Research

Most recent (and selected) pubblications

• "The Contributions of Betas versus Characteristics to the ESG Premium" (with Dalò A. - Dam, L.), in Journal of Empirical Finance, Vol. 71, March, 2023

• "A new measure of the resilience for networks of funds with applications to socially responsible investments" (with Cerqueti, R. - Dalò, A. -  Nicolosi, M.), in Physica A, Vol. 593, May, 2022 

• "ESG Investing: A Chance to Reduce Systemic Risk" (with Cerqueti, R. - Dalò, A. -  Nicolosi, M.), in Journal of Financial Stability, Vol. 54, June, 2021

• "Till mortgage do us part: Mortgage switching costs and household's bank switching" (con Brunetti, M. - Djordjevic, L.), in Journal of Banking and Finance, Vol. 119, October, 2020

• "Fishing the Corporate Socially Responsible Risk Factor" (with Becchetti L. - Dalò A.), in Journal of Financial Stability, Vol. 37, August, 2018

Working Papers

• "Portfolio Similarity and Mutual Fund Performance" (with Puopolo, G. W. - Dalò, A.), Working Paper SSRN , 2025

• "Mutual Fund Returns and CO2 Emissions" (with Puopolo, G. W. - Dalò, A.), Mimeo, 2024 

• "In dire straits ask for counseling: Covid-19 income fall and financial professional advice" (with Brunetti, M.), Mimeo, 2022

• "Herding and Anti-Herding Across ESG Funds" (with Ferri, G. - Dalò, A.), CEIS Research Paper 524, 2021

Onging research grants

• Local coordinator PNRR – PE9 project GRINS for Tor Vergata in Spoke 4 (University of Venice Ca’ Foscari) WP1 2022 - 2026

• Local principal investigator, PRIN PNRR 2022 – Sector SH1. Accepted: July, 2023 Project title: “The resilience of sustainable finance” (€171.540)

• “Systemic risk and ESG risk factor” Principal investigator. Founded by Etica SGR (€ 5.000,00) Accepted: March, 2023, with a protocol n. R01-2023