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 1 185 1 3 7 486
A network of business relations to model counterparty risk 0 0 1 104 0 0 4 258
Combining stochastic programming and optimal control to solve multistage stochastic optimization problems 0 0 0 61 0 0 1 148
Credit contagion in a network of firms with spatial interaction 0 0 0 161 0 0 3 364
Portfolio management with minimum guarantees: some modeling and optimization issues 0 0 0 60 0 0 2 165
Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization 0 0 0 91 0 0 1 406
Tracking Error: a multistage portfolio model 1 1 1 500 1 2 3 1,544
Tracking error with minimum guarantee constraints 0 0 0 76 1 2 8 274
Total Working Papers 1 1 3 1,238 3 7 29 3,645


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 1 48 0 1 3 168
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach 0 0 0 56 2 2 3 148
Total Journal Articles 0 1 1 104 2 3 6 316


Statistics updated 2025-11-08