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 0 0 2 112 0 0 8 253
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 2 710 0 0 6 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 0 0 1 31 0 1 3 75
The cost of sustainability on optimal portfolio choices 0 0 0 51 1 3 6 236
The cost of sustainability on optimal portfolio choices 0 0 0 48 1 1 4 237
Total Working Papers 0 0 5 990 2 5 27 4,721


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 0 0 1 8 1 2 5 21
Dynamic portfolio management with views at multiple horizons 0 0 1 10 0 0 2 42
ESG investing: A chance to reduce systemic risk 0 0 2 49 1 5 24 187
Expected shortfall and portfolio management in contagious markets 0 0 1 7 0 0 3 37
Implicit incentives for fund managers with partial information 0 0 0 2 0 0 0 5
Item response models to measure corporate social responsibility 0 0 0 18 0 0 0 102
Mitigating Contagion Risk by ESG Investing 0 3 6 17 1 6 12 41
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 0 0 1 24
Portfolio allocation in actively managed funds 0 0 0 23 1 1 1 72
Portfolio management with benchmark related incentives under mean reverting processes 1 1 1 7 1 1 1 28
The cost of sustainability in optimal portfolio decisions 0 0 0 22 0 0 3 115
The value of knowing the market price of risk 0 2 2 14 1 3 6 28
Total Journal Articles 1 6 14 188 6 18 60 766


Statistics updated 2025-03-03