Marco Nicolosi - Publications, H-index & Citations

Marco Nicolosi

sapienza university of rome

13H指数

53论文数

982被引数

收录论文 9

发表时间

Tracking risk transitions: ESG scores and market beta dynamics 追踪风险转变：ESG评分与市场贝塔动态

Finance Research Letters

IF6.9

2026-05-13

OAAI

Francesco Morelli; Marco Nicolosi

Probabilities of transitions among endogenous regimes in asset returns and Environmental, Social and Governance scores

BUSINESS STRATEGY AND THE ENVIRONMENT

IF13.3

2024-10-23

OAAI

Cerqueti, Roy; Da Fermo, Carmine; Nicolosi, Marco

Mitigating Contagion Risk by ESG Investing 通过ESG投资减轻传染风险

SUSTAINABILITY

IF3.3

2022-03-23

OAAI

Cerqueti, Roy; Ciciretti, Rocco; Dalo, Ambrogio; Nicolosi, Marco

ESG investing: A chance to reduce systemic risk

JOURNAL OF FINANCIAL STABILITY

IF4.2

2021-06-01

OAAI

Cerqueti, Roy; Ciciretti, Rocco; Dalo, Ambrogio; Nicolosi, Marco

The value of knowing the market price of risk

ANNALS OF OPERATIONS RESEARCH

IF4.5

2020-04-18

OAAI

Colaneri, Katia; Herzel, Stefano; Nicolosi, Marco

Expected shortfall and portfolio management in contagious markets

JOURNAL OF BANKING & FINANCE

IF3.8

2019-05-01

OAAI

Buccioli, Alice; Kokholm, Thomas; Nicolosi, Marco

Portfolio management with benchmark related incentives under mean reverting processes

ANNALS OF OPERATIONS RESEARCH

IF4.5

2017-05-24

PREAI

Nicolosi, Marco; Angelini, Flavio; Herzel, Stefano

Dynamic portfolio management with views at multiple horizons

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2016-02-01

PREAI

Meucci, A.; Nicolosi, M.

Wind power integration and power system flexibility-An empirical analysis of extreme events in Germany under the new negative price regime

ENERGY POLICY

IF9.2

2010-11-01

165

PREAI

Nicolosi, Marco

研究方向