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Details about Giovanna Nicodano

Homepage:http://sites.carloalberto.org/nicodano/
Workplace:Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino (University of Turin), (more information at EDIRC)
Collegio Carlo Alberto (Carlo Alberto College), Università degli Studi di Torino (University of Turin), (more information at EDIRC)
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto (Carlo Alberto College), Università degli Studi di Torino (University of Turin), (more information at EDIRC)

Access statistics for papers by Giovanna Nicodano.

Last updated 2020-10-23. Update your information in the RePEc Author Service.

Short-id: pni74


Jump to Journal Articles

Working Papers

2020

  1. Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation
    Working papers, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino Downloads
  2. Survival and Pricing Puzzles
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads

2019

  1. A Life-Cycle Model with Unemployment Traps
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
    Also in Working papers, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2017) Downloads View citations (1)
  2. Life-Cycle Portfolios, Unemployment and Human Capital Loss
    Working papers, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino Downloads View citations (2)
    See also Journal Article in Journal of Macroeconomics (2019)

2018

  1. Hedging Labor Income Risk over the Life-Cycle
    Working papers, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino Downloads

2017

  1. A Trade-off Theory of Ownership and Capital Structure
    Working papers, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino Downloads
    See also Journal Article in Journal of Financial Economics (2019)

2016

  1. The Apparent Diversification Discount
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads

2015

  1. Complex organizations, tax policy and financial stability
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
  2. Ownership, Taxes and Default
    Working Papers, IMT Institute for Advanced Studies Lucca Downloads

2014

  1. A Reporting Standard for Defined Contribution Pension Plans
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads

2013

  1. Optimal life-cycle portfolios for heterogeneous workers
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (1)
    Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2013) Downloads View citations (5)
    Working papers, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2012) Downloads

    See also Journal Article in Review of Finance (2014)

2012

  1. Default risk in business groups
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (2)

2011

  1. Insider Trading, Traded Volume and Returns
    Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino Downloads View citations (4)

2010

  1. 1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (5)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2010) Downloads View citations (7)
  2. Ex Post Portfolio Performance with Predictable Skewness and Kurtosis
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
  3. Intercorporate guarantees, leverage and taxes
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (2)
  4. International diversification and industry-related labor income risk
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (1)
    See also Journal Article in International Review of Economics & Finance (2011)

2009

  1. Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads View citations (16)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2009) Downloads View citations (14)

    See also Journal Article in Real Estate Economics (2009)

2008

  1. Ownership links, leverage and credit risk
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads

2007

  1. International Diversification and Labor Income Risk
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads View citations (1)
  2. Investing in Mixed Asset Portfolios: the Ex-Post Performance
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads
  3. Managing international portfolios with small capitalization stocks
    Working Papers, Federal Reserve Bank of St. Louis Downloads
  4. Small Caps in International Diversified Portfolios
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads
  5. Small caps in international equity portfolios: the effects of variance risk
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (3)
    Also in CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2005) Downloads View citations (3)

    See also Journal Article in Annals of Finance (2009)

2006

  1. Investing for the long-run in European real estate
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (4)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2007)
  2. Public policy and the creation of active venture capital markets
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (109)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) Downloads View citations (6)
    Working Paper Series, European Central Bank (2005) Downloads View citations (32)

    See also Journal Article in Journal of Public Economics (2006)
  3. Should Insider Trading be Prohibited when Share Repurchases are Allowed?
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
    See also Journal Article in Review of Finance (2008)

2005

  1. Investing for the Long-Run in European Real Estate. Does Predictability Matter?
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads View citations (1)

2004

  1. Privatization and Stock Market Liquidity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (20)
    Also in SIFR Research Report Series, Institute for Financial Research (2004) Downloads View citations (6)

    See also Journal Article in Journal of Banking & Finance (2007)

2003

  1. Privatization and Financial Market Development: Theoretical Issues
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (11)

1999

  1. Insider Trading, Investment and Liquidity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
  2. Insider Trading, Investment and Liquidity: A Welfare Analysis
    FMG Discussion Papers, Financial Markets Group Downloads View citations (6)
    See also Journal Article in Journal of Finance (2001)

1992

  1. Corporate Information Sales and Market Liquidity: A Property Right Approach to Insider Trading
    CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX.

1990

  1. Information Supply with a Linear Signalling Rule: A Note on Distorted Signals
    CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX.

1989

  1. EQUILIBRIUM PUBLIC INFORMATION IN ASSET MARKETS
    Working Papers, Princeton, Department of Economics - Financial Research Center

Journal Articles

2019

  1. A trade-off theory of ownership and capital structure
    Journal of Financial Economics, 2019, 131, (3), 715-735 Downloads View citations (2)
    See also Working Paper (2017)
  2. Life-cycle portfolios, unemployment and human capital loss
    Journal of Macroeconomics, 2019, 60, (C), 325-340 Downloads View citations (2)
    See also Working Paper (2019)

2015

  1. Equally Weighted vs. Long†Run Optimal Portfolios
    European Financial Management, 2015, 21, (4), 742-789 Downloads View citations (4)

2014

  1. Guarantees, Leverage, and Taxes
    Review of Financial Studies, 2014, 27, (9), 2736-2772 Downloads View citations (19)
  2. Optimal Life-Cycle Portfolios for Heterogeneous Workers
    Review of Finance, 2014, 18, (6), 2283-2323 Downloads View citations (10)
    See also Working Paper (2013)

2011

  1. International diversification and industry-related labor income risk
    International Review of Economics & Finance, 2011, 20, (4), 764-783 Downloads View citations (5)
    See also Working Paper (2010)

2010

  1. A reply to Douglas Cumming's Review Essay: ‘Public policy and the creation of active venture capital markets’
    Venture Capital, 2010, 13, (1), 95-98 Downloads View citations (1)

2009

  1. Small caps in international equity portfolios: the effects of variance risk
    Annals of Finance, 2009, 5, (1), 15-48 Downloads View citations (10)
    See also Working Paper (2007)
  2. Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value
    Real Estate Economics, 2009, 37, (3), 341-381 Downloads View citations (15)
    See also Working Paper (2009)

2008

  1. Should Insider Trading be Prohibited when Share Repurchases are Allowed?
    Review of Finance, 2008, 12, (4), 735-765 Downloads View citations (4)
    See also Working Paper (2006)

2007

  1. Investing for the Long-run in European Real Estate
    The Journal of Real Estate Finance and Economics, 2007, 34, (1), 35-80 Downloads View citations (28)
    See also Working Paper (2006)
  2. Privatization and stock market liquidity
    Journal of Banking & Finance, 2007, 31, (2), 297-316 Downloads View citations (16)
    See also Working Paper (2004)

2006

  1. Public policy and the creation of active venture capital markets
    Journal of Public Economics, 2006, 90, (8-9), 1699-1723 Downloads View citations (122)
    See also Working Paper (2006)
  2. Pyramidal groups and debt
    European Economic Review, 2006, 50, (4), 937-961 Downloads View citations (47)

2004

  1. Private benefits, block transaction premiums and ownership structure
    International Review of Financial Analysis, 2004, 13, (2), 227-244 Downloads View citations (25)

2001

  1. Insider Trading, Investment, and Liquidity: A Welfare Analysis
    Journal of Finance, 2001, 56, (3), 1141-1156 Downloads View citations (12)
    See also Working Paper (1999)

1998

  1. Corporate groups, dual-class shares and the value of voting rights
    Journal of Banking & Finance, 1998, 22, (9), 1117-1137 Downloads View citations (33)
 
Page updated 2021-01-16