11573/1749274 - 2025 -
Unobserved expected returns in a diffusive price process: is filtering effective? Antonini, Paride; Angelini, Flavio; Nicolosi, Marco - 01a Articolo in rivista
paper: SOFT COMPUTING (Heidelberg ; Berlin : Springer) pp. 4191-4205 - issn: 1433-7479 - wos: (0) - scopus: 2-s2.0-105005272601 (0)
11573/1723853 - 2024 -
Probabilities of transitions among endogenous regimes in asset returns and Environmental, Social and Governance scores Cerqueti, Roy; Da Fermo, Carmine; Nicolosi, Marco - 01a Articolo in rivista
paper: BUSINESS STRATEGY AND THE ENVIRONMENT (-New York:John Wiley
-Bradford : European Research Press, 1992-) pp. 778-787 - issn: 0964-4733 - wos: WOS:001341018300001 (0) - scopus: (0)
11573/1749267 - 2024 -
On the relationship between financial and sustainable variables: insights from graphical gaussian model Da Fermo, Carmine; Tanzi, Paola Musile; Nicolosi, Marco; Stanghellini, Elena - 01a Articolo in rivista
paper: JOURNAL OF FINANCIAL MANAGEMENT, MARKETS AND INSTITUTIONS (Bologna: il Mulino) pp. - - issn: 2282-717X - wos: (0) - scopus: 2-s2.0-85185812245 (5)
11573/1614516 - 2022 -
A new measure of the resilience for networks of funds with applications to socially responsible investments Cerqueti, R.; Ciciretti, R.; Dalo, A.; Nicolosi, M. - 01a Articolo in rivista
paper: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. - - issn: 0378-4371 - wos: WOS:000806160900011 (9) - scopus: 2-s2.0-85124605071 (10)
11573/1630929 - 2022 -
Mitigating Contagion Risk by ESG Investing Cerqueti, R.; Ciciretti, R.; Dalo, A.; Nicolosi, M. - 01a Articolo in rivista
paper: SUSTAINABILITY (Basel : MDPI) pp. - - issn: 2071-1050 - wos: WOS:000782094000001 (5) - scopus: 2-s2.0-85127560124 (7)
11573/1749261 - 2021 -
Implicit incentives for fund managers with partial information Angelini, F.; Colaneri, K.; Herzel, S.; Nicolosi, M. - 01a Articolo in rivista
paper: COMPUTATIONAL MANAGEMENT SCIENCE (Heidelberg ; Berlin : Springer) pp. 539-561 - issn: 1619-697X - wos: (0) - scopus: 2-s2.0-85106742945 (1)
11573/1550337 - 2021 -
ESG investing: A chance to reduce systemic risk Cerqueti, Roy; Ciciretti, Rocco; Dalò, Ambrogio; Nicolosi, Marco - 01a Articolo in rivista
paper: JOURNAL OF FINANCIAL STABILITY (St. Louis ; San Diego ; Oxford ; New York ; London ; Amsterdam ; Philadelphia ; Paris ; Boston ; Jena : Elsevier) pp. 100887- - issn: 1572-3089 - wos: WOS:000670127500005 (111) - scopus: 2-s2.0-85106871986 (133)
11573/1749263 - 2021 -
The value of knowing the market price of risk Colaneri, K.; Herzel, S.; Nicolosi, M. - 01a Articolo in rivista
paper: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht: Kluwer Academic Publishers.
Amsterdam; Bussum: Baltzer Science Publishers.) pp. 101-131 - issn: 0254-5330 - wos: WOS:000527510300001 (6) - scopus: 2-s2.0-85083894106 (9)
11573/1749268 - 2019 -
Expected shortfall and portfolio management in contagious markets Buccioli, Alice; Kokholm, Thomas; Nicolosi, Marco - 01a Articolo in rivista
paper: JOURNAL OF BANKING & FINANCE (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 100-115 - issn: 0378-4266 - wos: WOS:000466251500007 (5) - scopus: 2-s2.0-85063048155 (5)
11573/1749266 - 2019 -
Optimal strategies with option compensation under mean reverting returns or volatilities Herzel, Stefano; Nicolosi, Marco - 01a Articolo in rivista
paper: COMPUTATIONAL MANAGEMENT SCIENCE (Heidelberg ; Berlin : Springer) pp. 47-69 - issn: 1619-697X - wos: WOS:000458627300004 (4) - scopus: 2-s2.0-85039759137 (5)
11573/1749258 - 2018 -
The value of information for optimal portfolio management Colaneri, Katia; Herzel, Stefano; Nicolosi, Marco - 02a Capitolo o Articolo
book: Mathematical and Statistical Methods for Actuarial Sciences and Finance - (978-3-319-89823-0)
11573/1749271 - 2018 -
Optimal Strategy for a Fund Manager with Option Compensation Nicolosi, M. - 01a Articolo in rivista
paper: DECISIONS IN ECONOMICS AND FINANCE (Milano, Italy: Springer-Verlag Italia Srl) pp. 1-17 - issn: 1593-8883 - wos: WOS:000455687300001 (6) - scopus: 2-s2.0-85037350329 (7)
11573/1749262 - 2018 -
Portfolio management with benchmark related incentives under mean reverting processes Nicolosi, Marco; Angelini, Flavio; Herzel, Stefano - 01a Articolo in rivista
paper: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature
Dordrecht: Kluwer Academic Publishers.
Amsterdam; Bussum: Baltzer Science Publishers.) pp. 373-394 - issn: 0254-5330 - wos: WOS:000433953200016 (18) - scopus: 2-s2.0-85019608615 (20)
11573/1749272 - 2017 -
Portfolio allocation in actively managed funds Herzel, Stefano; Nicolosi, Marco - 01a Articolo in rivista
paper: ECONOMICS BULLETIN ([Nashville, Tenn.]: Economics Bulletin, [2001]-) pp. 1688-1693 - issn: 1545-2921 - wos: WOS:000416765800026 (1) - scopus: 2-s2.0-85026474289 (1)
11573/1749270 - 2016 -
Dynamic portfolio management with views at multiple horizons Meucci, A.; Nicolosi, Marco - 01a Articolo in rivista
paper: APPLIED MATHEMATICS AND COMPUTATION (New York: Elsevier [etc.]) pp. 495-518 - issn: 0096-3003 - wos: WOS:000367521900045 (10) - scopus: 2-s2.0-84947967510 (12)
11573/1749260 - 2015 -
Corporate social responsibility and responsible investment in Italy: An overview Rocco, Ciciretti; Annalisa, Fabretti; Nicolosi, Marco - 02a Capitolo o Articolo
book: The Routledge Handbook of Responsible Investment - (9780415624510)
11573/1749264 - 2014 -
Item response models to measure corporate social responsibility Nicolosi, Marco; Grassi, Stefano; Stanghellini, Elena - 01a Articolo in rivista
paper: APPLIED FINANCIAL ECONOMICS (Routledge Limited ora Taylor & Francis
:11 New Fetter Lane, London EC4P 4EE United Kingdom:011 44 20 75839855, INTERNET: http://journals.routledge.com, Fax: 011 44 20 7330245
London : Chapman and Hall, 1991-) pp. 1449-1464 - issn: 0960-3107 - wos: (0) - scopus: 2-s2.0-85044550810 (20)
11573/1749259 - 2013 -
A Socially Responsible Portfolio Selection Strategy Herzel, Stefano; Nicolosi, Marco - 02a Capitolo o Articolo
book: Entrepreneurship, Finance, Governance and Ethics - (9789400738669)
11573/1749269 - 2012 -
The cost of sustainability in optimal portfolio decisions Herzel, Stefano; Nicolosi, Marco; C., Starica - 01a Articolo in rivista
paper: EUROPEAN JOURNAL OF FINANCE (Routledge Limited:11 New Fetter Lane, London EC4P 4EE United Kingdom:011 44 20 75839855, INTERNET: http://journals.routledge.com, Fax: 011 44 20 7330245) pp. 333-349 - issn: 1351-847X - wos: WOS:000304329200008 (17) - scopus: 2-s2.0-84861597915 (24)
11573/1749275 - 2011 -
The cost of sustainability on optimal portfolio choices Herzel, Stefano; Nicolosi, Marco; Catalin, Starica - 03a Saggio, Trattato Scientifico
11573/1749276 - 2011 -
How to Measure Corporate Social Responsibility Nicolosi, Marco; Grassi, Stefano; Stanghellini, Elena - 03a Saggio, Trattato Scientifico
11573/1749273 - 2010 -
On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error Angelini, Flavio; Nicolosi, Marco - 01a Articolo in rivista
paper: ECONOMIC NOTES (Siena: Monte dei Paschi.) pp. 203-226 - issn: 0391-5026 - wos: (0) - scopus: 2-s2.0-84860370267 (4)
11573/1749277 - 2008 -
Hedging Error in Lévy models with a Fast Fourier Transform approach Angelini, Flavio; Nicolosi, Marco - 03a Saggio, Trattato Scientifico
11573/1749265 - 2005 -
On tadpoles and vacuum redefinitions in String Theory Dudas, E.; Nicolosi, Marco; Pradisi, G.; Sagnotti, A. - 01a Articolo in rivista
paper: NUCLEAR PHYSICS. B (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 3-44 - issn: 0550-3213 - wos: WOS:000226997200001 (72) - scopus: 2-s2.0-12744262686 (70)