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
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Working Papers
2020
- 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
- Survival and Pricing Puzzles
Carlo Alberto Notebooks, Collegio Carlo Alberto
2019
- 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)
- 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
- 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
- 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
- The Apparent Diversification Discount
Carlo Alberto Notebooks, Collegio Carlo Alberto
2015
- Complex organizations, tax policy and financial stability
Carlo Alberto Notebooks, Collegio Carlo Alberto
- Ownership, Taxes and Default
Working Papers, IMT Institute for Advanced Studies Lucca
2014
- A Reporting Standard for Defined Contribution Pension Plans
CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy)
2013
- 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
- Default risk in business groups
Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)
2011
- Insider Trading, Traded Volume and Returns
Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino View citations (4)
2010
- 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)
- Ex Post Portfolio Performance with Predictable Skewness and Kurtosis
Carlo Alberto Notebooks, Collegio Carlo Alberto
- Intercorporate guarantees, leverage and taxes
Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (2)
- 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
- 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
- Ownership links, leverage and credit risk
Carlo Alberto Notebooks, Collegio Carlo Alberto
2007
- International Diversification and Labor Income Risk
CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) View citations (1)
- Investing in Mixed Asset Portfolios: the Ex-Post Performance
CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy)
- Managing international portfolios with small capitalization stocks
Working Papers, Federal Reserve Bank of St. Louis
- Small Caps in International Diversified Portfolios
CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy)
- 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
- 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)
- 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)
- 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
- 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
- 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
- Privatization and Financial Market Development: Theoretical Issues
Working Papers, Fondazione Eni Enrico Mattei View citations (11)
1999
- Insider Trading, Investment and Liquidity
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
- 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
- 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
- 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
- EQUILIBRIUM PUBLIC INFORMATION IN ASSET MARKETS
Working Papers, Princeton, Department of Economics - Financial Research Center
Journal Articles
2019
- 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)
- 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
- Equally Weighted vs. Long†Run Optimal Portfolios
European Financial Management, 2015, 21, (4), 742-789 View citations (4)
2014
- Guarantees, Leverage, and Taxes
Review of Financial Studies, 2014, 27, (9), 2736-2772 View citations (19)
- Optimal Life-Cycle Portfolios for Heterogeneous Workers
Review of Finance, 2014, 18, (6), 2283-2323 View citations (10)
See also Working Paper (2013)
2011
- 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
- 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
- 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)
- 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
- 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
- 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)
- Privatization and stock market liquidity
Journal of Banking & Finance, 2007, 31, (2), 297-316 View citations (16)
See also Working Paper (2004)
2006
- 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)
- Pyramidal groups and debt
European Economic Review, 2006, 50, (4), 937-961 View citations (47)
2004
- Private benefits, block transaction premiums and ownership structure
International Review of Financial Analysis, 2004, 13, (2), 227-244 View citations (25)
2001
- 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
- Corporate groups, dual-class shares and the value of voting rights
Journal of Banking & Finance, 1998, 22, (9), 1117-1137 View citations (33)
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