ESG investing: A chance to reduce systemic risk R Cerqueti, R Ciciretti, A Dalò, M Nicolosi Journal of Financial Stability 54, 100887, 2021 | 154 | 2021 |
On tadpoles and vacuum redefinitions in string theory E Dudas, M Nicolosi, G Pradisi, A Sagnotti Nuclear Physics B 708 (1-3), 3-44, 2005 | 101 | 2005 |
The cost of sustainability in optimal portfolio decisions S Herzel, M Nicolosi, C Stărică The European Journal of Finance 18 (3-4), 333-349, 2012 | 40 | 2012 |
Item response models to measure corporate social responsibility M Nicolosi, S Grassi, E Stanghellini Applied Financial Economics 24 (22), 1449-1464, 2014 | 34 | 2014 |
Portfolio management with benchmark related incentives under mean reverting processes M Nicolosi, F Angelini, S Herzel Annals of Operations Research 266, 373-394, 2018 | 25 | 2018 |
Dynamic portfolio management with views at multiple horizons A Meucci, M Nicolosi Applied Mathematics and Computation 274, 495-518, 2016 | 13 | 2016 |
The value of knowing the market price of risk K Colaneri, S Herzel, M Nicolosi Annals of Operations Research 299 (1), 101-131, 2021 | 11 | 2021 |
A new measure of the resilience for networks of funds with applications to socially responsible investments R Cerqueti, R Ciciretti, A Dalò, M Nicolosi Physica A: Statistical Mechanics and its Applications 593, 126976, 2022 | 8 | 2022 |
Optimal strategy for a fund manager with option compensation M Nicolosi Decisions in Economics and Finance 41, 1-17, 2018 | 8 | 2018 |
Expected shortfall and portfolio management in contagious markets A Buccioli, T Kokholm, M Nicolosi Journal of Banking & Finance 102, 100-115, 2019 | 7 | 2019 |
The cost of sustainability on optimal portfolio choices S Herzel, M Nicolosi, C Starica European Journal of Finance 1, 1-17, 2011 | 7 | 2011 |
On tadpoles and vacuum redefinitions in string theory 2005 E Dudas, G Pradisi, M Nicolosi, A Sagnotti Nucl. Phys. B 708 (3), 0 | 7 | |
Mitigating contagion risk by ESG investing R Cerqueti, R Ciciretti, A Dalò, M Nicolosi Sustainability 14 (7), 3805, 2022 | 6 | 2022 |
Optimal strategies with option compensation under mean reverting returns or volatilities S Herzel, M Nicolosi Computational Management Science 16, 47-69, 2019 | 5 | 2019 |
How to measure corporate social responsibility M Nicolosi, S Grassi, E Stanghellini Quaderni del Dipartimento di Economia, Finanza e Statistica 96, 2011, 2011 | 5 | 2011 |
ESG Investmenting: A Chance to Reduce Systemic Risk R Cerqueti, R Ciciretti, A Dalò, M Nicolosi CEIS Working Paper, 2020 | 3 | 2020 |
A socially responsible portfolio selection strategy S Herzel, M Nicolosi Entrepreneurship, finance, governance and ethics, 237-252, 2012 | 3 | 2012 |
On the effect of skewness and kurtosis misspecification on the hedging error F Angelini, M Nicolosi Economic Notes 39 (3), 203-226, 2010 | 3 | 2010 |
On the relationship between financial and sustainable variables: insights from Graphical Gaussian Model C Da Fermo, P Musile Tanzi, M Nicolosi, E Stanghellini Available at SSRN 4312617, 2022 | 2 | 2022 |
The Resilience of the Socially Responsible Investment Networks R Cerqueti, R Ciciretti, A Dalò, M Nicolosi CEIS Working Paper, 2020 | 1 | 2020 |