Sfoglia per Autore
On tadpoles and vacuum redefinitions in String Theory
2005 Dudas, E.; Nicolosi, Marco; Pradisi, G.; Sagnotti, A.
Hedging Error in Lévy models with a Fast Fourier Transform approach
2008 Angelini, Flavio; Nicolosi, Marco
On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error
2010 Angelini, Flavio; Nicolosi, Marco
The cost of sustainability on optimal portfolio choices
2011 Herzel, Stefano; Nicolosi, Marco; Catalin, Starica
How to Measure Corporate Social Responsibility
2011 Nicolosi, Marco; Grassi, Stefano; Stanghellini, Elena
The cost of sustainability in optimal portfolio decisions
2012 Herzel, Stefano; Nicolosi, Marco; C., Starica
Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi
2013 Angelini, Flavio; Herzel, Stefano; Nicolosi, Marco
A Socially Responsible Portfolio Selection Strategy
2013 Herzel, Stefano; Nicolosi, Marco
Item response models to measure corporate social responsibility
2014 Nicolosi, Marco; Grassi, Stefano; Stanghellini, Elena
Corporate social responsibility and responsible investment in Italy: An overview
2015 Rocco, Ciciretti; Annalisa, Fabretti; Nicolosi, Marco
Dynamic portfolio management with views at multiple horizons
2016 Meucci, A.; Nicolosi, Marco
Portfolio allocation in actively managed funds
2017 Herzel, Stefano; Nicolosi, Marco
The value of information for optimal portfolio management
2018 Colaneri, Katia; Herzel, Stefano; Nicolosi, Marco
Portfolio management with benchmark related incentives under mean reverting processes
2018 Nicolosi, Marco; Angelini, Flavio; Herzel, Stefano
Optimal Strategy for a Fund Manager with Option Compensation
2018 Nicolosi, M.
Expected shortfall and portfolio management in contagious markets
2019 Buccioli, Alice; Kokholm, Thomas; Nicolosi, Marco
Optimal strategies with option compensation under mean reverting returns or volatilities
2019 Herzel, Stefano; Nicolosi, Marco
Implicit incentives for fund managers with partial information
2021 Angelini, F.; Colaneri, K.; Herzel, S.; Nicolosi, M.
ESG investing: A chance to reduce systemic risk
2021 Cerqueti, R.; Ciciretti, R.; Dalo, A.; Nicolosi, M.
The value of knowing the market price of risk
2021 Colaneri, K.; Herzel, S.; Nicolosi, M.
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