5
H index
2
i10 index
74
Citations
marco nicolosi : Citation Profile
Università degli Studi di Perugia | RESEARCH PRODUCTION: 14 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
14 years (2008 - 2022). 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:
| Cites to:
|
Main data
Where marco nicolosi has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Management Science | 2 |
| Annals of Operations Research | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Quaderni del Dipartimento di Economia, Finanza e Statistica / Università di Perugia, Dipartimento Economia | 4 |
| CEIS Research Paper / Tor Vergata University, CEIS | 2 |
Recent works citing marco nicolosi (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Well 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. Full description at Econpapers || Download paper |
| 2023 | Power 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. Full description at Econpapers || Download paper |
| 2023 | Optimal 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. Full description at Econpapers || Download paper |
| 2023 | Portfolio 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. Full description at Econpapers || Download paper |
| 2023 | L’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. Full description at Econpapers || Download paper |
| 2023 | Environmental, 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. Full description at Econpapers || Download paper |
| 2023 | When 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. Full description at Econpapers || Download paper |
| 2023 | Bank 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. Full description at Econpapers || Download paper |
| 2023 | Fund 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. Full description at Econpapers || Download paper |
| 2023 | Fund 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. Full description at Econpapers || Download paper |
| 2023 | Who 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. Full description at Econpapers || Download paper |
| 2023 | Environmental 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. Full description at Econpapers || Download paper |
| 2023 | Do 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. Full description at Econpapers || Download paper |
| 2023 | Designing 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. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | ESG 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. Full description at Econpapers || Download paper |
| 2023 | Multi-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. Full description at Econpapers || Download paper |
| 2023 | Do 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. Full description at Econpapers || Download paper |
| 2023 | Do 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. Full description at Econpapers || Download paper |
Works by marco nicolosi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Implicit Incentives for Fund Managers with Partial Information In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Implicit incentives for fund managers with partial information.(2021) In: Computational Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2010 | On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error In: Economic Notes. [Full Text][Citation analysis] | article | 6 |
| 2008 | Hedging 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 nother version. Agregated cites: 6 | paper | |
| 2017 | Portfolio allocation in actively managed funds In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2016 | Dynamic portfolio management with views at multiple horizons In: Applied Mathematics and Computation. [Full Text][Citation analysis] | article | 5 |
| 2021 | ESG investing: A chance to reduce systemic risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 27 |
| 2020 | ESG Investing: A Chance To Reduce Systemic Risk.(2020) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2019 | Expected shortfall and portfolio management in contagious markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2022 | A 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] | article | 1 |
| 2022 | Mitigating Contagion Risk by ESG Investing In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2010 | The cost of sustainability on optimal portfolio choices In: Sustainable Investment and Corporate Governance Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2011 | The 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: 8 | paper | |
| 2012 | The cost of sustainability in optimal portfolio decisions.(2012) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2013 | Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi In: Quaderni del Dipartimento di Economia, Finanza e Statistica. [Full Text][Citation analysis] | paper | 0 |
| 2011 | How to measure Corporate Social Responsibility In: Quaderni del Dipartimento di Economia, Finanza e Statistica. [Full Text][Citation analysis] | paper | 1 |
| 2020 | The Resilience of the Socially Responsible Investment Networks In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Portfolio management with benchmark related incentives under mean reverting processes In: Annals of Operations Research. [Full Text][Citation analysis] | article | 10 |
| 2021 | The value of knowing the market price of risk In: Annals of Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2019 | Optimal strategies with option compensation under mean reverting returns or volatilities In: Computational Management Science. [Full Text][Citation analysis] | article | 1 |
| 2018 | Optimal strategy for a fund manager with option compensation In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2014 | Item response models to measure corporate social responsibility In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team