Publications

"A Multivariate Model of Strategic Asset Allocation with Longevity Risk" (with E. Bisetti, C.A. Favero and C. Tebaldi). Journal of Financial and Quantitative Analysis, forthcoming [Abstract] [Paper] [Appendix]

"Unbundling the Expense Ratio: Hidden Distribution Costs in European Mutual Fund Markets" (with M. Navone). European Financial Management, 22(4): 640-666, 2016 [Abstract] [Paper] [Link to article]

"The Impact of Government Ownership on Bank Risk" (with G. Iannotta and A. Sironi). Journal of Financial Intermediation, 22(2): 152-176, 2013 [Abstract] [Paper] [Link to article]

"Do Investors Care about Credit Ratings? An Analysis through the Cycle" (with G. Iannotta and A. Resti). Journal of Financial Stability, 9(4): 545-555, 2013 [Abstract] [Paper] [Link to article]

"Ownership Structure, Risk and Performance in the European Banking Industry" (with G. Iannotta and A. Sironi). Journal of Banking and Finance, 31(7): 2127-2149, 2007 [Abstract] [Paper] [Link to article]


Working Papers

"Experience and Brokerage in Asset Markets: Evidence from Art Auctions" (with B. Bruno, E. Garcia-Appendini) [Abstract] [Paper]

"The Credibility of European banks' Risk-Weighted Capital: Structural Differences or National Segmentations?" (with B. Bruno, A. Resti) [Abstract] [Paper]


Work in Progress

"Performance Evaluation of European Insurance Companies: A Comparison of Robust MCDA Approaches" (with M. Doumpos, E. Galariotis, and C. Zopounidis)

"The Investment Management Structure and Financial Performance in Delegated Investment Vehicles: Evidence from the Italian Closed Pension Funds" (with M. Cardinale and L. Spotorno)

"Collective Supply Chain Responsibility: The Effect of Suppliers' CSR Behaviour on Shareholder Value" (temporary) (with M. Giannakis)

"Covered Bonds, Asset Encumbrance and Risk: Evidence from the European Banking Industry" (temporary) (with E. Garcia-Appendini and S. Gatti)

"Are Risk Based Capital Requirements Detrimental to Corporate Lending? Evidence from Europe" (temporary) (with B. Bruno and A. Resti)