marco nicolosi
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marco |
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nicolosi |
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Contact
Affiliations
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Università degli Studi di Perugia
/ Facoltà di Economia
Research profile
author of:
- Implicit Incentives for Fund Managers with Partial Information (RePEc:arx:papers:2011.07871)
by Flavio Angelini & Katia Colaneri & Stefano Herzel & Marco Nicolosi - On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error (RePEc:bla:ecnote:v:39:y:2010:i:3:p:203-226)
by Flavio Angelini & Marco Nicolosi - Portfolio allocation in actively managed funds (RePEc:ebl:ecbull:eb-17-00566)
by Stefano Herzel & Marco Nicolosi - Dynamic portfolio management with views at multiple horizons (RePEc:eee:apmaco:v:274:y:2016:i:c:p:495-518)
by Meucci, A. & Nicolosi, M. - ESG investing: A chance to reduce systemic risk (RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000474)
by Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco - Expected shortfall and portfolio management in contagious markets (RePEc:eee:jbfina:v:102:y:2019:i:c:p:100-115)
by Buccioli, Alice & Kokholm, Thomas & Nicolosi, Marco - A new measure of the resilience for networks of funds with applications to socially responsible investments (RePEc:eee:phsmap:v:593:y:2022:i:c:s037843712200070x)
by Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco - Mitigating Contagion Risk by ESG Investing (RePEc:gam:jsusta:v:14:y:2022:i:7:p:3805-:d:777967)
by Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi - The cost of sustainability on optimal portfolio choices (RePEc:hhb:sicgwp:2010_015)
by Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin - Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi (RePEc:pia:wpaper:118/2013)
by Flavio ANGELINI & Stefano HERZEL & Marco NICOLOSI - Hedging error in Lévy models with a Fast Fourier Transform approach (RePEc:pia:wpaper:43/2008)
by Flavio Angelini & Marco Nicolosi - The cost of sustainability on optimal portfolio choices (RePEc:pia:wpaper:84/2011)
by Stefano Herzel & Marco Nicolosi & Catalin Starica - How to measure Corporate Social Responsibility (RePEc:pia:wpaper:96/2011)
by Marco Nicolosi & Stefano Grassi & Elena Stanghellini - The Resilience of the Socially Responsible Investment Networks (RePEc:rtv:ceisrp:495)
by Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi - ESG Investing: A Chance To Reduce Systemic Risk (RePEc:rtv:ceisrp:498)
by Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi - Portfolio management with benchmark related incentives under mean reverting processes (RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2535-y)
by Marco Nicolosi & Flavio Angelini & Stefano Herzel - The value of knowing the market price of risk (RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03596-7)
by Katia Colaneri & Stefano Herzel & Marco Nicolosi - Optimal strategies with option compensation under mean reverting returns or volatilities (RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-017-0296-3)
by Stefano Herzel & Marco Nicolosi - Implicit incentives for fund managers with partial information (RePEc:spr:comgts:v:18:y:2021:i:4:d:10.1007_s10287-021-00404-w)
by Flavio Angelini & Katia Colaneri & Stefano Herzel & Marco Nicolosi - Optimal strategy for a fund manager with option compensation (RePEc:spr:decfin:v:41:y:2018:i:1:d:10.1007_s10203-017-0204-x)
by Marco Nicolosi - Item response models to measure corporate social responsibility (RePEc:taf:apfiec:v:24:y:2014:i:22:p:1449-1464)
by Marco Nicolosi & Stefano Grassi & Elena Stanghellini - The cost of sustainability in optimal portfolio decisions (RePEc:taf:eurjfi:v:18:y:2012:i:3-4:p:333-349)
by Stefano Herzel & Marco Nicolosi & Cătălin Stărică