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Marco Nicolosi

Orcid: 0000-0001-8082-8876

Affiliations:
  • University of Perugia, Italy


According to our database1, Marco Nicolosi authored at least 5 papers between 2016 and 2021.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

Online presence:

On csauthors.net:

Bibliography

2021
Implicit incentives for fund managers with partial information.
[BibTeX]
[DOI]
Flavio Angelini
,
Katia Colaneri
,
Stefano Herzel
,
Marco Nicolosi
Comput. Manag. Sci., 2021

The value of knowing the market price of risk.
[BibTeX]
[DOI]
Katia Colaneri
,
Stefano Herzel
,
Marco Nicolosi
Ann. Oper. Res., 2021

2019
Optimal strategies with option compensation under mean reverting returns or volatilities.
[BibTeX]
[DOI]
Stefano Herzel
,
Marco Nicolosi
Comput. Manag. Sci., 2019

2018
Portfolio management with benchmark related incentives under mean reverting processes.
[BibTeX]
[DOI]
Marco Nicolosi
,
Flavio Angelini
,
Stefano Herzel
Ann. Oper. Res., 2018

2016
Dynamic portfolio management with views at multiple horizons.
[BibTeX]
[DOI]
A. Meucci
,
Marco Nicolosi
Appl. Math. Comput., 2016


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