marco nicolosi : Citation Profile


Are you marco nicolosi?

Università degli Studi di Perugia

5

H index

2

i10 index

83

Citations

RESEARCH PRODUCTION:

14

Articles

8

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 5
   Journals where marco nicolosi has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 11 (11.7 %)

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   Permalink: http://citec.repec.org/pni311
   Updated: 2024-07-05    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)

Venturini, Francesco (2)

Pompei, Fabrizio (2)

Eratalay, Mustafa (2)

Lupu, Iulia (2)

Becchetti, Leonardo (2)

Parolya, Nestor (1)

Arslan-Ayaydin, Özgür (1)

Ferri, Giovanni (1)

Gehrig, Thomas (1)

Pisani, Fabio (1)

Cites to:

Herzel, Stefano (19)

Ciciretti, Rocco (14)

Becchetti, Leonardo (10)

Basak, Suleyman (7)

merton, robert (7)

Pavlova, Anna (6)

Joliet, Robert (6)

Derwall, Jeroen (5)

Starica, Catalin (5)

Ait-Sahalia, Yacine (4)

Hong, Harrison (4)

Main data


Where marco nicolosi has published?


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

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 (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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2023Power 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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2023Portfolio 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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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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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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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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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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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.
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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.
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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 nother 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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article5
2021ESG investing: A chance to reduce systemic risk In: Journal of Financial Stability.
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article35
2020ESG Investing: A Chance To Reduce Systemic Risk.(2020) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 35
paper
2019Expected shortfall and portfolio management in contagious markets In: Journal of Banking & Finance.
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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.
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article1
2022Mitigating Contagion Risk by ESG Investing In: Sustainability.
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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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paper8
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 nother version. Agregated cites: 8
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: 8
article
2013Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
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2011How to measure Corporate Social Responsibility In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
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paper1
2020The Resilience of the Socially Responsible Investment Networks In: CEIS Research Paper.
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paper1
2018Portfolio management with benchmark related incentives under mean reverting processes In: Annals of Operations Research.
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article11
2021The value of knowing the market price of risk In: Annals of Operations Research.
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article3
2019Optimal strategies with option compensation under mean reverting returns or volatilities In: Computational Management Science.
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article1
2018Optimal strategy for a fund manager with option compensation In: Decisions in Economics and Finance.
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article3
2014Item response models to measure corporate social responsibility In: Applied Financial Economics.
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article5

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