| Islamic mutual funds as faith-based funds in a socially responsible context G Forte, F Miglietta Available at SSRN 1012813, 2007 | 106 | 2007 |
| A comparison of socially responsible and Islamic equity investments F Miglietta, G Forte Journal of Money, Investment and Banking ISSN, 2011 | 53 | 2011 |
| A comparison of socially responsible and Islamic equity investments F Miglietta, G Forte Journal of Money, Investment and Banking ISSN, 2011 | 53 | 2011 |
| The banking relationship's role in the choice of the target's advisor in mergers and acquisitions G Forte, G Iannotta, M Navone European financial management 16 (4), 686-701, 2010 | 42 | 2010 |
| Does relative valuation work for banks? G Forte, G Gianfrate, E Rossi Global Finance Journal 44, 100449, 2020 | 21 | 2020 |
| Assessing relative valuation in equity markets: bridging research and practice E Rossi, G Forte Springer, 2016 | 18* | 2016 |
| Islamic mutual funds as faith-based funds in a socially responsible context F Miglietta, G Forte Luigi Bocconi University, Milan, 2007 | 14 | 2007 |
| Forecasting volatility in European stock markets with non-linear GARCH models G Forte, M Manera Nota di Lavoro, 2002 | 13 | 2002 |
| Exploring the dependencies among main cryptocurrency log‐returns: A hidden Markov model F Pennoni, F Bartolucci, G Forte, F Ametrano Economic Notes 51 (1), e12193, 2022 | 9 | 2022 |
| Carry trade returns with support vector machines E Colombo, G Forte, R Rossignoli International Review of Finance 19 (3), 483-504, 2019 | 7 | 2019 |
| The Choice of Target's Advisor in Mergers and Acquisitions: The Role of the Banking Relationship G Forte, MA Navone, G Iannotta CAREFIN Research Paper, 2008 | 6 | 2008 |
| La gestione del risparmio nella finanza islamica G Forte, M Mauri, F Miglietta Banca Impresa Societā 30 (2), 261-296, 2011 | 4 | 2011 |
| La gestione del risparmio nella finanza islamica G Forte, M Mauri, F Miglietta Banca Impresa Societā 30 (2), 261-296, 2011 | 4 | 2011 |
| Forecasting volatility in Asian and European stock markets with asymmetric GARCH models G Forte, M Manera CAREFIN-working paper 3, 1-36, 2006 | 4 | 2006 |
| The value relevance of Embedded value disclosures: Evidence from European life insurance companies E Tudini, G Forte, J Mattei Available at SSRN 1911372, 2011 | 3 | 2011 |
| Multivariate Hidden Markov model: An application to study correlations among cryptocurrency log-returns F Pennoni, F Bartolucci, G Forte, F Ametrano The 2nd Crypto Asset Lab Conference, 1-27, 2020 | 2 | 2020 |
| Still crazy after all these years: the returns on carry trade E Colombo, G Forte, R Rossignoli University of Milan Bicocca Department of Economics, Management and …, 2016 | 1 | 2016 |
| Solving Markowitz’s inefficiencies through MVD Frontier R Brignone, G Forte SSRN Electronic Journal, 2016 | 1 | 2016 |
| Forecasting Volatility in European Stock Markets with Non-Linear GARCH Models M Manera, G Forte Available at SSRN 351606, 2002 | 1 | 2002 |
| Relative Valuation: Issues and General Framework E Rossi, G Forte, E Rossi, G Forte Assessing Relative Valuation in Equity Markets: Bridging Research and …, 2016 | | 2016 |
