Gianfranco Forte

Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law

Edificio U7, IV piano

via Bicocca degli Arcimboldi

Milan, MI 8 - 20126

Italy

SCHOLARLY PAPERS

9

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CITATIONS
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SSRN RANKINGS

Top 36,273

in Total Papers Citations

5

Scholarly Papers (9)

1.

Forecasting Volatility in European Stock Markets with Non-Linear GARCH Models

FEEM Working Paper No. 98.2002
Number of pages: 40 Posted: 22 Nov 2002
Matteo Manera and Gianfranco Forte
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS) and Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law
Downloads 2,221 (4,425)

Abstract:

Volatility, GARCH, Forecast Evaluation

2.

Islamic Mutual Funds as Faith-Based Funds in a Socially Responsible Context

Number of pages: 27 Posted: 10 Sep 2007 Last Revised: 24 Apr 2011
Gianfranco Forte and Federica Miglietta
Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law and University of Bari - Department of Business Studies and Private Law
Downloads 1,618 (6,827)
Citation 1

Abstract:

Style Analysis, Ethical Investments, Socially Responsible Investments, Cointegration Analysis, Islamic Investments, Islamic Mutual Funds

3.

A Comparison of Socially Responsible and Islamic Equity Investments

Journal of Money, Investment and Banking ISSN 1450-288X Issue 21 (2011)
Number of pages: 18 Posted: 25 Apr 2011 Last Revised: 21 Feb 2016
Federica Miglietta and Gianfranco Forte
University of Bari - Department of Business Studies and Private Law and Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law
Downloads 315 (66,079)
Citation 1

Abstract:

Style analysis, socially responsible investments, cointegration analysis, Islamic investments, Islamic mutual funds

4.

The Value Relevance of Embedded Value Disclosures: Evidence from European Life Insurance Companies

Number of pages: 11 Posted: 17 Aug 2011
Edmondo Tudini, Gianfranco Forte and Jacopo Mattei
SDA Bocconi, Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law and SDA Bocconi
Downloads 238 (91,183)

Abstract:

insurance, life, value relevance, embedded value

5.

Fundamentalist Exchange Rate Trading Performances

Number of pages: 12 Posted: 22 Aug 2011
Jacopo Mattei, Edmondo Tudini and Gianfranco Forte
SDA Bocconi, SDA Bocconi and Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law
Downloads 136 (141,165)

Abstract:

exchange rate, forex trading performance, fundamental exchange rate equlibrium

6.

The Banking Relationship's Role in the Choice of the Target's Advisor in Mergers and Acquisitions

European Financial Management, Vol. 16, Issue 4, pp. 686-701, September 2010
Number of pages: 16 Posted: 24 Aug 2010
Gianfranco Forte, Giuliano Iannotta and Marco A. Navone
Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law, Università Cattolica and Finance Discipline Group - UTS Business School
Downloads 3 (534,385)
Citation 3
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Abstract:

7.

Solving Markowitz's Inefficiencies through MVD Frontier

Number of pages: 13 Posted: 22 Jun 2016 Last Revised: 06 Aug 2016
Riccardo Brignone and Gianfranco Forte
Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law and Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law
Downloads 0 (85,953)

Abstract:

Multi-Objective Optimization, Diversification Management, Effective number of bets

8.

Still Crazy after All These Years: The Returns on Carry Trade

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 327
Number of pages: 35 Posted: 08 Feb 2016
Emilio Colombo, Gianfranco Forte and Roberto Rossignoli
Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS), Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law and MONEYFARM
Downloads 0 (188,446)

Abstract:

Carry trade, Support Vector Machines, market volatility

9.

The Choice of Target's Advisor in Mergers and Acquisitions: The Role of Banking Relationship

CAREFIN Research Paper No. 14/08
Posted: 10 Dec 2008 Last Revised: 06 Apr 2015
Gianfranco Forte, Giuliano Iannotta and Marco A. Navone
Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law, Università Cattolica and Finance Discipline Group - UTS Business School

Abstract:

Relationship banking, investment banking, mergers, acquisitions