NICOLOSI, MARCO
NICOLOSI, MARCO
DIPARTIMENTO DI ECONOMIA
A new measure of the resilience for networks of funds with applications to socially responsible investments
2022 Cerqueti, R.; Ciciretti, R.; Dalo, A.; Nicolosi, M.
A Socially Responsible Portfolio Selection Strategy
2013 Herzel, Stefano; Nicolosi, Marco
Corporate social responsibility and responsible investment in Italy: An overview
2015 Rocco, Ciciretti; Annalisa, Fabretti; Nicolosi, Marco
Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi
2013 Angelini, Flavio; Herzel, Stefano; Nicolosi, Marco
Dynamic portfolio management with views at multiple horizons
2016 Meucci, A.; Nicolosi, Marco
ESG investing: A chance to reduce systemic risk
2021 Cerqueti, R.; Ciciretti, R.; Dalo, A.; Nicolosi, M.
Expected shortfall and portfolio management in contagious markets
2019 Buccioli, Alice; Kokholm, Thomas; Nicolosi, Marco
Hedging Error in Lévy models with a Fast Fourier Transform approach
2008 Angelini, Flavio; Nicolosi, Marco
How to Measure Corporate Social Responsibility
2011 Nicolosi, Marco; Grassi, Stefano; Stanghellini, Elena
Implicit incentives for fund managers with partial information
2021 Angelini, F.; Colaneri, K.; Herzel, S.; Nicolosi, M.
Item response models to measure corporate social responsibility
2014 Nicolosi, Marco; Grassi, Stefano; Stanghellini, Elena
Mitigating Contagion Risk by ESG Investing
2022 Cerqueti, R.; Ciciretti, R.; Dalo, A.; Nicolosi, M.
On tadpoles and vacuum redefinitions in String Theory
2005 Dudas, E.; Nicolosi, Marco; Pradisi, G.; Sagnotti, A.
On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error
2010 Angelini, Flavio; Nicolosi, Marco
On the Relationship Between Financial and Sustainable Variables: Insights From Graphical Gaussian Model
2024 DA FERMO, Carmine; MUSILE TANZI, Paola; Nicolosi, Marco; Stanghellini, Elena
Optimal strategies with option compensation under mean reverting returns or volatilities
2019 Herzel, Stefano; Nicolosi, Marco
Optimal Strategy for a Fund Manager with Option Compensation
2018 Nicolosi, M.
Portfolio allocation in actively managed funds
2017 Herzel, Stefano; Nicolosi, Marco
Portfolio management with benchmark related incentives under mean reverting processes
2018 Nicolosi, Marco; Angelini, Flavio; Herzel, Stefano
The cost of sustainability in optimal portfolio decisions
2012 Herzel, Stefano; Nicolosi, Marco; C., Starica