Katia Colaneri

Publication Activity (10 Years)

Years Active: 2019-2022
Publications (10 Years): 6

Top Topics

Risk Management

Portfolio Optimization

Partial Information

Optimal Stopping

Top Venues

Ann. Oper. Res.

SIAM J. Financial Math.

Math. Oper. Res.

Comput. Manag. Sci.

Publications

Katia Colaneri, Tiziano De Angelis
A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading. Math. Oper. Res. 47 (3) (2022)
Katia Colaneri, Stefano Herzel, Marco Nicolosi
The value of knowing the market price of risk. Ann. Oper. Res. 299 (1) (2021)
Flavio Angelini, Katia Colaneri, Stefano Herzel, Marco Nicolosi
Implicit incentives for fund managers with partial information. Comput. Manag. Sci. 18 (4) (2021)
Sühan Altay, Katia Colaneri, Zehra Eksi
Optimal convergence trading with unobservable pricing errors. Ann. Oper. Res. 299 (1) (2021)
Claudia Ceci, Katia Colaneri, Rüdiger Frey, Verena Köck
Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk. SIAM J. Financial Math. 11 (3) (2020)
Sühan Altay, Katia Colaneri, Zehra Eksi
Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information. SIAM J. Financial Math. 10 (2) (2019)