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 1 1 1 98
ESG Investing: A Chance To Reduce Systemic Risk 1 2 4 116 4 6 11 264
Hedging error in Lévy models with a Fast Fourier Transform approach 0 0 0 7 0 0 2 55
How to measure Corporate Social Responsibility 0 0 0 710 1 4 4 3,758
Implicit Incentives for Fund Managers with Partial Information 0 0 0 5 1 1 2 18
The Resilience of the Socially Responsible Investment Networks 0 0 1 32 1 1 4 78
The cost of sustainability on optimal portfolio choices 0 0 0 51 1 1 9 242
The cost of sustainability on optimal portfolio choices 0 0 0 48 1 1 2 238
Total Working Papers 1 2 5 995 10 15 35 4,751


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 9 1 4 9 28
Dynamic portfolio management with views at multiple horizons 0 0 0 10 1 2 3 45
ESG investing: A chance to reduce systemic risk 0 1 4 53 3 5 25 207
Expected shortfall and portfolio management in contagious markets 0 0 0 7 1 2 3 40
Implicit incentives for fund managers with partial information 0 0 0 2 2 4 5 10
Item response models to measure corporate social responsibility 0 0 0 18 2 2 2 104
Mitigating Contagion Risk by ESG Investing 0 0 3 17 2 2 10 45
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 1 1 2 19
Optimal strategy for a fund manager with option compensation 1 1 1 6 2 2 3 27
Portfolio allocation in actively managed funds 1 1 1 24 2 2 3 74
Portfolio management with benchmark related incentives under mean reverting processes 0 0 1 7 1 2 4 31
The cost of sustainability in optimal portfolio decisions 0 0 0 22 0 1 4 119
The value of knowing the market price of risk 0 0 2 14 0 1 7 32
Total Journal Articles 2 3 13 195 18 30 80 828


Statistics updated 2025-12-06