Marco Nicolosi

MaRDI QIDQ1621922zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Implicit incentives for fund managers with partial information Computational Management Science	2023-08-04	Paper
A new measure of the resilience for networks of funds with applications to socially responsible investments Physica A	2022-03-09	Paper
The value of knowing the market price of risk Annals of Operations Research	2021-11-08	Paper
Dynamic portfolio management with views at multiple horizons Applied Mathematics and Computation	2019-03-19	Paper
Optimal strategies with option compensation under mean reverting returns or volatilities Computational Management Science	2019-02-18	Paper
Portfolio management with benchmark related incentives under mean reverting processes Annals of Operations Research	2018-11-12	Paper
The value of information for optimal portfolio management Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-10-12	Paper
Optimal strategy for a fund manager with option compensation Decisions in Economics and Finance	2018-06-13	Paper
On tadpoles and vacuum redefinitions in string theory Nuclear Physics B	2007-04-10	Paper

Research outcomes over time

This page was built for person: Marco Nicolosi