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 1 182 0 1 7 473
A network of business relations to model counterparty risk 0 0 0 99 0 0 3 234
Combining stochastic programming and optimal control to solve multistage stochastic optimization problems 0 0 0 59 0 0 2 140
Credit contagion in a network of firms with spatial interaction 0 0 0 158 1 1 6 349
Portfolio management with minimum guarantees: some modeling and optimization issues 0 0 1 57 0 0 5 153
Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization 0 0 0 91 0 2 8 399
Tracking Error: a multistage portfolio model 0 0 0 497 0 1 5 1,528
Tracking error with minimum guarantee constraints 0 0 0 75 0 0 6 256
Total Working Papers 0 0 2 1,218 1 5 42 3,532


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 1 3 37 0 3 7 147
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach 0 1 2 55 0 1 6 142
Total Journal Articles 0 2 5 92 0 4 13 289


Statistics updated 2021-06-03