Flavio Angelini

According to our database¹, Flavio Angelini authored at least 4 papers between 2014 and 2025.

Collaborative distances:

Dijkstra number² of six.
Erdős number³ of five.

Timeline

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Book

In proceedings

Article

PhD thesis

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Bibliography

2025

Unobserved expected returns in a diffusive price process: is filtering effective?

[BibT_eX]

[DOI]

Paride Antonini

Flavio Angelini

Marco Nicolosi

Soft Comput., April, 2025

2021

Implicit incentives for fund managers with partial information.

[BibT_eX]

[DOI]

Comput. Manag. Sci., 2021

2018

Portfolio management with benchmark related incentives under mean reverting processes.

[BibT_eX]

[DOI]

Marco Nicolosi

Flavio Angelini

Stefano Herzel

Ann. Oper. Res., 2018

2014

Delta hedging in discrete time under stochastic interest rate.

[BibT_eX]

[DOI]

Flavio Angelini

Stefano Herzel

J. Comput. Appl. Math., 2014

Flavio Angelini

Timeline

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Bibliography

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