Access Statistics for Diana Barro

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
A credit contagion model for loan portfolios in a network of firms with spatial interaction 0 0 2 184 1 2 5 481
A network of business relations to model counterparty risk 0 0 4 104 0 1 7 256
Combining stochastic programming and optimal control to solve multistage stochastic optimization problems 0 0 0 61 0 1 2 148
Credit contagion in a network of firms with spatial interaction 0 0 0 161 0 1 3 362
Portfolio management with minimum guarantees: some modeling and optimization issues 0 0 1 60 0 1 4 164
Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization 0 0 0 91 0 0 0 405
Tracking Error: a multistage portfolio model 0 0 1 499 0 1 3 1,542
Tracking error with minimum guarantee constraints 0 0 0 76 0 0 8 271
Total Working Papers 0 0 8 1,236 1 7 32 3,629


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Credit contagion in a network of firms with spatial interaction 0 0 4 47 0 1 7 166
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach 0 0 1 56 0 1 3 146
Total Journal Articles 0 0 5 103 0 2 10 312


Statistics updated 2025-03-03