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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
(2004)
Diplôme en Economie, Management des Institutions et des Marchés Financiers
Bocconi University
(1998)
Expériences professionnelles
Assistant Professor at the Department of Finance
Bocconi University, Milan, Italie
2005 - 2012
Deputy Director of the Economics and Finance Bachelor Degree program
Bocconi University, Milan, Italie
2003 - 2012
Visiting out
2017 - 2017
Bocconi University, Italie : Visiting Teaching Professor
2010 - 2010
University of Tilburg, : Professeur invité
2009 - 2009
University of Illinois, Etats-Unis d'Amérique : Professeur invité
2003 - 2003
Cass Business School, : Professeur invité
2019 - 2019
Bocconi University, Italie : Visiting teaching professor
2020 - 2020
Bocconi University, Italie : Visiting Teaching Professor
2021 - 2021
Bocconi University, Italie : Visiting Teaching Professor
2023 - 2023
Bocconi University, Italie : Visiting Teaching Professor
2023 - 2023
Bocconi University, Italie : Visiting Teaching Professor
2023 - 2024
Bocconi University, Italie : Visiting Teaching Professor
2024 - 2024
Bocconi University, Italie : Visiting Teaching Professor
2024 - 2024
Bocconi University, Italie : Visiting Teaching Professor
Publications
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.
BLOMKVIST, M., NOCERA, G., VULANOVIC , M. (2022). SPAC CEOs and Capital Raising Outcomes. Economics Bulletin, 42 (2), 729-739.
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
BRUNO, B., MARINO, I., NOCERA, G. (2023). Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts. Financial Risks international Forum in Paris (posters session).
BRUNO, B., MARINO, I., NOCERA, G. (2023). Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts. Financial Engineering and Banking Society International Conference.
BRUNO, B., MARINO, I., NOCERA, G. (2023). Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts. Dolomites Summer Finance Conference.
BRUNO, B., MARINO, I., NOCERA, G. (2023). Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts. International Conference in Finance, Banking and Accounting.
BEDENDO, M., NOCERA, G., SIMING, L. (2022). Greening the financial sector: Evidence from bank green bonds. Financial Engineering and Banking Society International Conference.
BRUNO, B., MARINO, I., NOCERA, G. (2022). Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts. Financial Management & Accounting Research Conference.
BRUNO, B., MARINO, I., NOCERA, G. (2022). Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts. CSEF-IGIER Symposium on Economics and Institutions.
BRUNO, B., MARINO, I., NOCERA, G. (2022). Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts. European Financial Management Association Conference.
BRUNO, B., MARINO, I., NOCERA, G. (2022). Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts. Financial Management Association European Conference.
BRUNO, B., MARINO, I., NOCERA, G. (2022). Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts. International Finance and Banking Society Conference.
BEDENDO, M., NOCERA, G., SIMING, L. (2021). Bank Green Bonds. Corporate Governance & Risk Management in Financial Institutions Conference.
BRUNO, B., MARINO, I., NOCERA, G. (2021). Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts. Vietnam Symposium in Banking and Finance.
BRUNO, B., MARINO, I., NOCERA, G. (2021). Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts. World Finance & Banking Symposium.
BRUNO, B., MARINO, I., NOCERA, G. (2021). Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts. European Winter Meetings of the Econometric Society.
BRUNO, B., MARINO, I., NOCERA, G. (2021). Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts. Australasian Finance and Banking Conference.
GARCIA-APPENDINI, E., GATTI, S., NOCERA, G. (2021). Does Asset Encumbrance Affect Bank Risk? Evidence from Covered Bonds. French Finance Association International Conference.
BRUNO, B., MARINO, I., NOCERA, G. (2021). Do Internal Rating Models Mitigate Bank Opacity? Evidence from Analysts’ Forecasts. French Finance Association International Conference.
GARCIA-APPENDINI, E., GATTI, S., NOCERA, G. (2020). Does Asset Encumbrance Affect Bank Risk? Evidence from Covered Bonds. Finance Department Seminar Series- Audencia.
GARCIA-APPENDINI, E., GATTI, S., NOCERA, G. (2020). Does Asset Encumbrance Affect Bank Risk? Evidence from Covered Bonds. Financial Management Association Annual Meeting.
GARCIA-APPENDINI, E., NOCERA, G., GATTI, S. (2019). Covered Bonds, Asset Encumbrance and Risk: Evidence from the European Banking Industry. 12th Swiss Winter Conference on Financial Intermediation (poster session).
BRUNO, B., GARCIA-APPENDINI, E., NOCERA, G. (2019). Experience and Brokerage in Asset Markets: Evidence from Art Auctions. FMA Global Conference.
NOCERA, G., SPOTORNO, L. (2019). Do investment management structure and sponsor involvement affect delegated investment performance?. Mutual Funds, Hedge Funds and Factor Investing Conference (Poster Session).
GARCIA-APPENDINI, E., NOCERA, G., GATTI, S. (2018). Covered Bonds, Asset Encumbrance and Risk: Evidence from the European Banking Industry. 3rd PANORisk Conference.
GARCIA-APPENDINI, E., NOCERA, G., GATTI, S. (2018). Covered Bonds, Asset Encumbrance and Risk: Evidence from the European Banking Industry. EC Joint Research Centre Community of Practice in Financial Research Conference.
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.
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).
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).
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., 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., Financial Management Association (FMA) Conference.
CARDINALE, M., NOCERA, G., & SPOTORNO, L. (2016). Investment Management Structures and Delegated Portfolio Management Performance - Presentation at SOAS University of London.
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., 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.
BRUNO, B., NOCERA, G., & RESTI, A. (2016). Are risk-based capital requirements detrimental to corporate lending?., RELTIF workshop.
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).
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).
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?., 10th International Conference on Asian Financial Markets and 1st World Conference on Risk, Banking and Finance 2015.
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).
NOCERA, G. (2015). A Multivariate Model of Strategic Asset Allocation with Longevity Risk., Netspar International Pension 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”.
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.
BRUNO, B., GARCIA-APPENDINI, E., & NOCERA, G. (2014). The value of experience: evidence from art auctions., European Financial Management Association (EFMA) Annual Meeting 2014.
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).
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., 31st International conference of the French Finance Association (AFFI).
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.
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).
BRUNO, B., GARCIA-APPENDINI, E., & NOCERA, G. (2013). The value of experience: evidence from art auctions., 7th Art Market Symposium.
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).
Émissions
NOCERA, G. (2021). Interview at Radio24.
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
Reviewer revue académique
Research in International Business and Finance,
2024
Management Science,
2021
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 Comité scientifique d'une association académique
Member of the REPRISE, the Register of Expert Peer-Reviewers for Italian Scientific Evaluation (established at the Italian Ministry of Education),
2021
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
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
Récompenses et honneurs
CRC2021 Sustainability Grant from the Free University of Bozen-Bolzano (member of the research team), 2021
Supervision doctorat
Depuis 2019, Luca Leanza : The impact of the bail-in regulation on banks’ capital structure and CDSs, Università Cattolica del Sacro Cuore, Italie