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A note on the effectiveness of Pairs trading for individual investors

Pizzutilo, Fabio - In: International journal of economics and financial issues … 3 (2013) 3, pp. 763-771

Persistent link: https://www.econbiz.de/10010519388

The distribution of the returns of Japanese stocks and portfolios

Pizzutilo, Fabio - 2013

The behaviour of the distribution of stock returns is of fundamental importance in financial economics, in view of its direct bearing on the descriptive validity of any theoretical model. We analysed the behaviour of Japanese stock return distributions using the Pearson system of frequency...

Persistent link: https://www.econbiz.de/10009762662

Measuring the under-diversification of socially responsible investments

Pizzutilo, Fabio - In: Applied economics letters 24 (2017) 13/15, pp. 1005-1018

Persistent link: https://www.econbiz.de/10011716525

Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation : a comment

Pizzutilo, Fabio - In: Applied economics 47 (2015) 58/60, pp. 6277-6283

Persistent link: https://www.econbiz.de/10011457263

Is ESG-ness the vaccine?

Pizzutilo, Fabio - In: Applied economics letters 30 (2023) 4, pp. 484-487

Persistent link: https://www.econbiz.de/10013553666

Loan guarantees : an option pricing theory perspective

Pizzutilo, Fabio; Calò, Francesco - In: International journal of economics and financial issues … 5 (2015) 4, pp. 905-909

Persistent link: https://www.econbiz.de/10011455288

Red sky at night or in the morning, to the equity market neither a delight nor a warning : the weather effect re-examined using intraday stock data

Pizzutilo, Fabio; Roncone, Valeria - In: The European journal of finance 23 (2017) 13/15, pp. 1280-1310

Persistent link: https://www.econbiz.de/10012014381

Portfolio performance implications of investment in renewable energy equities : green versus gray

Hooi Hooi Lean; Pizzutilo, Fabio; Gleason, Kimberly - In: Corporate social responsibility and environmental management 30 (2023) 6, pp. 2990-3005

Persistent link: https://www.econbiz.de/10014426726

Dealing with carbon risk and the cost of debt : evidence from the European market

Pizzutilo, Fabio; Mariani, Massimo; Caragnano, Alessandra; … - In: International Journal of Financial Studies : open … 8 (2020) 4/61, pp. 1-10

The ever-increasing attention towards climate change has led to investigate the economic and financial impact of environmental risk. In this scenario, we aimed at investigating the relationship between a specific component of environmental risk, namely the so-called carbon risk, and the cost of...

Persistent link: https://www.econbiz.de/10012321091

On the maturity of social responsibility and sustainability integration in higher education institutions : descriptive criteria and conceptual framework

Pizzutilo, Fabio; Venezia, Elisabetta - In: The international journal of management education 19 (2021) 3, pp. 1-15

Persistent link: https://www.econbiz.de/10013184787