Flavio Angelini

According to our database, Flavio Angelini authored at least 3 papers between 2014 and 2021.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2021

Implicit incentives for fund managers with partial information.

Flavio Angelini, Katia Colaneri, Stefano Herzel, Marco Nicolosi

Comput. Manag. Sci., 2021

2018

Portfolio management with benchmark related incentives under mean reverting processes.

Marco Nicolosi, Flavio Angelini, Stefano Herzel

Ann. Oper. Res., 2018

2014

Delta hedging in discrete time under stochastic interest rate.

Flavio Angelini, Stefano Herzel

J. Comput. Appl. Math., 2014