279 citations · 281 across the 2 of their papers we have counts for
4 papers
Implicit Incentives for Fund Managers with Partial Information
Flavio Angelini, Katia Colaneri, Stefano Herzel +1
We study the optimal asset allocation problem for a fund manager whose compensation depends on the performance of her portfolio with respect to a benchmark. The objective of the ma…
The value of knowing the market price of risk
Katia Colaneri, Stefano Herzel, Marco Nicolosi
This paper presents an optimal allocation problem in a financial market with one risk-free and one risky asset, when the market is driven by a stochastic market price of risk. We s…
Issues on tadpoles and vacuum redefinitions in String Theory
Marco Nicolosi
This Thesis discusses a number of issues related to the problem of tadpoles and vacuum redefinitions that the breaking of supersymmetry brings about in String Theory. The idea purs…
On tadpoles and vacuum redefinitions in String Theory
E. Dudas, G. Pradisi, M. Nicolosi +1
Tadpoles accompany, in one form or another, all attempts to realize supersymmetry breaking in String Theory, making the present constructions at best incomplete. Whereas these tadp…