Sfoglia per Autore
Delegated portfolio management under ambiguity aversion
2014-01-01 Fabretti, A; Herzel, S; Pınar, M
Socially responsible and conventional investment funds: performance comparison and the global financial crisis
2015-01-01 Becchetti, L; Ciciretti, R; Dalo, A; Herzel, S
An Agent-Based Model to Study the Impact of Convex Incentives on Financial Markets
2016-01-01 Fabretti, A; Gärling, T; Herzel, S; Holmen, M
Portfolio allocation in actively managed funds
2017-01-01 Herzel, S; Nicolosi, M
An agent-based model for a double auction with convex incentives
2017-01-01 Fabretti, A; Herzel, S
Convex incentives in financial markets: an agent-based analysis
2017-01-01 Fabretti, A; Garling, T; Herzel, S; Holmen, M
The value of information for optimal portfolio management
2018-01-01 Colaneri, K; Herzel, S; Nicolosi, M
Portfolio management with benchmark related incentives under mean reverting processes
2018-01-01 Nicolosi, M; Angelini, F; Herzel, S
Optimal strategies with option compensation under mean reverting returns or volatilities
2019-01-01 Herzel, S; Nicolosi, M
Implicit incentives for fund managers with partial information
2021-01-01 Angelini, F; Colaneri, K; Herzel, S; Nicolosi, M
The value of knowing the market price of risk
2021-01-01 Colaneri, K; Herzel, S; Nicolosi, M
A reinforcement learning algorithm for trading commodities
2024-01-01 Giorgi, F; Herzel, S; Pigato, P
| Data di pubblicazione | Titolo | Autore(i) | Tipo | File |
|---|---|---|---|---|
| 1-gen-2014 | Delegated portfolio management under ambiguity aversion | Fabretti, A; Herzel, S; Pınar, M | Articolo su rivista | |
| 1-gen-2015 | Socially responsible and conventional investment funds: performance comparison and the global financial crisis | Becchetti, L; Ciciretti, R; Dalo, A; Herzel, S | Articolo su rivista | |
| 1-gen-2016 | An Agent-Based Model to Study the Impact of Convex Incentives on Financial Markets | Fabretti, A; Gärling, T; Herzel, S; Holmen, M | Contributo in libro | |
| 1-gen-2017 | Portfolio allocation in actively managed funds | Herzel, S; Nicolosi, M | Articolo su rivista | |
| 1-gen-2017 | An agent-based model for a double auction with convex incentives | Fabretti, A; Herzel, S | Articolo su rivista | |
| 1-gen-2017 | Convex incentives in financial markets: an agent-based analysis | Fabretti, A; Garling, T; Herzel, S; Holmen, M | Articolo su rivista | |
| 1-gen-2018 | The value of information for optimal portfolio management | Colaneri, K; Herzel, S; Nicolosi, M | Contributo in libro | |
| 1-gen-2018 | Portfolio management with benchmark related incentives under mean reverting processes | Nicolosi, M; Angelini, F; Herzel, S | Articolo su rivista | |
| 1-gen-2019 | Optimal strategies with option compensation under mean reverting returns or volatilities | Herzel, S; Nicolosi, M | Articolo su rivista | |
| 1-gen-2021 | Implicit incentives for fund managers with partial information | Angelini, F; Colaneri, K; Herzel, S; Nicolosi, M | Articolo su rivista | |
| 1-gen-2021 | The value of knowing the market price of risk | Colaneri, K; Herzel, S; Nicolosi, M | Articolo su rivista | |
| 1-gen-2024 | A reinforcement learning algorithm for trading commodities | Giorgi, F; Herzel, S; Pigato, P | Articolo su rivista |
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