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Giacomo NOCERA

Professor

  • Finance Department

Curriculum vitae

PhD in Business Administration & Management
Bocconi University, Italy (2004)

Degree in Economics and Management of Institutions and Financials Markets
Bocconi University, Italy (1998)

Publications

Forthcoming

BRUNO, B., GARCIA-APPENDINI, E., NOCERA, G. (2018) . Experience and Brokerage in Asset Markets: Evidence from Art Auctions, Financial Management

2017

BISETTI, E., FAVERO, C., NOCERA, G., TEBALDI, C. (2017) . A Multivariate Model of Strategic Asset Allocation with Longevity Risk, Journal of Financial and Quantitative Analysis, 52 (5), 2251-2275

GALARIOTIS, E., NOCERA, G., PASIOURAS, F., ZOPOUNIDIS, C. (2017) . Banking, financial markets, risk and financial vulnerability, Journal of Financial Stability, 33 224-225

2016

NAVONE, M., NOCERA, G. (2016) . Unbundling the Expense Ratio: Hidden Distribution Costs in European Mutual Fund Markets, European Financial Management, 22 (4), 640-666

2013

IANNOTTA, G., NOCERA, G., SIRONI, A. (2013) . The Impact of Government Ownership on Bank Risk, Journal of Financial Intermediation, 22 (2), 152-176

IANNOTTA, G., NOCERA, G., RESTI, A. (2013) . Do Investors Care about Credit Ratings? An Analysis through the Cycle, Journal of Financial Stability, 9 (4), 545-555

2007

IANNOTTA, G., NOCERA, G., SIRONI, A. (2007) . Ownership Structure, Risk and Performance in the European Banking Industry, Journal of Banking and Finance, 31 (7), 2127-2149

DOUMPOS, M., GALARIOTIS, E., NOCERA, G., & ZOPOUNIDIS, C. (2018). Multiattribute Assessment of the Financial Performance of Non-life Insurance Companies: Empirical Evidence from Europe. In PEREZ GLADISH, B., MASRI, H. & ZOPOUNIDIS, C. (Eds.), Financial Decision Aid using Multiple Criteria Models (pp. 1-17). Springer.

BRUNO, B., NOCERA, G., & RESTI, A. (2018). Are Risk-Based Capital Requirements Detrimental to Corporate Lending? Evidence from Europe. In MAYER, C., MICOSSI, S., ONADO, M., PAGANO, M. & POLO, A. (Eds.), Finance and Investment: The European Case. Oxford University Press.

CARDINALE, M., NOCERA, G., & SPOTORNO, L. (2018). Do investment management structure and sponsor involvement affect delegated investment performance?., 8th International Conference of the Financial Engineering and Banking Society (FEBS).

CARDINALE, M., NOCERA, G., & SPOTORNO, L. (2018). Do investment management structure and sponsor involvement affect delegated investment performance?., European Financial Management Association (EFMA) Annual Meeting 2018.

GARCIA-APPENDINI, E., GATTI, S., & NOCERA, G. (2017). Covered Bonds, Asset Encumbrance and Bank Risk: Evidence from the European Banking Industry., Financial Management Association (FMA) Conference.

GARCIA-APPENDINI, E., GATTI, S., & NOCERA, G. (2017). Covered Bonds, Asset Encumbrance and Bank Risk: Evidence from the European Banking Industry., Association Française de Finance (AFFI) International Conference.

GARCIA-APPENDINI, E., GATTI, S., & NOCERA, G. (2017). Covered Bonds, Asset Encumbrance and Bank Risk: Evidence from the European Banking Industry., 2017 Annual Meeting of the Financial Management Association International.

GARCIA-APPENDINI, E., GATTI, S., & NOCERA, G. (2017). Covered Bonds, Asset Encumbrance and Bank Risk: Evidence from the European Banking Industry., World Finance Conference (WFC).

BRUNO, B., GARCIA-APPENDINI, E., & NOCERA, G. (2016). Experience and brokerage in asset markets: Evidence from art auctions., Annual Meeting of the Swiss Society of Economics and Statistics (SSES).

BRUNO, B., NOCERA, G., & RESTI, A. (2016). Are risk-based capital requirements detrimental to corporate lending?., RELTIF workshop.

BRUNO, B., GARCIA-APPENDINI, E., & NOCERA, G. (2016). Experience and brokerage in asset markets: Evidence from art auctions., Behavioural Finance Working Group (BFWG) Conference.

BRUNO, B., GARCIA-APPENDINI, E., & NOCERA, G. (2016). Experience and brokerage in asset markets: Evidence from art auctions., European Financial Management Association (EFMA) Annual Meeting 2016.

DOUMPOS, M., GALARIOTIS, E., NOCERA, G., & ZOPOUNIDIS, C. (2015). Financial performance of non-life insurance companies: Empirical evidence from Europe., 5th International Conference of the Financial Engineering and Banking Society (FEBS).

CARDINALE, M., NOCERA, G., & SPOTORNO, L. (2015). The investment management structure and active risk in delegated investment vehicles: Evidence from the Italian closed pension funds., 5th International Conference of the Financial Engineering and Banking Society (FEBS).

BISETTI, E., FAVERO, C., NOCERA, G., & TEBALDI, C. (2015). A Multivariate Model of Strategic Asset Allocation with Longevity Risk., Chair in Asset Management of the Dauphine Foundation, Workshop.

BISETTI, E., FAVERO, C., & NOCERA, G. (2015). A Multivariate Model of Strategic Asset Allocation with Longevity Risk., WU Gutmann Center Symposium 2015 “Retirement and Asset Management”.

BRUNO, B., NOCERA, G., & RESTI, A. (2015). The credibility of European Banks' risk-weighted capital: structural differences or national segmentations?., 10th International Conference on Asian Financial Markets and 1st World Conference on Risk, Banking and Finance 2015.

BRUNO, B., NOCERA, G., & RESTI, A. (2015). The credibility of European banks’ risk-weighted capital: structural differences or national segmentations?., European Financial Management Association (EFMA) Annual Meeting 2015.

BRUNO, B., NOCERA, G., & RESTI, A. (2015). The credibility of European banks’ risk-weighted capital: structural differences or national segmentations?., 5th International Conference of the Financial Engineering and Banking Society (FEBS).

NOCERA, G. (2015). A Multivariate Model of Strategic Asset Allocation with Longevity Risk., Netspar International Pension Workshop.

BRUNO, B., GARCIA-APPENDINI, E., & NOCERA, G. (2014). The value of experience: evidence from art auctions., European Financial Management Association (EFMA) Annual Meeting 2014.

GIANNAKIS, M., & NOCERA, G. (2014). Collective Supply Chain Responsibility: The effect of suppliers’ sustainability behaviour on firm’s Shareholder Value., 23rd Annual IPSERA Conference.

CARDINALE, M., NOCERA, G., & PIOCH, A. (2014). Asset Allocation and Active Management in Italian Closed Pension Funds., European Financial Management Association (EFMA) Annual Meeting 2014.

CARDINALE, M., NOCERA, G., & PIOCH, A. (2014). Asset Allocation and Active Management in Italian Closed Pension Funds., 31st International conference of the French Finance Association (AFFI).

BRUNO, B., NOCERA, G., & RESTI, A. (2014). The credibility of European Banks' risk-weighted capital: structural differences or national segmentations?., 3rd EBA Policy Research Workshop (European Banking Authority).

DOUMPOS, M., GALARIOTIS, E., NOCERA, G., & ZOPOUNIDIS, C. (2014). Performance evaluation of European Insurance companies: A comparison of robust MCDA approaches., 20th Conference of the International Federation of Operational Research Societies (IFORS).

NAVONE, M., & NOCERA, G. (2013). Hidden Distribution Costs and the Efficiency of National Mutual Fund Markets., 3rd International conference of the Financial Engineering and Banking Society (FEBS).

BRUNO, B., GARCIA-APPENDINI, E., & NOCERA, G. (2013). The value of experience: evidence from art auctions., 7th Art Market Symposium.

BRUNO, B., GARCIA-APPENDINI, E., & NOCERA, G. (2013). The value of experience: evidence from art auctions.., Summer Meeting of the ADEIMF (Association of Professors of the Economics of Financial Market Intermediaries).

Articles

NOCERA, G. (2017). When risk weights impact corporate lending. Global Risk Regulator.

BRUNO, B., NOCERA, G., & RESTI, A. (2017). The impact of risk-based capital requirements on corporate lending: Evidence from Europe. voxeu.org.

NOCERA, G. (2015). The closing of bank branches. Kommersant (Russia), pp. 13.

NOCERA, G. (2015). QE should not continue forever. International Finance.

Scientific activities

Guest Editor :

  • Guest editor (with Galariotis, E., Pasiouras, F. , & Zopounidis, C.) of the special section on Banking, Financial Markets, Risk and Financial Vulnerability of Journal of Financial Stability, 2017, 33: 224-379 (2015)

Reviewer for an academic journal :

  • European Financial Management (2018)
  • International Review of Economics and Finance (2017)
  • European Journal of Finance (2017)
  • Asia-Pacific Journal of Financial Studies (2016)
  • Journal of International Financial Management and Accounting (2014)
  • Quarterly Review of Economics and Finance (2012)
  • Journal of Financial Intermediation (2012)
  • Journal of Money Credit and Banking (2010)
  • Emerging Markets Finance and Trade (2009)
  • Bancaria (2009)
  • Journal of Banking and Finance (2008)
  • Economia & Management (2005)
  • Journal of Management and Governance (2004)

Member of the Board of Directors :

  • Member of the Board of Directors of the European Financial Management Association (2018)

Member of an academic association :

  • European Finance Association (2014)
  • Financial Management Association (2013)
  • Association Française de Finance (2013)
  • Associazione dei Docenti di Economia degli Intermediari e dei Mercati Finanziari (2013)

Member of the scientific board :

  • Member of the Program Committee of the 2018 European Financial Management Association Meeting (2018-2018)
  • Member of the Scientific Committee of the Financial Engineering and Banking Society Meeting (2015, 2016, 2017, 2018) (2015)