Dynamic portfolio management with views at multiple horizons. - A. Meucci; Marco Nicolosi (Appl. Math. Comput., 2016)

Portfolio management with benchmark related incentives under mean reverting processes. - Marco Nicolosi; Flavio Angelini; Stefano Herzel (Ann. Oper. Res., 2018)

Optimal strategies with option compensation under mean reverting returns or volatilities. - Stefano Herzel; Marco Nicolosi (Comput. Manag. Sci., 2019)

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)

Unobserved expected returns in a diffusive price process: is filtering effective? - Paride Antonini; Flavio Angelini; Marco Nicolosi (Soft Comput., 2025)