Publications:
The Contributions of Betas versus Characteristics to the ESG Premium, Journal of Empirical Finance, 71: 104-124, 2023.
(with Ciciretti R., and Dam, L.)
A New Measure of the Resilience for Networks of Funds with Applications to Socially Responsible Investments, Physica A: Statistical Mechanics and its Applications, 593, 2022.
(with Cerqueti R., Ciciretti R., and Nicolosi M.)
Mitigating Contagion Risk by ESG Investing, Sustainability, 14(7), 2022.
(with Cerqueti R., Ciciretti R., and Nicolosi M.)
ESG investing: A chance to reduce systemic risk, Journal of Financial Stability, 54, 2021.
(with Cerqueti R., Ciciretti R., and Nicolosi M.), Media Coverage: Il Sole 24 Ore, 20/09/2020
Fishing the Corporate Social Responsibility Risk Factors, Journal of Financial Stability, 37: 25-48, 2018.
(with Becchetti L. and Ciciretti R.)
Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis, Applied Economics, 47(25): 2541-2562, 2015.
(with Becchetti L., Ciciretti R., and Herzel S.)
Working Papers:
Portfolio Overlap and Mutual Fund Performance, SSRN Working Paper Series No. 5400222, 2025
(with Ciciretti R., and Puopolo G. W.)
The greener, the better? Evidence from government contractors, CESifo Working Paper No. 11696, 2025.
(with Chiappinelli O., Giuffrida L. M., and Titl V.)
Corporate Sustainability, Cost of Equity, and Credit Ratings, FEBRI Working Paper No. 2023005-EEF, 2023.
(with R. Mees, B. Scholtens, H. Zhao)
Herding and Anti-Herding Across ESG Funds, CEIS Working Paper No. 524, 2021.
(with Ciciretti R., and Ferri G.)
Work In Progress:
The Trickle-up Effect of Climate Risk, 2024.
Climate Risk News and Mutual Fund Portfolio Adaptation, 2025.