marco nicolosi : Citation Profile

Università degli Studi di Perugia

5

H index

3

i10 index

107

Citations

RESEARCH PRODUCTION:

14

Articles

8

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 7
   Journals where marco nicolosi has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 11 (9.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pni311
   Updated: 2025-04-12    RAS profile: 2025-01-07    
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Relations with other researchers

Works with:

Ciciretti, Rocco (5)

Herzel, Stefano (3)

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)

Becchetti, Leonardo (2)

Pompei, Fabrizio (2)

Lupu, Iulia (2)

Eratalay, Mustafa (2)

Venturini, Francesco (2)

Zeidan, Rodrigo (1)

Umar, Zaghum (1)

Xie, Jun (1)

Pirgaip, Burak (1)

Ciciretti, Rocco (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)

French, Kenneth (4)

Main data

Production by document typearticlepaper200820092010201120122013201420152016201720182019202020212022024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2008200920102011201220132014201520162017201820192020202120220102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2010201120122013201420152016201720182019202020212022202320242025010203040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2008200920102011201220132014201520162017201820192020202120220255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents12345670255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

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 / Universit� di Perugia, Dipartimento Economia4
CEIS Research Paper / Tor Vergata University, CEIS2

Recent works citing marco nicolosi (2025 and 2024)

Year  ↓Title 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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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.

Full description at Econpapers || Download paper

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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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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2024Can 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.

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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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2024ESG 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.

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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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2024Sustainable 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.

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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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2024Climate 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.

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2024Blessings 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.

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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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2025Examining 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.

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2025Towards 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.

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2024Crowdfunding Social Ventures: Who Will Reward (or Punish) Hybridity?. (2024). Wry, Tyler ; Hudon, Marek ; Prilleux, Anas ; Aouni, Zineb. In: Entrepreneurship Theory and Practice. RePEc:sae:entthe:v:48:y:2024:i:5:p:1191-1222.

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Works by marco nicolosi:

Year  ↓Title  ↓Type  ↓Cited  ↓
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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]		article56
2020ESG Investing: A Chance To Reduce Systemic Risk.(2020) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		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.
[Full Text][Citation analysis]
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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