photo_cv
Département
Département
Département Finance
Domaine(s) d’enseignement
Domaine d’enseignement
Portfolio Management
Corportate Risk Management
Domaine(s) de recherche
Domaine de recherche
Banking
Risk Management
Insurance
Asset Management
Biographie
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).
Section CV
Formation
PhD in Business Administration & Management
Bocconi University, Milan 2004Diplôme en Economie, Management des Institutions et des Marchés Financiers
Bocconi University 1998Expériences professionnelles
Assistant Professor at the Department of Finance
Bocconi University, Milan, Italie 2005 - 2012Deputy Director of the Economics and Finance Bachelor Degree program
Bocconi University, Milan, Italie 2003 - 2012Publications
À paraître
BLOMKVIST, M., NOCERA, G., VULANOVIC , M. (2022). SPAC CEOs and Capital Raising Outcomes. Economics Bulletin
Publié
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.
BRUNO, B., MARINO, I., NOCERA, G. (2023). Internal Ratings and Bank Opacity: Evidence from Analysts’ Forecasts. Journal of Financial Intermediation, 56 (October 2023), 101062.
BEDENDO, M., NOCERA, G., SIMING, L. (2022). Greening the Financial Sector: Evidence from Bank Green Bonds. Journal of Business Ethics, 188 (2), 259-279.
BRUNO, B., GARCIA-APPENDINI, E., NOCERA, G. (2018). Experience and Brokerage in Asset Markets: Evidence from Art Auctions. Financial Management, 47 (4), 833-864.
BISETTI, Emilios, FAVERO, Carlo, NOCERA, Giacomo, TEBALDI, Claudio (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, Fotios, ZOPOUNIDIS, Constantin (2017). Banking, financial markets, risk and financial vulnerability. Journal of Financial Stability, 33, 224-225.
NAVONE, Marco, NOCERA, Giacomo (2016). Unbundling the Expense Ratio: Hidden Distribution Costs in European Mutual Fund Markets. European Financial Management, 22 (4), 640-666.
IANNOTTA, Giuliano, NOCERA, Giacomo, SIRONI, Andrea (2013). The Impact of Government Ownership on Bank Risk. Journal of Financial Intermediation, 22 (2), 152-176.
IANNOTTA, Giuliano, NOCERA, Giacomo, RESTI, Andrea (2013). Do Investors Care about Credit Ratings? An Analysis through the Cycle. Journal of Financial Stability, 9 (4), 545-555.
IANNOTTA, Giuliano, NOCERA, G., SIRONI, Andrea (2007). Ownership Structure, Risk and Performance in the European Banking Industry. Journal of Banking and Finance, 31 (7), 2127-2149.
DOUMPOS, Michael, GALARIOTIS, Emilios, NOCERA, Giacomo, ZOPOUNIDIS, Constantin (2018). Multiattribute Assessment of the Financial Performance of Non-life Insurance Companies: Empirical Evidence from Europe. Springer, 1-17.
BRUNO, B., NOCERA, G., RESTI, A. (2018). Are Risk-Based Capital Requirements Detrimental to Corporate Lending? Evidence from Europe. Oxford University Press
GARCIA-APPENDINI, E., GATTI, S., NOCERA, G. (2021). Does Asset Encumbrance Affect Bank Risk? Evidence from Covered Bonds.
BRUNO, B., MARINO, I., NOCERA, G. (2021). Do Internal Rating Models Mitigate Bank Opacity? Evidence from Analysts’ Forecasts.
GARCIA-APPENDINI, E., GATTI, S., NOCERA, G. (2020). Does Asset Encumbrance Affect Bank Risk? Evidence from Covered Bonds.
NOCERA, G., GARCIA-APPENDINI, E., GATTI, S. (2020). Does Asset Encumbrance Affect Bank Risk? Evidence from Covered Bonds.
NOCERA, G., GARCIA-APPENDINI, Emilia, GATTI, Stefano (2019). Covered Bonds, Asset Encumbrance and Risk: Evidence from the European Banking Industry.
BRUNO, Brunella, GARCIA-APPENDINI, Emilia, NOCERA, G. (2019). Experience and Brokerage in Asset Markets: Evidence from Art Auctions.
NOCERA, G., SPOTORNO, Lucia (2019). Do investment management structure and sponsor involvement affect delegated investment performance?.
CARDINALE, Mirko, NOCERA, G., SPOTORNO, Lucia (2018). Do investment management structure and sponsor involvement affect delegated investment performance?.
CARDINALE, Mirko, NOCERA, G., SPOTORNO, Lucia (2018). Do investment management structure and sponsor involvement affect delegated investment performance?.
NOCERA, G., GARCIA-APPENDINI, Emilia, GATTI, Stefano (2018). Covered Bonds, Asset Encumbrance and Risk: Evidence from the European Banking Industry.
NOCERA, G., GARCIA-APPENDINI, Emilia, GATTI, Stefano (2018). Covered Bonds, Asset Encumbrance and Risk: Evidence from the European Banking Industry.
GARCIA-APPENDINI, Emilia, GATTI, Stefano, NOCERA, Giacomo (2017). Covered Bonds, Asset Encumbrance and Bank Risk: Evidence from the European Banking Industry.
GARCIA-APPENDINI, Emilia, GATTI, Stefano, NOCERA, Giacomo (2017). Covered Bonds, Asset Encumbrance and Bank Risk: Evidence from the European Banking Industry.
GARCIA-APPENDINI, Emilia, GATTI, Stefano, NOCERA, Giacomo (2017). Covered Bonds, Asset Encumbrance and Bank Risk: Evidence from the European Banking Industry.
GARCIA-APPENDINI, Emilia, GATTI, Stefano, NOCERA, Giacomo (2017). Covered Bonds, Asset Encumbrance and Bank Risk: Evidence from the European Banking Industry.
BRUNO, B., GARCIA-APPENDINI, Emilia, NOCERA, Giacomo (2016). Experience and brokerage in asset markets: Evidence from art auctions.
BRUNO, Brunella, GARCIA-APPENDINI, Emilia, NOCERA, Giacomo (2016). Experience and brokerage in asset markets: Evidence from art auctions.
BRUNO, Brunella, GARCIA-APPENDINI, Emilia, NOCERA, Giacomo (2016). Experience and brokerage in asset markets: Evidence from art auctions.
BRUNO, B., NOCERA, Giacomo, RESTI, Andrea (2016). Are risk-based capital requirements detrimental to corporate lending?.
CARDINALE, Mirko, NOCERA, G., SPOTORNO, Lucia (2016). Investment Management Structures and Delegated Portfolio Management Performance - Presentation at SOAS University of London.
CARDINALE, Mirko, NOCERA, Giacomo, SPOTORNO, Lucia (2015). The investment management structure and active risk in delegated investment vehicles: Evidence from the Italian closed pension funds.
BRUNO, Brunella, NOCERA, Giacomo, RESTI, Andrea (2015). The credibility of European banks’ risk-weighted capital: structural differences or national segmentations?.
BRUNO, Brunella, NOCERA, Giacomo, RESTI, Andrea (2015). The credibility of European banks’ risk-weighted capital: structural differences or national segmentations?.
BRUNO, Brunella, NOCERA, Giacomo, RESTI, Andrea (2015). The credibility of European Banks' risk-weighted capital: structural differences or national segmentations?.
DOUMPOS, Michael, GALARIOTIS, Emilios, NOCERA, Giacomo, ZOPOUNIDIS, Constantin (2015). Financial performance of non-life insurance companies: Empirical evidence from Europe.
NOCERA, Giacomo (2015). A Multivariate Model of Strategic Asset Allocation with Longevity Risk.
BISETTI, Emilios, FAVERO, Carlo, NOCERA, Giacomo (2015). A Multivariate Model of Strategic Asset Allocation with Longevity Risk.
BISETTI, Emilios, FAVERO, Carlo, NOCERA, Giacomo, TEBALDI, Claudio (2015). A Multivariate Model of Strategic Asset Allocation with Longevity Risk.
BRUNO, Brunella, GARCIA-APPENDINI, Emilia, NOCERA, Giacomo (2014). The value of experience: evidence from art auctions.
BRUNO, Brunella, NOCERA, Giacomo, RESTI, Andrea (2014). The credibility of European Banks' risk-weighted capital: structural differences or national segmentations?.
DOUMPOS, Michael, GALARIOTIS, Emilios, NOCERA, Giacomo, ZOPOUNIDIS, Constantin (2014). Performance evaluation of European Insurance companies: A comparison of robust MCDA approaches.
GIANNAKIS, Mihalis, NOCERA, Giacomo (2014). Collective Supply Chain Responsibility: The effect of suppliers’ sustainability behaviour on firm’s Shareholder Value.
CARDINALE, Mirko, NOCERA, Giacomo, PIOCH, Andrzej (2014). Asset Allocation and Active Management in Italian Closed Pension Funds.
CARDINALE, Mirko, NOCERA, Giacomo, PIOCH, Andrzej (2014). Asset Allocation and Active Management in Italian Closed Pension Funds.
BRUNO, Brunella, GARCIA-APPENDINI, Emilia, NOCERA, Giacomo (2013). The value of experience: evidence from art auctions..
BRUNO, Brunella, GARCIA-APPENDINI, Emilia, NOCERA, Giacomo (2013). The value of experience: evidence from art auctions.
NAVONE, Marco, NOCERA, Giacomo (2013). Hidden Distribution Costs and the Efficiency of National Mutual Fund Markets.
Articles de presse
BRUNO, Brunella, NOCERA, G., RESTI, Andrea (2017). The impact of risk-based capital requirements on corporate lending: Evidence from Europe. voxeu.org
NOCERA, G. (2017). When risk weights impact corporate lending. Global Risk Regulator
NOCERA, Giacomo (2015). The closing of bank branches. Kommersant (Russia), 13.
NOCERA, G. (2015). QE should not continue forever. International Finance
Activités scientifiques
Membre Comité scientifique d'une association académique
Member of the Scientific Committee of the 2021 International Conference of the French Finance Association,
2021
Member of the Scientific Committee 1st International Banking & Finance Research Conference,
2019
Member of the Scientific Committee of the 2019 FEMMS Conference,
2019
Member of the Program Committee of the 2018 European Financial Management Association Meeting,
2018
Member of the Scientific Committee of the Financial Engineering and Banking Society Meeting (2015, 2016, 2017, 2018),
2015
Reviewer revue académique
Finance Research Letters,
2021
Journal of Risk and Financial Management,
2020
Sustainability Accounting, Management and Policy Journal,
2020
Journal of Financial Research,
2019
Journal of Financial Management, Markets and Institutions,
2018
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
Membre du Conseil d'administration d'une association académique
Member of the Board of Directors of the European Financial Management Association,
2018
Editeur invité d'une revue de recherche
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
Supervision doctorat
Depuis 2019, Luca Leanza : The impact of the bail-in regulation on banks’ capital structure and CDSs, University of bergamo, Italie