Details about Giovanna Nicodano

Access statistics for papers by Giovanna Nicodano.

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

Short-id: pni74

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
2. Survival and Pricing Puzzles
   Carlo Alberto Notebooks, Collegio Carlo Alberto

2019

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

2018

5. 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

2017

6. 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
   See also Journal Article in Journal of Financial Economics (2019)

2016

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

2015

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

2014

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

2013

11. Optimal life-cycle portfolios for heterogeneous workers
    Working Papers, University of Milano-Bicocca, Department of Economics View citations (1)
    Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2013) View citations (5)
    Working papers, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2012)
    See also Journal Article in Review of Finance (2014)

2012

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

2011

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

2010

14. 1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (5)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2010) View citations (7)
15. Ex Post Portfolio Performance with Predictable Skewness and Kurtosis
    Carlo Alberto Notebooks, Collegio Carlo Alberto
16. Intercorporate guarantees, leverage and taxes
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)
17. International diversification and industry-related labor income risk
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
    See also Journal Article in International Review of Economics & Finance (2011)

2009

18. 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 (16)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2009) View citations (14)
    See also Journal Article in Real Estate Economics (2009)

2008

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

2007

20. International Diversification and Labor Income Risk
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) View citations (1)
21. Investing in Mixed Asset Portfolios: the Ex-Post Performance
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy)
22. Managing international portfolios with small capitalization stocks
    Working Papers, Federal Reserve Bank of St. Louis
23. Small Caps in International Diversified Portfolios
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy)
24. Small caps in international equity portfolios: the effects of variance risk
    Working Papers, Federal Reserve Bank of St. Louis View citations (3)
    Also in CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2005) View citations (3)
    See also Journal Article in Annals of Finance (2009)

2006

25. Investing for the long-run in European real estate
    Working Papers, Federal Reserve Bank of St. Louis View citations (4)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2007)
26. Public policy and the creation of active venture capital markets
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (109)
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2004) View citations (6)
    Working Paper Series, European Central Bank (2005) View citations (32)
    See also Journal Article in Journal of Public Economics (2006)
27. Should Insider Trading be Prohibited when Share Repurchases are Allowed?
    Carlo Alberto Notebooks, Collegio Carlo Alberto
    See also Journal Article in Review of Finance (2008)

2005

28. 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

29. Privatization and Stock Market Liquidity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)
    Also in SIFR Research Report Series, Institute for Financial Research (2004) View citations (6)
    See also Journal Article in Journal of Banking & Finance (2007)

2003

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

1999

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

1992

33. 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

34. 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

35. 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 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 View citations (2)
   See also Working Paper (2019)

2015

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

2014

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

2011

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

2010

7. 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

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

2008

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

2007

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

2006

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

2004

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

2001

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

1998

17. Corporate groups, dual-class shares and the value of voting rights
    Journal of Banking & Finance, 1998, 22, (9), 1117-1137 View citations (33)