NICOLOSI, MARCO
NICOLOSI, MARCO
Scuola Undergraduate e Graduate
A new measure of the resilience for networks of funds with applications to socially responsible investments
2022-01-01 Cerqueti, R.; Ciciretti, R.; Dalo, A.; Nicolosi, M.
A Socially Responsible Portfolio Selection Strategy
2013-01-01 Herzel, Stefano; Nicolosi, Marco
Corporate social responsibility and responsible investment in Italy: An overview
2015-01-01 Rocco, Ciciretti; Annalisa, Fabretti; Nicolosi, Marco
Dynamic portfolio management with views at multiple horizons
2016-01-01 Meucci, A.; Nicolosi, Marco
ESG investing: A chance to reduce systemic risk
2021-01-01 Cerqueti, R.; Ciciretti, R.; Dalo, A.; Nicolosi, M.
Expected shortfall and portfolio management in contagious markets
2019-01-01 Buccioli, Alice; Kokholm, Thomas; Nicolosi, Marco
Hedging Error in Lévy models with a Fast Fourier Transform approach
2008-01-01 Angelini, Flavio; Nicolosi, Marco
How to Measure Corporate Social Responsibility
2011-01-01 Nicolosi, Marco; Grassi, Stefano; Stanghellini, Elena
Implicit incentives for fund managers with partial information
2021-01-01 Angelini, F.; Colaneri, K.; Herzel, S.; Nicolosi, M.
Item response models to measure corporate social responsibility
2014-01-01 Nicolosi, Marco; Grassi, Stefano; Stanghellini, Elena
Mitigating Contagion Risk by ESG Investing
2022-01-01 Cerqueti, R.; Ciciretti, R.; Dalo, A.; Nicolosi, M.
On tadpoles and vacuum redefinitions in String Theory
2005-01-01 Dudas, E.; Nicolosi, Marco; Pradisi, G.; Sagnotti, A.
On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error
2010-01-01 Angelini, Flavio; Nicolosi, Marco
ON THE RELATIONSHIP BETWEEN FINANCIAL AND SUSTAINABLE VARIABLES: INSIGHTS FROM GRAPHICAL GAUSSIAN MODEL
2024-01-01 DA FERMO, Carmine; Tanzi, PAOLA MUSILE; Nicolosi, Marco; Stanghellini, Elena
Optimal strategies with option compensation under mean reverting returns or volatilities
2019-01-01 Herzel, Stefano; Nicolosi, Marco
Optimal Strategy for a Fund Manager with Option Compensation
2018-01-01 Nicolosi, M.
Portfolio allocation in actively managed funds
2017-01-01 Herzel, Stefano; Nicolosi, Marco
Portfolio management with benchmark related incentives under mean reverting processes
2018-01-01 Nicolosi, Marco; Angelini, Flavio; Herzel, Stefano
The cost of sustainability in optimal portfolio decisions
2012-01-01 Herzel, Stefano; Nicolosi, Marco; C., Starica
The cost of sustainability on optimal portfolio choices
2011-01-01 Herzel, Stefano; Nicolosi, Marco; Catalin, Starica