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 0 182 0 0 1 476
A network of business relations to model counterparty risk 0 0 0 100 0 0 1 249
Combining stochastic programming and optimal control to solve multistage stochastic optimization problems 0 0 1 61 0 0 1 146
Credit contagion in a network of firms with spatial interaction 0 0 1 160 1 1 2 358
Portfolio management with minimum guarantees: some modeling and optimization issues 0 0 0 59 0 0 0 160
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 0 498 0 0 1 1,539
Tracking error with minimum guarantee constraints 0 0 0 76 0 0 0 263
Total Working Papers 0 0 2 1,227 1 1 6 3,596


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 1 1 2 43 1 2 4 158
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach 0 0 0 55 0 0 0 143
Total Journal Articles 1 1 2 98 1 2 4 301


Statistics updated 2024-02-04