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Department
Département
Finance
Teaching areas
Domaine d’enseignement
Portfolio Management
Corportate Risk Management
Research areas
Domaine de recherche
Banking
Risk Management
Insurance
Asset Management
Biography
Biographie
Giacomo Nocera is Professor of Finance. Before joining Audencia he was Assistant Professor in the Department of Finance at Bocconi University (Milan, Italy) where he received his Ph.D. in Business Administration & Management with a major in Accounting, Banking and Finance. His current research, mostly based on an empirical methodology, is focused on banking management and regulation, mutual fund costs and pension fund performances. He has published in these areas including recent publications in the Journal of Financial and Quantitative Analysis, the Journal of Financial Intermediation, the Journal of Banking and Finance and Financial Management. He has been visiting scholar at Cass Business School (London, UK), University of Illinois at Urbana-Champaign (USA), and University of Tilburg (the Netherlands).
Section CV
Education
PhD in Business Administration & Management
Bocconi University, Milan 2004Degree in Economics and Management of Institutions and Financials Markets
Bocconi University 1998Publications
Forthcoming
BLOMKVIST, M., NOCERA, G., VULANOVIC , M. (2022). SPAC CEOs and Capital Raising Outcomes. Economics Bulletin
Published
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.
Press articles
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
Scientific activities
Member of the scientific board of an academic association
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 for an academic journal
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
Member of the board of directors of an academic association
Member of the Board of Directors of the European Financial Management Association,
2018
Guest Editor of an academic journal
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
Doctoral supervision
Since 2019, Luca Leanza : The impact of the bail-in regulation on banks’ capital structure and CDSs, University of bergamo, Italy