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Giacomo NOCERA

Professeur

  • Département Finance

Domaines d'enseignement

Portfolio Management

Corportate Risk Management

Domaines de recherche

Banking

Risk Management

Insurance

Asset Management

Biographie

Giacomo Nocera est professeur de finance. Avant de rejoindre Audencia, il était assistant professor au département de finance de l'université Bocconi (Milan, Italie) où il a obtenu son doctorat en Business Administration & Management avec une spécialisation en comptabilité, banque et finance. Ses recherches actuelles, principalement basées sur une méthodologie empirique, sont axées sur la gestion et la réglementation bancaires, les coûts des fonds communs de placement et les performances des fonds de pension. Il a publié dans ces domaines, dans le Journal of Financial and Quantitative Analysis, le Journal of Financial Intermediation, le Journal of Banking and Finance et Financial Management. Il a été chercheur invité à la Cass Business School (Londres, Royaume-Uni), à l'Université de l'Illinois à Urbana-Champaign (États-Unis) et à l'Université de Tilburg (Pays-Bas).

Publications

DOUMPOS, M., GALARIOTIS, E., NOCERA, G., ZOPOUNIDIS, C. (2018). Multiattribute Assessment of the Financial Performance of Non-life Insurance Companies: Empirical Evidence from Europe. dans 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. dans MAYER, C., MICOSSI, S., ONADO, M., PAGANO, M. & POLO, A. (Eds.), Finance and Investment: The European Case. Oxford University Press.

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).

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

Forthcoming

BEDENDO, M., NOCERA, G., SIMING, L. (2022) . Greening the Financial Sector: Evidence from Bank Green Bonds, Journal of Business Ethics

BLOMKVIST, M., NOCERA, G., VULANOVIC , M. (2022) . SPAC CEOs and Capital Raising Outcomes, Economics Bulletin

2023

GARCIA-APPENDINI, E., GATTI, S., NOCERA, G. (2023) . Does Asset Encumbrance Affect Bank Risk? Evidence from Covered Bonds, Journal of Banking and Finance, 146 (January 2023), 106705

2018

BRUNO, B., GARCIA-APPENDINI, E., NOCERA, G. (2018) . Experience and Brokerage in Asset Markets: Evidence from Art Auctions, Financial Management, 47 (4), 833-864

2017

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

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

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

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

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

Formation

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

Diplôme en Economie, Management des Institutions et des Marchés Financiers
Bocconi University, Italie (1998)