6
H index
3
i10 index
142
Citations
Università degli Studi di Perugia | 6 H index 3 i10 index 142 Citations RESEARCH PRODUCTION: 14 Articles 8 Papers RESEARCH ACTIVITY:
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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: |
| Journals with more than one article published | # docs |
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| Annals of Operations Research | 2 |
| Computational Management Science | 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 |
| Year | Title of citing document |
|---|---|
| 2024 | Intangible Assets and US Stock Returns: An analysis using the Index Method, Panel Regression, and Machine Learning. (2024). Haniev, Adil. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:3:p:833-854. Full description at Econpapers || Download paper |
| 2024 | Well Posedness of Utility Maximization Problems Under Partial Information in a Market with Gaussian Drift. (2024). Wunderlich, Ralf ; Kondakji, Hakam ; Gabih, Abdelali. In: Papers. RePEc:arx:papers:2205.08614. Full description at Econpapers || Download paper |
| 2024 | Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift. (2024). Wunderlich, Ralf ; Kondakji, Hakam ; Gabih, Abdelali. In: Papers. RePEc:arx:papers:2301.06847. Full description at Econpapers || Download paper |
| 2024 | Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results. (2024). Wunderlich, Ralf ; Gabih, Abdelali. In: Papers. RePEc:arx:papers:2308.02049. Full description at Econpapers || Download paper |
| 2025 | Multi-Horizon Echo State Network Prediction of Intraday Stock Returns. (2025). Dellaportas, Petros ; Capra, Jacopo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2504.19623. Full description at Econpapers || Download paper |
| 2024 | Mean-Variance Environmental Investment Optimization of Bulgarian Private Pension Funds. (2024). Kirov, Stoyan ; Beneva, Milena. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:6:p:88-112. Full description at Econpapers || Download paper |
| 2025 | Comparative Analysis of ESG Performance among ASEAN Firms: Evidence from Malaysia, Singapore, Thailand, and Indonesia. (2025). Zakaria, Nor Balkish ; Bakar, Zarina Abu ; Sarman, Siti Rahayu ; Daniel, Wan Imran ; Raja, Raja Adzrin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:3717-3730. Full description at Econpapers || Download paper |
| 2025 | Systemic Climate Risk. (2025). Jourde, Tristan ; Moreaux, Quentin. In: Working papers. RePEc:bfr:banfra:993. Full description at Econpapers || Download paper |
| 2025 | Geopolitical Risk and Environmental, Social, and Governance (ESG) practices of listed companies in Vietnam. (2025). Nguyen, Nghia Dang ; Trinh, Nghia Nguyen. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:5:p:150-168. Full description at Econpapers || Download paper |
| 2024 | Anatomy 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. Full description at Econpapers || Download paper |
| 2025 | From Tweets to Trades: The Dynamic Dance of Investor Sentiment, Attention, and News Sentiment in ESG Stocks. (2025). Kok, Loang Ooi. In: China Finance and Economic Review. RePEc:bpj:cferev:v:14:y:2025:i:1:p:70-91:n:1004. Full description at Econpapers || Download paper |
| 2024 | Can we rest easy under the registration-based IPO reform? Evidence from the Chinese growth enterprise market. (2024). Fu, Weizhong ; Xu, Qifa ; Jiang, Cuixia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:990-1006. Full description at Econpapers || Download paper |
| 2025 | Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model. (2025). Yao, Yinhong ; Chen, Xiuwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000257. Full description at Econpapers || Download paper |
| 2025 | Enhanced index tracking: A relative downside risk approach. (2025). Huang, Zeyu ; Liu, Yangyi ; Luo, Ronghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s106294082500141x. Full description at Econpapers || Download paper |
| 2024 | Across-time risk-aware strategies for outperforming a benchmark. (2024). Li, Yuying ; van Staden, Pieter M ; Forsyth, Peter A. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:776-800. Full description at Econpapers || Download paper |
| 2024 | ESG ratings and the cost of equity capital in China. (2024). Zhao, YU ; Li, Yunzhong ; Tao, Yunqing ; Ye, Chengfang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003931. Full description at Econpapers || Download paper |
| 2024 | How financial derivatives affect energy firms ESG. (2024). Xiang, Junyi ; Liu, Chen ; Xiong, Mengxu. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007370. Full description at Econpapers || Download paper |
| 2025 | Systemic resilience of networked commodities. (2025). Storani, Saverio ; Mattera, Raffaele ; Cerqueti, Roy. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000933. Full description at Econpapers || Download paper |
| 2025 | Optimal carbon emission path under uncertainty: Physical risks and transition risks. (2025). Wang, Xinyu ; Chang, Shuhua ; Hu, Kaixuan. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007418. Full description at Econpapers || Download paper |
| 2025 | Qualified foreign institutional investors and corporate ESG performance: Evidence from China. (2025). Li, Xiaoling ; Zhou, Bole ; Wang, Xiaoteng. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s105752192500119x. Full description at Econpapers || Download paper |
| 2024 | ESG investment preference and fund vulnerability. (2024). Wang, HU. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005185. Full description at Econpapers || Download paper |
| 2024 | ESG scores and debt costs: Exploring indebtedness, agency costs, and financial system impact. (2024). Alves, Carlos ; Meneses, Lilian Lima. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001728. Full description at Econpapers || Download paper |
| 2024 | ESG rating results and corporate total factor productivity. (2024). Jin, Yifei ; Xue, Qinyuan ; Zhang, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003132. Full description at Econpapers || Download paper |
| 2024 | Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241. Full description at Econpapers || Download paper |
| 2025 | Can we enhance investment with ESG?. (2025). Cai, Charlie X ; Rudkin, Wanling ; Zhou, You. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007087. Full description at Econpapers || Download paper |
| 2025 | Interconnected dynamics of sustainable cryptocurrencies: Insights from transfer entropy analysis. (2025). Lee, Woojin. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001783. Full description at Econpapers || Download paper |
| 2025 | Fee structure and equity fund manager’s ability screening. (2025). Jin, Yukun. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s154461232501339x. Full description at Econpapers || Download paper |
| 2024 | Social responsibility and bank resiliency. (2024). Iannino, Maria Chiara ; Gehrig, Thomas ; Unger, Stephan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000918. Full description at Econpapers || Download paper |
| 2024 | Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000056. Full description at Econpapers || Download paper |
| 2024 | Spillovers in Europe: The role of ESG. (2024). Paterlini, Sandra ; Bax, Karoline ; Bonaccolto, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000068. Full description at Econpapers || Download paper |
| 2024 | Climate policy uncertainty and bank systemic risk: A creative destruction perspective. (2024). Liu, Yulin ; Wang, Junbo ; Wen, Fenghua ; Wu, Chunchi. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000743. Full description at Econpapers || Download paper |
| 2025 | The influence of maritime freight cost tail risk on publicly traded industrial and transport companies. (2025). Corbet, Shaen ; Mukherjee, Abhishek ; Ryan, Michael ; Akyildirim, Erdinc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625000932. Full description at Econpapers || Download paper |
| 2024 | Blessings or curses? Exploring the impact of digital technology innovation on natural resource utilization efficiency in China. (2024). Dong, Kangyin ; Yang, Senmiao ; Wang, Jianda ; Taghizadeh-Hesary, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s030142072400686x. Full description at Econpapers || Download paper |
| 2024 | ESG integration in portfolio selection: A robust preference-based multicriteria approach. (2024). Tardella, Fabio ; Pla-Santamaria, David ; Garcia-Bernabeu, Ana ; Hilario-Caballero, Adolfo. In: Operations Research Perspectives. RePEc:eee:oprepe:v:12:y:2024:i:c:s2214716024000095. Full description at Econpapers || Download paper |
| 2024 | Return 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. Full description at Econpapers || Download paper |
| 2024 | The term structure of yield curve and connectedness among ESG investments. (2024). Umar, Zaghum ; Jiang, Shaohua ; Iqbal, Najaf ; Ruman, Asif M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714. Full description at Econpapers || Download paper |
| 2024 | Do ESG scores affect financial systemic risk? Evidence from European banks and insurers. (2024). Gianfrancesco, Igor ; Onorato, Grazia ; Curcio, Domenico ; Vioto, Davide. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000436. Full description at Econpapers || Download paper |
| 2024 | The impact of banks’ climate engagement on systemic risk. Does committing a little or a lot make a difference?. (2024). Birindelli, Giuliana ; Pacelli, Vincenzo ; Dellatti, Stefano ; di Tommaso, Caterina ; Iannuzzi, Antonia Patrizia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001855. Full description at Econpapers || Download paper |
| 2025 | Examining institutional investor preferences: The influence of ESG ratings on stock holding in Chinas stock market. (2025). Zou, Jin ; Zhong, Xiaoying ; Lu, Xiaoye ; Gong, Chi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004021. Full description at Econpapers || Download paper |
| 2025 | Towards the estimation of ESG ratings: A machine learning approach using balance sheet ratios. (2025). Cini, Federico ; Ferrari, Annalisa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400446x. Full description at Econpapers || Download paper |
| 2025 | The link between climate and systemic risk: A bibliometric and systematic literature review. (2025). Pacelli, Vincenzo ; Foglia, Matteo ; Mariano, Dayana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003289. Full description at Econpapers || Download paper |
| 2024 | Twitter Economic Uncertainty and Herding Behavior in ESG Markets. (2024). Koutmos, Dimitrios. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:11:p:502-:d:1516484. Full description at Econpapers || Download paper |
| 2024 | The Relationship between Environmental, Social and Governance Factors, Economic Growth, and Banking Activity. (2024). Norocel, Ioan-Iulian ; Vierescu, Eugen-Marian. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:285-:d:1430411. Full description at Econpapers || Download paper |
| 2025 | Uncovering Systemic Risk in ASEAN Corporations: A Framework Based on Graph Theory and Hidden Models. (2025). Amorrich, Cecilia Kindeln ; Pidelaserra, Jordi Mart ; Ruf, Marc Corts. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:5:p:95-:d:1654518. Full description at Econpapers || Download paper |
| 2025 | Systemic resilience of networked commodities. (2025). Storani, Saverio ; Mattera, Raffaele ; Cerqueti, Roy. In: Post-Print. RePEc:hal:journl:hal-05109120. Full description at Econpapers || Download paper |
| 2025 | Measuring unit relevance and stability in hierarchical spatio-temporal clustering. (2025). Mattera, Raffaele ; Cerqueti, Roy. In: Post-Print. RePEc:hal:journl:hal-05109271. Full description at Econpapers || Download paper |
| 2024 | Probabilities of transitions among endogenous regimes in asset returns and Environmental, Social and Governance scores. (2024). Nicolosi, Marco ; da Fermo, Carmine ; Cerqueti, Roy. In: Post-Print. RePEc:hal:journl:hal-05114157. Full description at Econpapers || Download paper |
| 2025 | Do environmental and social practices matter for the financial resilience of companies? Evidence from US firms during the COVID-19 pandemic. (2025). ben Ameur, Hachmi ; Boussetta, Selma. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:1:d:10.1007_s11156-023-01218-4. Full description at Econpapers || Download paper |
| 2025 | The impact of ESG disclosure on mitigating financial distress: exploring the moderating role of firm life cycle. (2025). Suprabha, K R ; Sreepriya, J ; Prasad, Krishna. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:3:d:10.1057_s41310-024-00225-8. Full description at Econpapers || Download paper |
| 2024 | The non-linear relationship between ESG performance and bank stability in the digital era: new evidence from a regime-switching approach. (2024). Helali, Kamel ; Kalai, Maha ; Bouattour, Afef. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03876-8. Full description at Econpapers || Download paper |
| 2024 | Crowdfunding Social Ventures: Who Will Reward (or Punish) Hybridity?. (2024). Aouni, Zineb ; Wry, Tyler ; Hudon, Marek ; Prilleux, Anas. In: Entrepreneurship Theory and Practice. RePEc:sae:entthe:v:48:y:2024:i:5:p:1191-1222. Full description at Econpapers || Download paper |
| 2024 | Crowdfunding social ventures: Who will reward (or punish) hybridity?. (2024). Aouni, Zineb ; Wry, Tyler ; Hudon, Marek ; Perilleux, Anais A. In: Working Papers CEB. RePEc:sol:wpaper:2013/369203. Full description at Econpapers || Download paper |
| 2025 | Environmental, social, and governance (ESG) factors and firm value: A systematic literature review of theories and empirical evidence. (2025). Oliveira, Jonas ; Azevedo, Graa ; Bani-Khaled, Sakhr. In: AMS Review. RePEc:spr:amsrev:v:15:y:2025:i:1:d:10.1007_s13162-025-00303-2. Full description at Econpapers || Download paper |
| 2024 | Anticipative information in a Brownian−Poisson market. (2024). Salmeron, Jose A ; Dauria, Bernardo. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05060-0. Full description at Econpapers || Download paper |
| 2024 | Effect of labour income on the optimal bankruptcy problem. (2024). Ding, Guodong ; Marazzina, Daniele. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05166-z. Full description at Econpapers || Download paper |
| 2024 | Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift. (2024). Wunderlich, Ralf ; Kondakji, Hakam ; Gabih, Abdelali. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:2:d:10.1007_s10479-024-06172-5. Full description at Econpapers || Download paper |
| 2024 | An integrated MCDM framework for evaluating the environmental, social, and governance (ESG) sustainable business performance. (2024). Yu, Kerui ; Wu, Qun ; Mardani, Abbas ; Wang, Weizhong ; Chen, Xiaoqing. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:1:d:10.1007_s10479-023-05616-8. Full description at Econpapers || Download paper |
| 2025 | Past, present, and future of sustainable finance: insights from big data analytics through machine learning of scholarly research. (2025). Lim, Weng Marc ; Kumar, Satish ; Rao, Sandeep ; Sharma, Dipasha ; Mangla, Sachin Kumar. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-021-04410-8. Full description at Econpapers || Download paper |
| 2025 | The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis. (2025). Boubaker, Sabri ; Manita, Riadh ; Ngo, Thanh. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05506-z. Full description at Econpapers || Download paper |
| 2026 | Corporate ESG performance and systemic risk: a network perspective. (2026). Uddin, Gazi Salah ; Xie, Chi ; Zhu, You ; Lin, Xiangmei ; Wang, Gang-Jin. In: Annals of Operations Research. RePEc:spr:annopr:v:357:y:2026:i:1:d:10.1007_s10479-024-06163-6. Full description at Econpapers || Download paper |
| 2025 | Environmental, Social, and Governance Sustainability Initiatives in Saudi Arabia: A Review. (2025). Badkook, Roaa Osama. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:15:y:2025:i:3:f:15_3_3. Full description at Econpapers || Download paper |
| 2024 | Crowdfunding social ventures: who rewards (or punishes) hybridity?. (2024). Aouni, Zineb ; Wry, Tyler ; Hudon, Marek ; Perilleux, Anais A. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/367191. Full description at Econpapers || Download paper |
| 2025 | Integrating ESG in business: Opportunities and risks through a systematic and bibliometric analysis. (2025). Ilona, Skakauskien ; Mihaela, Minciu ; Miguel, Fonseca Luis ; Cristian, Buu. In: Management & Marketing. RePEc:vrs:manmar:v:20:y:2025:i:4:p:1-15:n:1001. Full description at Econpapers || Download paper |
| 2024 | Strategic mapping of the environmental social governance landscape in finance – A bibliometric exploration through concepts and themes. (2024). Nair, Ajithakumari Vijayappan ; Jayachandran, Ambili ; Thomas, Ann Susan. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:5:p:4428-4453. Full description at Econpapers || Download paper |
| 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 | 6 |
| 2021 | ESG investing: A chance to reduce systemic risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 77 |
| 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: 77 | paper | |
| 2019 | Expected shortfall and portfolio management in contagious markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 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 | 5 |
| 2022 | Mitigating Contagion Risk by ESG Investing In: Sustainability. [Full Text][Citation analysis] | article | 2 |
| 2010 | The cost of sustainability on optimal portfolio choices In: Sustainable Investment and Corporate Governance Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 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: 12 | 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: 12 | 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 | 13 |
| 2021 | The value of knowing the market price of risk In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
| 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 | 4 |
| 2014 | Item response models to measure corporate social responsibility In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
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