Access Statistics for Marco Nicolosi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi 0 0 0 26 0 0 0 97
ESG Investing: A Chance To Reduce Systemic Risk 1 2 4 114 1 3 9 256
Hedging error in Lévy models with a Fast Fourier Transform approach 0 0 0 7 0 0 0 53
How to measure Corporate Social Responsibility 0 0 1 710 0 0 5 3,754
Implicit Incentives for Fund Managers with Partial Information 0 0 0 5 0 0 0 16
The Resilience of the Socially Responsible Investment Networks 1 1 1 32 1 2 3 77
The cost of sustainability on optimal portfolio choices 0 0 0 48 0 1 2 237
The cost of sustainability on optimal portfolio choices 0 0 0 51 0 2 6 237
Total Working Papers 2 3 6 993 2 8 25 4,727


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new measure of the resilience for networks of funds with applications to socially responsible investments 1 1 2 9 1 2 6 22
Dynamic portfolio management with views at multiple horizons 0 0 1 10 0 0 1 42
ESG investing: A chance to reduce systemic risk 0 2 4 51 0 4 20 190
Expected shortfall and portfolio management in contagious markets 0 0 0 7 0 0 0 37
Implicit incentives for fund managers with partial information 0 0 0 2 1 1 1 6
Item response models to measure corporate social responsibility 0 0 0 18 0 0 0 102
Mitigating Contagion Risk by ESG Investing 0 0 5 17 1 2 12 42
On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error 0 0 0 5 0 0 0 47
Optimal strategies with option compensation under mean reverting returns or volatilities 0 0 0 1 0 0 2 17
Optimal strategy for a fund manager with option compensation 0 0 0 5 1 1 2 25
Portfolio allocation in actively managed funds 0 0 0 23 0 1 1 72
Portfolio management with benchmark related incentives under mean reverting processes 0 1 1 7 0 1 1 28
The cost of sustainability in optimal portfolio decisions 0 0 0 22 1 1 3 116
The value of knowing the market price of risk 0 0 2 14 1 2 7 29
Total Journal Articles 1 4 15 191 6 15 56 775


Statistics updated 2025-05-12