Details about Giovanna Nicodano

Access statistics for papers by Giovanna Nicodano.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: pni74

Working Papers

2023

1. Leverage and Interest Rates
   Carlo Alberto Notebooks, Collegio Carlo Alberto
2. Survival and Value: the Conglomerate Case
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2021

3. Life-Cycle Risk-Taking with Personal Disaster Risk
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in ESRB Working Paper Series, European Systemic Risk Board (2021)
   See also Journal Article Life-cycle risk-taking with personal disaster risk, International Review of Economics & Finance, Elsevier (2024) View citations (1) (2024)

2020

4. Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation
   Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino
   Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2020)
   See also Journal Article Life-cycle welfare losses from rules-of-thumb asset allocation, Economics Letters, Elsevier (2021) (2021)
5. Survival and Pricing Puzzles
   Carlo Alberto Notebooks, Collegio Carlo Alberto

2019

6. A Life-Cycle Model with Unemployment Traps
   Carlo Alberto Notebooks, Collegio Carlo Alberto
   Also in Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2017) View citations (2)
7. Life-Cycle Portfolios, Unemployment and Human Capital Loss
   Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino View citations (5)
   Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2018)
   See also Journal Article Life-cycle portfolios, unemployment and human capital loss, Journal of Macroeconomics, Elsevier (2019) View citations (5) (2019)

2018

8. Hedging Labor Income Risk over the Life-Cycle
   Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino
   Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2018)

2017

9. A Trade-off Theory of Ownership and Capital Structure
   Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino
   See also Journal Article A trade-off theory of ownership and capital structure, Journal of Financial Economics, Elsevier (2019) View citations (11) (2019)
10. Bankruptcy, Value Puzzles and the Survivorship Bias
    Carlo Alberto Notebooks, Collegio Carlo Alberto

2016

11. The Apparent Diversification Discount
    Carlo Alberto Notebooks, Collegio Carlo Alberto

2015

12. Complex organizations, tax policy and financial stability
    Carlo Alberto Notebooks, Collegio Carlo Alberto
13. Ownership, Taxes and Default
    Working Papers, IMT School for Advanced Studies Lucca

2014

14. A Reporting Standard for Defined Contribution Pension Plans
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) View citations (4)

2013

15. Optimal life-cycle portfolios for heterogeneous workers
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (12)
    Also in Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2012)
    Working Papers, University of Milano-Bicocca, Department of Economics (2013) View citations (3)
    See also Journal Article Optimal Life-Cycle Portfolios for Heterogeneous Workers, Review of Finance, European Finance Association (2014) View citations (17) (2014)

2012

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

2011

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

2010

18. 1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (6)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2010) View citations (7)
19. Ex Post Portfolio Performance with Predictable Skewness and Kurtosis
    Carlo Alberto Notebooks, Collegio Carlo Alberto
20. Intercorporate guarantees, leverage and taxes
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)
21. International diversification and industry-related labor income risk
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
    See also Journal Article International diversification and industry-related labor income risk, International Review of Economics & Finance, Elsevier (2011) View citations (8) (2011)

2009

22. 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) View citations (24)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2009) View citations (21)
    See also Journal Article Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value, Real Estate Economics, American Real Estate and Urban Economics Association (2009) View citations (26) (2009)

2008

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

2007

24. International Diversification and Labor Income Risk
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) View citations (1)
25. Investing in Mixed Asset Portfolios: the Ex-Post Performance
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy)
26. Managing international portfolios with small capitalization stocks
    Working Papers, Federal Reserve Bank of St. Louis
27. Small Caps in International Diversified Portfolios
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy)
28. Small caps in international equity portfolios: the effects of variance risk
    Working Papers, Federal Reserve Bank of St. Louis View citations (4)
    Also in CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2005) View citations (4)
    See also Journal Article Small caps in international equity portfolios: the effects of variance risk, Annals of Finance, Springer (2009) View citations (11) (2009)

2006

29. Investing for the long-run in European real estate
    Working Papers, Federal Reserve Bank of St. Louis View citations (4)
    See also Journal Article Investing for the Long-run in European Real Estate, The Journal of Real Estate Finance and Economics, Springer (2007) View citations (34) (2007)
30. Public policy and the creation of active venture capital markets
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (153)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) View citations (9)
    Working Paper Series, European Central Bank (2005) View citations (39)
    See also Journal Article Public policy and the creation of active venture capital markets, Journal of Public Economics, Elsevier (2006) View citations (164) (2006)
31. Should Insider Trading be Prohibited when Share Repurchases are Allowed?
    Carlo Alberto Notebooks, Collegio Carlo Alberto
    See also Journal Article Should Insider Trading be Prohibited when Share Repurchases are Allowed?, Review of Finance, European Finance Association (2008) View citations (7) (2008)

2005

32. 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) View citations (1)

2004

33. Privatization and Stock Market Liquidity
    SIFR Research Report Series, Institute for Financial Research View citations (14)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (20)
    See also Journal Article Privatization and stock market liquidity, Journal of Banking & Finance, Elsevier (2007) View citations (22) (2007)

2003

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

1999

35. Insider Trading, Investment and Liquidity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
36. Insider Trading, Investment and Liquidity: A Welfare Analysis
    FMG Discussion Papers, Financial Markets Group View citations (6)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1999)
    See also Journal Article Insider Trading, Investment, and Liquidity: A Welfare Analysis, Journal of Finance, American Finance Association (2001) View citations (22) (2001)

1992

37. 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

38. 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

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

Journal Articles

2024

1. Life-cycle risk-taking with personal disaster risk
   International Review of Economics & Finance, 2024, 89, (PB), 378-396 View citations (1)
   See also Working Paper Life-Cycle Risk-Taking with Personal Disaster Risk, CEPR Discussion Papers (2021) (2021)

2021

2. Life-cycle welfare losses from rules-of-thumb asset allocation
   Economics Letters, 2021, 198, (C)
   See also Working Paper Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation, Working papers (2020) (2020)

2019

3. A trade-off theory of ownership and capital structure
   Journal of Financial Economics, 2019, 131, (3), 715-735 View citations (11)
   See also Working Paper A Trade-off Theory of Ownership and Capital Structure, Working papers (2017) (2017)
4. Life-cycle portfolios, unemployment and human capital loss
   Journal of Macroeconomics, 2019, 60, (C), 325-340 View citations (5)
   See also Working Paper Life-Cycle Portfolios, Unemployment and Human Capital Loss, Working papers (2019) View citations (5) (2019)

2015

5. Equally Weighted vs. Long†Run Optimal Portfolios
   European Financial Management, 2015, 21, (4), 742-789 View citations (11)

2014

6. Guarantees, Leverage, and Taxes
   The Review of Financial Studies, 2014, 27, (9), 2736-2772 View citations (27)
7. Optimal Life-Cycle Portfolios for Heterogeneous Workers
   Review of Finance, 2014, 18, (6), 2283-2323 View citations (17)
   See also Working Paper Optimal life-cycle portfolios for heterogeneous workers, Carlo Alberto Notebooks (2013) View citations (12) (2013)

2011

8. International diversification and industry-related labor income risk
   International Review of Economics & Finance, 2011, 20, (4), 764-783 View citations (8)
   See also Working Paper International diversification and industry-related labor income risk, Carlo Alberto Notebooks (2010) View citations (1) (2010)

2010

9. 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 View citations (1)

2009

10. Small caps in international equity portfolios: the effects of variance risk
    Annals of Finance, 2009, 5, (1), 15-48 View citations (11)
    See also Working Paper Small caps in international equity portfolios: the effects of variance risk, Working Papers (2007) View citations (4) (2007)
11. Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value
    Real Estate Economics, 2009, 37, (3), 341-381 View citations (26)
    See also Working Paper Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value, CeRP Working Papers (2009) View citations (24) (2009)

2008

12. Diversifying in public real estate: The ex-post performance
    Journal of Asset Management, 2008, 8, (6), 361-373 View citations (2)
13. Should Insider Trading be Prohibited when Share Repurchases are Allowed?
    Review of Finance, 2008, 12, (4), 735-765 View citations (7)
    See also Working Paper Should Insider Trading be Prohibited when Share Repurchases are Allowed?, Carlo Alberto Notebooks (2006) (2006)

2007

14. Investing for the Long-run in European Real Estate
    The Journal of Real Estate Finance and Economics, 2007, 34, (1), 35-80 View citations (34)
    See also Working Paper Investing for the long-run in European real estate, Working Papers (2006) View citations (4) (2006)
15. Privatization and stock market liquidity
    Journal of Banking & Finance, 2007, 31, (2), 297-316 View citations (22)
    See also Working Paper Privatization and Stock Market Liquidity, SIFR Research Report Series (2004) View citations (14) (2004)

2006

16. Public policy and the creation of active venture capital markets
    Journal of Public Economics, 2006, 90, (8-9), 1699-1723 View citations (164)
    See also Working Paper Public policy and the creation of active venture capital markets, Other publications TiSEM (2006) View citations (153) (2006)
17. Pyramidal groups and debt
    European Economic Review, 2006, 50, (4), 937-961 View citations (53)

2004

18. Private benefits, block transaction premiums and ownership structure
    International Review of Financial Analysis, 2004, 13, (2), 227-244 View citations (30)

2001

19. Insider Trading, Investment, and Liquidity: A Welfare Analysis
    Journal of Finance, 2001, 56, (3), 1141-1156 View citations (22)
    See also Working Paper Insider Trading, Investment and Liquidity: A Welfare Analysis, FMG Discussion Papers (1999) View citations (6) (1999)

1998

20. Corporate groups, dual-class shares and the value of voting rights
    Journal of Banking & Finance, 1998, 22, (9), 1117-1137 View citations (34)