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Marco Nicolosi
Marco Nicolosi
Link Campus University
Verified email at unilink.it
Title
Cited by
Cited by
Year
ESG investing: A chance to reduce systemic risk
R Cerqueti, R Ciciretti, A Dalò, M Nicolosi
Journal of Financial Stability 54, 100887, 2021
1272021
On tadpoles and vacuum redefinitions in string theory
E Dudas, M Nicolosi, G Pradisi, A Sagnotti
Nuclear Physics B 708 (1-3), 3-44, 2005
1002005
The cost of sustainability in optimal portfolio decisions
S Herzel, M Nicolosi, C Stărică
The European Journal of Finance 18 (3-4), 333-349, 2012
342012
Item response models to measure corporate social responsibility
M Nicolosi, S Grassi, E Stanghellini
Applied Financial Economics 24 (22), 1449-1464, 2014
332014
Portfolio management with benchmark related incentives under mean reverting processes
M Nicolosi, F Angelini, S Herzel
Annals of Operations Research 266, 373-394, 2018
252018
The value of knowing the market price of risk
K Colaneri, S Herzel, M Nicolosi
Annals of Operations Research 299 (1), 101-131, 2021
132021
Dynamic portfolio management with views at multiple horizons
A Meucci, M Nicolosi
Applied Mathematics and Computation 274, 495-518, 2016
122016
The cost of sustainability on optimal portfolio choices
S Herzel, M Nicolosi, C Starica
European Journal of Finance 1, 1-17, 2011
102011
Optimal strategy for a fund manager with option compensation
M Nicolosi
Decisions in Economics and Finance 41, 1-17, 2018
82018
A new measure of the resilience for networks of funds with applications to socially responsible investments
R Cerqueti, R Ciciretti, A Dalò, M Nicolosi
Physica A: Statistical Mechanics and its Applications 593, 126976, 2022
72022
Expected shortfall and portfolio management in contagious markets
A Buccioli, T Kokholm, M Nicolosi
Journal of Banking & Finance 102, 100-115, 2019
72019
On tadpoles and vacuum redefinitions in string theory 2005
E Dudas, G Pradisi, M Nicolosi, A Sagnotti
Nucl. Phys. B 708 (3), 0
7
Mitigating contagion risk by ESG investing
R Cerqueti, R Ciciretti, A Dalò, M Nicolosi
Sustainability 14 (7), 3805, 2022
52022
Optimal strategies with option compensation under mean reverting returns or volatilities
S Herzel, M Nicolosi
Computational Management Science 16, 47-69, 2019
52019
How to measure corporate social responsibility
M Nicolosi, S Grassi, E Stanghellini
Quaderni del Dipartimento di Economia, Finanza e Statistica 96, 2011, 2011
52011
ESG Investmenting: A Chance to Reduce Systemic Risk
R Cerqueti, R Ciciretti, A Dalò, M Nicolosi
CEIS Working Paper, 2020
32020
A socially responsible portfolio selection strategy
S Herzel, M Nicolosi
Entrepreneurship, finance, governance and ethics, 237-252, 2012
32012
On the effect of skewness and kurtosis misspecification on the hedging error
F Angelini, M Nicolosi
Economic Notes 39 (3), 203-226, 2010
32010
The Resilience of the Socially Responsible Investment Networks
R Cerqueti, R Ciciretti, A Dalò, M Nicolosi
CEIS Working Paper, 2020
12020
Portfolio allocation in actively managed funds
S Herzel, M Nicolosi
Economics Bulletin 37 (3), 1688-1693, 2017
12017
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Articles 1–20