Flavio Angelini

Publication Activity (10 Years)

Years Active: 2014-2021
Publications (10 Years): 2

Top Topics

Stochastic Nature

Partial Information

Manufacturing Companies

Portfolio Selection

Top Venues

Ann. Oper. Res.

J. Comput. Appl. Math.

Comput. Manag. Sci.

Publications

Flavio Angelini, Katia Colaneri, Stefano Herzel, Marco Nicolosi
Implicit incentives for fund managers with partial information. Comput. Manag. Sci. 18 (4) (2021)
Marco Nicolosi, Flavio Angelini, Stefano Herzel
Portfolio management with benchmark related incentives under mean reverting processes. Ann. Oper. Res. 266 (1-2) (2018)
Flavio Angelini, Stefano Herzel
Delta hedging in discrete time under stochastic interest rate. J. Comput. Appl. Math. 259 (2014)