024Anatomy of the chimera: Environmental, Social, and Governance ratings beyond the myth. (2024). Severini, Sabrina ; Lucarelli, Caterina. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4198-4217.

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2023When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?. (2023). Zhang, YI ; Wen, Limin ; Li, Junxue ; Ling, Aifan. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300158x.

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2023Bank diversification and ESG activities: A global perspective. (2023). Alshammari, Turki Rashed ; Saha, Asish ; Azeez, Abdul. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:3:s0939362523000237.

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2024Across-time risk-aware strategies for outperforming a benchmark. (2024). Li, Yuying ; Forsyth, Peter A ; van Staden, Pieter M. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:776-800.

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2023Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x.

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2023Fund flows and performance: New evidence from retail and institutional SRI mutual funds. (2023). Zhao, Yuan ; Klinkowska, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001126.

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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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2023Environmental engagement and stock price crash risk: Evidence from the European banking industry. (2023). Santilli, Gianluca ; Ricci, Ornella ; Fiordelisi, Franco. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002053.

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2024ESG investment preference and fund vulnerability. (2024). Wang, HU. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005185.

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2024ESG scores and debt costs: Exploring indebtedness, agency costs, and financial system impact. (2024). Meneses, Lilian Lima ; Alves, Carlos Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001728.

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2023Do diverse and inclusive workplaces benefit investors? An Empirical Analysis on Europe and the United States. (2023). Bax, Karoline. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006857.

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2024Social responsibility and bank resiliency. (2024). Gehrig, Thomas ; Unger, Stephan ; Iannino, Maria Chiara. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000918.

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2024Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Oxley, Les ; Hou, Yang. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000056.

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2023Does ESG impact systemic risk? Evidencing an inverted U-shape relationship for major energy firms. (2023). Migliavacca, Milena ; Goodell, John W ; Anwer, Zaheer ; Paltrinieri, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:10-25.

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2023Designing a decision support tool for integrating ESG into the natural resource extraction industry for sustainable development using the ordinal priority approach. (2023). Omoruyi, Osayuwamen ; Chen, Wei ; Hu, Weihao ; Mahmoudi, Amin ; Bai, Chunguang ; Quayson, Matthew. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006992.

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2023Promoting mineral resources consumption efficiency: Evidence from technology of big data. (2023). Ren, Daowen ; Yu, Huaying ; Wang, Jing ; Zhang, Jocelyn. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009212.

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2023Revealing stock liquidity determinants by means of explainable AI: The role of ESG before and during the COVID-19 pandemic. (2023). Kissa, David ; Sokolova, Tatiana ; Teplova, Tamara. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009649.

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2024Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis. (2024). Wu, You ; Yin, Libo ; Wan, Jieru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:397-428.

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2024The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714.

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2024Do ESG scores affect financial systemic risk? Evidence from European banks and insurers. (2024). Vioto, Davide ; Onorato, Grazia ; Gianfrancesco, Igor ; Curcio, Domenico. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000436.

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2023Identifying ESG investment key indicators and selecting investment trust companies by using a Z-fuzzy-based decision-making model. (2023). Lin, Sheng-Wei ; Lo, Huai-Wei. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:90:y:2023:i:c:s0038012123002719.

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2023A Hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks. (2023). Wu, Desheng ; Qin, Kun ; Li, Lei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6123-:d:1114244.

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2023ESG Transformation: A Roadmap for Russia’s Sustainable Development /– Tallinn : OPEN EUROPEAN ACADEMY OF PUBLIC SCIENCES OÜ, 2023.. (2023). Kudryashov, Alexander. In: OSF Preprints. RePEc:osf:osfxxx:6j8ux.

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2023Multi-period power utility optimization under stock return predictability. (2023). Parolya, Nestor ; Schmid, Wolfgang ; Ivasiuk, Dmytro ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00434-6.

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2023Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States. (2023). Paterlini, Sandra ; Bonaccolto, Giovanni ; Bax, Karoline. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:3:p:1406-1420.

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2023Do investors incorporate financial materiality? Remapping the environmental information in corporate sustainability reporting. (2023). Xie, Jun ; Managi, Shunsuke ; Fujii, Hidemichi ; Keeley, Alexander Ryota ; Tanaka, Yoshitaka. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:6:p:2924-2952.

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Works by marco nicolosi:

YearTitleTypeCited
2020Implicit Incentives for Fund Managers with Partial Information In: Papers.
[Full Text][Citation analysis]		paper0
2021Implicit incentives for fund managers with partial information.(2021) In: Computational Management Science.
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This paper has nother version. Agregated cites: 0		article
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.
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This paper has nother 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]		article5
2021ESG investing: A chance to reduce systemic risk In: Journal of Financial Stability.
[Full Text][Citation analysis]		article44
2020ESG Investing: A Chance To Reduce Systemic Risk.(2020) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2019Expected shortfall and portfolio management in contagious markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2022A new measure of the resilience for networks of funds with applications to socially responsible investments In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2022Mitigating Contagion Risk by ESG Investing In: Sustainability.
[Full Text][Citation analysis]		article1
2010The cost of sustainability on optimal portfolio choices In: Sustainable Investment and Corporate Governance Working Papers.
[Full Text][Citation analysis]		paper10
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 nother version. Agregated cites: 10		paper
2012The cost of sustainability in optimal portfolio decisions.(2012) In: The European Journal of Finance.
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This paper has nother version. Agregated cites: 10		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]		paper1
2020The Resilience of the Socially Responsible Investment Networks In: CEIS Research Paper.
[Full Text][Citation analysis]		paper1
2018Portfolio management with benchmark related incentives under mean reverting processes In: Annals of Operations Research.
[Full Text][Citation analysis]		article11
2021The value of knowing the market price of risk In: Annals of Operations Research.
[Full Text][Citation analysis]		article4
2019Optimal strategies with option compensation under mean reverting returns or volatilities In: Computational Management Science.
[Full Text][Citation analysis]		article1
2018Optimal strategy for a fund manager with option compensation In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article3
2014Item response models to measure corporate social responsibility In: Applied Financial Economics.
[Full Text][Citation analysis]		article5

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