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 1 1 2 185 1 1 5 482
A network of business relations to model counterparty risk 0 0 4 104 1 2 9 258
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 1 2 4 364
Portfolio management with minimum guarantees: some modeling and optimization issues 0 0 1 60 1 1 5 165
Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization 0 0 0 91 0 1 1 406
Tracking Error: a multistage portfolio model 0 0 0 499 0 0 2 1,542
Tracking error with minimum guarantee constraints 0 0 0 76 1 1 9 272
Total Working Papers 1 1 7 1,237 5 8 36 3,637


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 2 47 0 1 4 167
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach 0 0 0 56 0 0 2 146
Total Journal Articles 0 0 2 103 0 1 6 313


Statistics updated 2025-06-06