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Katia Colaneri

Orcid: 0000-0003-3933-3788

According to our database1, Katia Colaneri authored at least 6 papers between 2019 and 2022.

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

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2022
A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading.
[BibTeX]
[DOI]
Katia Colaneri
,
Tiziano De Angelis
Math. Oper. Res., 2022

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

Optimal convergence trading with unobservable pricing errors.
[BibTeX]
[DOI]
Sühan Altay
,
Katia Colaneri
,
Zehra Eksi
Ann. Oper. Res., 2021

2020
Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk.
[BibTeX]
[DOI]
Claudia Ceci
,
Katia Colaneri
,
Rüdiger Frey
,
Verena Köck
SIAM J. Financial Math., 2020

2019
Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information.
[BibTeX]
[DOI]
Sühan Altay
,
Katia Colaneri
,
Zehra Eksi
SIAM J. Financial Math., 2019


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