Michele Costola : Citation Profile


Are you Michele Costola?

Università Ca' Foscari Venezia

3

H index

1

i10 index

25

Citations

RESEARCH PRODUCTION:

3

Papers

RESEARCH ACTIVITY:

   3 years (2012 - 2015). See details.
   Cites by year: 8
   Journals where Michele Costola has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 2 (7.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco694
   Updated: 2024-11-04    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Michele Costola.

Is cited by:

Pelizzon, Loriana (4)

Billio, Monica (4)

Caporin, Massimiliano (4)

Wong, Wing-Keung (2)

Benhamou, Eric (2)

Olkhov, Victor (2)

Zhang, Xiang (1)

Miralles Quirós, José (1)

Prigent, Jean-Luc (1)

Maillet, Bertrand (1)

Vanduffel, Steven (1)

Cites to:

Prigent, Jean-Luc (12)

tibiletti, luisa (6)

Caporin, Massimiliano (5)

Maillet, Bertrand (5)

Kerstens, Kristiaan (3)

Shleifer, Andrei (3)

Sapienza, Paola (3)

Zingales, Luigi (3)

Kahneman, Daniel (3)

Guiso, Luigi (3)

Billio, Monica (3)

Main data


Where Michele Costola has published?


Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Venice "Ca' Foscari"2

Recent works citing Michele Costola (2024 and 2023)


YearTitle of citing document
2023Worst-case analysis of Omega-VaR ratio optimization model. (2023). Mansini, Renata ; Sharma, Amita ; Sehgal, Ruchika. In: Omega. RePEc:eee:jomega:v:114:y:2023:i:c:s0305048322001372.

Full description at Econpapers || Download paper

2024Comparative risk aversion vs. threshold choice in the Omega ratio. (2024). Schweizer, Nikolaus ; Chau, Ki Wai ; Balter, Anne G. In: Omega. RePEc:eee:jomega:v:123:y:2024:i:c:s0305048323001561.

Full description at Econpapers || Download paper

2024Selling options to beat the market: Further empirical evidence. (2024). Serna, Gregorio ; Balbas, Alejandro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002453.

Full description at Econpapers || Download paper

2023Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x.

Full description at Econpapers || Download paper

Works by Michele Costola:


YearTitleTypeCited
2014Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500 In: CREATES Research Papers.
[Full Text][Citation analysis]
paper3
2012Backward/forward optimal combination of performance measures for equity screening In: Working Papers.
[Full Text][Citation analysis]
paper7
2015On the (Ab)Use of Omega? In: Working Papers.
[Full Text][Citation analysis]
paper15

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team