Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information. - Sühan Altay; Katia Colaneri; Zehra Eksi (SIAM J. Financial Math., 2019)

Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk. - Claudia Ceci; Katia Colaneri; Rüdiger Frey; Verena Köck (SIAM J. Financial Math., 2020)

Optimal convergence trading with unobservable pricing errors. - Sühan Altay; Katia Colaneri; Zehra Eksi (Ann. Oper. Res., 2021)

The value of knowing the market price of risk. - Katia Colaneri; Stefano Herzel; Marco Nicolosi (Ann. Oper. Res., 2021)

Implicit incentives for fund managers with partial information. - Flavio Angelini; Katia Colaneri; Stefano Herzel; Marco Nicolosi (Comput. Manag. Sci., 2021)

A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading. - Katia Colaneri; Tiziano De Angelis (Math. Oper. Res., 2022)