المؤلفون: Stefano Herzel

المصدر: Statistica, Vol 64, Iss 2, Pp 287-304 (2007)

مصطلحات موضوعية: Statistics, HA1-4737

وصف الملف: electronic resource

Relation: http://rivista-statistica.unibo.it/article/view/39; https://doaj.org/toc/0390-590X; https://doaj.org/toc/1973-2201

URL الوصول: https://doaj.org/article/7cff9884ef6c4697ab2a7bb110e38133

المؤلفون: Federico Giorgi, Stefano Herzel, Paolo Pigato

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::fc4e66b21a08601786d0ca36ef7ef7a8
https://doi.org/10.2139/ssrn.4363174

المؤلفون: Annalisa Fabretti, Stefano Herzel

Relation: url:https://www.openaccessrepository.it/communities/itmirror; https://www.openaccessrepository.it/record/54294

الاتاحة: https://www.openaccessrepository.it/record/54294
https://doi.org/10.18564/jasss.3246

المؤلفون: Flavio Angelini, Stefano Herzel

مصطلحات موضوعية: Applied Mathematics, Computational Mathematics

Relation: url:https://www.openaccessrepository.it/communities/itmirror; https://www.openaccessrepository.it/record/83387

الاتاحة: https://www.openaccessrepository.it/record/83387
https://doi.org/10.1016/j.cam.2013.06.022

المؤلفون: Katia Colaneri, Marco Nicolosi, Stefano Herzel, Flavio Angelini

مصطلحات موضوعية: Investment strategy, Asset allocation, 01 natural sciences, Management Information Systems, FOS: Economics and business, Microeconomics, 010104 statistics & probability, Portfolio Management (q-fin.PM), 0502 economics and business, Economics, Market price, Learning, 0101 mathematics, Expected utility hypothesis, Quantitative Finance - Portfolio Management, 050208 finance, business.industry, 05 social sciences, Portfolio management, Settore SECS-S/06, Martingale (betting system), Investment management, Optimal control, Incentive, Portfolio, business, Information Systems

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5204350c95c40186abe100b4ba8494fb
http://arxiv.org/abs/2011.07871

المؤلفون: Flavio Angelini, Stefano Herzel

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://accounts.unipg.it/~angelini//welcome_file/JCF_07_07_13_FA.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.551.4675; http://accounts.unipg.it/~angelini//welcome_file/JCF_07_07_13_FA.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.551.4675
http://accounts.unipg.it/~angelini//welcome_file/JCF_07_07_13_FA.pdf

المؤلفون: Flavio Angelini, Stefano Herzel

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://accounts.unipg.it/~angelini//welcome_file/ah2007_jod.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.532.1823; http://accounts.unipg.it/~angelini//welcome_file/ah2007_jod.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.532.1823
http://accounts.unipg.it/~angelini//welcome_file/ah2007_jod.pdf

المؤلفون: Stefano Herzel, Cătălin Stărică, Reha Tütüncü

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.math.cmu.edu/~reha/Pss/HST.pdf.

مصطلحات موضوعية: stock returns, volatility, sample autocorrelation, long range dependence

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.145.4612; http://www.math.cmu.edu/~reha/Pss/HST.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.145.4612
http://www.math.cmu.edu/~reha/Pss/HST.pdf

المؤلفون: Marco Nicolosi, Stefano Herzel

المصدر: Computational Management Science. 16:47-69

مصطلحات موضوعية: Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie, 021103 operations research, Optimal Control, Stochastic process, Mean reverting processes, Investment Analysis, Portfolio Management, Convex incentives, Optimal Control, Fourier transform, Mean reverting processes, 0211 other engineering and technologies, 02 engineering and technology, Optimal control, Management Information Systems, Term (time), Portfolio Management, Variable (computer science), Investment Analysis, Convex incentives, Isoelastic utility, Fourier transform, Mean reversion, Econometrics, Economics, 021108 energy, Project portfolio management, Constant (mathematics), Information Systems

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b1e31cb2dd3c21d702d9007f2a707927
https://doi.org/10.1007/s10287-017-0296-3

المؤلفون: Katia Colaneri, Marco Nicolosi, Stefano Herzel

مصطلحات موضوعية: Power utility, Martingale method, 0211 other engineering and technologies, General Decision Sciences, 02 engineering and technology, Management Science and Operations Research, Asset (computer security), FOS: Economics and business, Portfolio Management (q-fin.PM), Economics, Econometrics, Market price, Set (psychology), Quantitative Finance - Portfolio Management, 021103 operations research, Portfolio optimization, Financial market, Settore SECS-S/06, Investment (macroeconomics), Settore MAT/06, Value (economics), Optimal allocation, Partial information

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::85344ade631aa0502bc0471685ae82f9
http://arxiv.org/abs/1909.07837

المؤلفون: Stefano Herzel, Catalin Starica, Reha Tütüncü, Reha Tutuncu

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.math.chalmers.se/Math/Research/Preprints/2002/74.ps.gz.

مصطلحات موضوعية: forecast, heavy tails

وصف الملف: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.4.8534; http://www.math.chalmers.se/Math/Research/Preprints/2002/74.ps.gz

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.4.8534
http://www.math.chalmers.se/Math/Research/Preprints/2002/74.ps.gz

المؤلفون: Katia Colaneri, Stefano Herzel, Marco Nicolosi

المساهمون: Corazza, M., Durbán, M., Grané, A., Perna, C., Sibillo, M., Colaneri, Katia, Herzel, Stefano, Nicolosi, Marco

مصطلحات موضوعية: Portfolio management, incomplete market, filtering, learning, mean-reverting process

وصف الملف: STAMPA

Relation: info:eu-repo/semantics/altIdentifier/isbn/978-3-319-89823-0; ispartofbook:Mathematical and Statistical Methods for Actuarial Sciences and Finance; firstpage:225; lastpage:229; numberofpages:5; http://hdl.handle.net/11391/1438103; https://www.springer.com/gp/book/9783319898230#aboutAuthors

الاتاحة: http://hdl.handle.net/11391/1438103
https://doi.org/10.1007/978-3-319-89824-7_41
https://www.springer.com/gp/book/9783319898230#aboutAuthors

المؤلفون: Stefano Herzel

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://www.wspc.com/journals/ijtaf/14/0004.pdf.

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.39.1408; http://www.wspc.com/journals/ijtaf/14/0004.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.39.1408
http://www.wspc.com/journals/ijtaf/14/0004.pdf

المؤلفون: Stefano Herzel, Michael J. Todd

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: ftp://ftp.orie.cornell.edu/pub/techreps/TR1097.ps.Z

وصف الملف: application/postscript

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.51.5196

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.51.5196

المؤلفون: Stefano Herzel, Flavio Angelini, Marco Nicolosi

مصطلحات موضوعية: Mathematical optimization, 0211 other engineering and technologies, General Decision Sciences, 02 engineering and technology, Management Science and Operations Research, Money market account, 0502 economics and business, Investment analysis, Portfolio management, Optimal control, Mean reverting processes, Fourier transform, Economics, Mean reversion, Expected utility hypothesis, Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie, 050208 finance, 021103 operations research, Complete market, business.industry, Mean reverting processes, 05 social sciences, Portfolio management, Investment management, Optimal control, Fourier transform, Investment analysis, Volatility (finance), Project portfolio management, Martingale (probability theory), business

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c30f21848d8fb4bf588bc04a3a8d5501
http://hdl.handle.net/11391/1409134

المؤلفون: Annalisa Fabretti, Stefano Herzel, Martin Holmen, Tommy Gärling

مصطلحات موضوعية: Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie, Agent behavior, Risk aversion, Control (management), Financial market, Stability (learning theory), Regular polygon, Market liquidity, Microeconomics, Incentive, Economics, Econometrics, Asset (economics), Business, Volatility (finance), General Economics, Econometrics and Finance, Finance, Public finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aa5132558e3e895b79815904b183fb8e
http://hdl.handle.net/2108/206585

المؤلفون: Catalin Starica, Stefano Herzel, Marco Nicolosi

المصدر: The European Journal of Finance. 18:333-349

مصطلحات موضوعية: Market capitalization, Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie, Actuarial science, Index (economics), screening, Sharpe ratio, Corporate governance, Economics, Econometrics and Finance (miscellaneous), Investment (macroeconomics), socially responsible investments, optimal portfolios, Microeconomics, Sustainability, Economics, Portfolio, Social responsibility

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::543df4a9cc7ad9ff287277ba9b71e234
https://doi.org/10.1080/1351847x.2011.587521

المؤلفون: Stefano Herzel, Flavio Angelini

المصدر: Quantitative Finance. 15:313-326

مصطلحات موضوعية: Incomplete markets, Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie, Mathematical optimization, Stochastic volatility, Stochastic game, Inverse Laplace transform, Variance (accounting), Expected value, Derivatives hedging, Hedging errors, Trading strategies, Multi-factor models, Economics, Trading strategy, Affine transformation, General Economics, Econometrics and Finance, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c0515a7420a0403610fde1d8bd0d4ca5
https://doi.org/10.1080/14697688.2011.637075

المؤلفون: Tommy Gärling, Stefano Herzel, Martin Holmen, Annalisa Fabretti

المصدر: Advances in Intelligent Systems and Computing ISBN: 9783319401584
PAAMS (Special Sessions)

مصطلحات موضوعية: Agent-based model, 050208 finance, Computer science, 05 social sciences, Financial market, Regular polygon, Settore SECS-S/06, Financial system, Market liquidity, Incentive, 0502 economics and business, Econometrics, 050207 economics, Volatility (finance), Laboratory experiment, Capital market

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::781691269aaf034f2c74c6cb9f592532
http://hdl.handle.net/2108/238713

المؤلفون: Flavio Angelini, Stefano Herzel

المصدر: Decisions in Economics and Finance. 28:113-127

مصطلحات موضوعية: Interest rate derivative, Financial economics, media_common.quotation_subject, Gaussian, Implied volatility, Interest rate, symbols.namesake, Mathematics Subject Classification, symbols, Volatility smile, Econometrics, Economics, Volatility (finance), General Economics, Econometrics and Finance, Finance, media_common, Market conditions

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::a4a994421e38708d060e52cb3cd968b1
https://doi.org/10.1007/s10203-005-0056-7