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 6 103
ESG Investing: A Chance To Reduce Systemic Risk 0 1 4 118 0 2 26 284
Hedging error in Lévy models with a Fast Fourier Transform approach 0 0 0 7 1 1 4 59
How to measure Corporate Social Responsibility 0 0 0 710 1 1 13 3,768
Implicit Incentives for Fund Managers with Partial Information 0 0 0 5 0 1 7 24
The Resilience of the Socially Responsible Investment Networks 0 0 0 32 2 2 10 87
The cost of sustainability on optimal portfolio choices 0 0 0 48 1 1 15 252
The cost of sustainability on optimal portfolio choices 0 0 0 51 1 1 9 250
Total Working Papers 0 1 4 997 6 9 90 4,827


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 2 11 1 2 13 37
Dynamic portfolio management with views at multiple horizons 0 0 1 11 1 2 10 53
ESG investing: A chance to reduce systemic risk 0 0 3 55 2 5 33 235
Expected shortfall and portfolio management in contagious markets 0 0 0 7 0 1 10 49
Implicit incentives for fund managers with partial information 0 0 0 2 1 2 12 18
Item response models to measure corporate social responsibility 0 0 0 18 0 1 18 120
Mitigating Contagion Risk by ESG Investing 0 0 0 17 0 0 10 53
On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error 0 0 0 5 0 1 14 61
Optimal strategies with option compensation under mean reverting returns or volatilities 0 0 0 1 0 2 8 26
Optimal strategy for a fund manager with option compensation 0 0 1 6 0 0 11 36
Portfolio allocation in actively managed funds 0 0 1 24 1 2 9 81
Portfolio management with benchmark related incentives under mean reverting processes 0 0 0 7 0 1 13 42
The cost of sustainability in optimal portfolio decisions 0 0 0 22 1 25 32 150
The value of knowing the market price of risk 0 0 0 14 0 0 16 48
Total Journal Articles 0 0 8 200 7 44 209 1,009


Statistics updated 2026-10-11