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 1 1 182 1 3 9 469
A network of business relations to model counterparty risk 0 0 1 99 0 0 6 231
Combining stochastic programming and optimal control to solve multistage stochastic optimization problems 0 0 0 59 0 0 3 138
Credit contagion in a network of firms with spatial interaction 0 0 3 158 2 2 12 345
Portfolio management with minimum guarantees: some modeling and optimization issues 0 0 0 56 0 0 2 148
Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization 0 0 0 91 0 0 2 391
Tracking Error: a multistage portfolio model 0 0 1 497 0 0 5 1,523
Tracking error with minimum guarantee constraints 0 0 0 75 0 1 5 251
Total Working Papers 0 1 6 1,217 3 6 44 3,496


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 2 3 36 1 3 10 143
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach 0 0 1 53 0 0 6 136
Total Journal Articles 0 2 4 89 1 3 16 279


Statistics updated 2020-09-04