Access Statistics for Stefano Herzel

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Convex Incentives in Financial Markets: an Agent-Based Analysis 0 0 0 36 0 1 11 70
Costi impliciti e profilo rischio-convenienza di prodotti finanziari illiquidi 0 0 0 26 0 0 6 103
Delegated Portfolio Management under Ambiguity Aversion 0 0 0 20 0 0 14 77
Delegated Portfolio Management with Socially Responsible Investment Constraints 0 0 0 72 0 1 12 197
Delta Hedging in Discrete Time under Stochastic Interest Rate 0 0 0 100 1 1 15 292
Evaluating Discrete Dynamic Strategies in Affine Models 0 0 1 29 1 1 13 117
Explicit formulas for the minimal variance hedging strategy in a martingale case 0 0 0 39 0 0 11 137
Implicit Incentives for Fund Managers with Partial Information 0 0 0 5 0 1 7 24
Implied Volatilities of Caps: a Gaussian approach 0 0 0 22 2 4 10 79
Measuring the error of dynamic hedging: a Laplace transform approach 0 0 0 40 0 1 10 146
Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis 0 0 1 93 0 0 15 274
Socially Responsible and Conventional Investment Funds: Performance Comparison and the Global Financial Crisis 0 0 1 116 1 2 13 257
The IGARCH e®ect: Consequences on volatility forecasting and option trading 0 0 1 86 0 0 11 252
The cost of sustainability on optimal portfolio choices 0 0 0 48 1 1 15 252
The cost of sustainability on optimal portfolio choices 0 0 0 51 1 1 9 250
The value of knowing the market price of risk 0 0 0 8 0 3 9 33
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts? 0 0 1 461 1 1 27 1,280
Total Working Papers 0 0 5 1,252 8 18 208 3,840

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Model for Option Pricing with Jumping Stochastic Volatility 0 0 0 3 0 0 4 11
An Agent Based Model for a Double Auction with Convex Incentives 0 0 0 3 0 1 4 30
Consistent calibration of HJM models to cap implied volatilities 0 0 1 5 0 0 10 25
Convex incentives in financial markets: an agent-based analysis 0 0 0 2 0 0 2 44
Delegated portfolio management with socially responsible investment constraints 0 0 0 12 0 0 8 70
Efficient option valuation using trees 0 0 0 72 1 2 14 291
Evaluating discrete dynamic strategies in affine models 0 0 0 2 0 0 6 25
Explicit formulas for the minimal variance hedging strategy in a martingale case 0 0 0 29 0 1 6 126
Implicit incentives for fund managers with partial information 0 0 0 2 1 2 12 18
Notes and Comments: An approximation of caplet implied volatilities in Gaussian models 0 0 0 29 0 0 9 178
Optimal strategies with option compensation under mean reverting returns or volatilities 0 0 0 1 0 2 8 26
Option pricing with stochastic volatility models 0 0 0 558 0 1 8 1,268
Portfolio allocation in actively managed funds 0 0 1 24 1 2 9 81
Portfolio management with benchmark related incentives under mean reverting processes 0 0 0 7 0 1 13 42
Socially responsible and conventional investment funds: performance comparison and the global financial crisis 0 0 2 55 1 2 13 175
The cost of sustainability in optimal portfolio decisions 0 0 0 22 1 25 32 150
The value of knowing the market price of risk 0 0 0 14 0 0 16 48
Total Journal Articles 0 0 4 840 5 39 174 2,608

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11