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 2 184 1 2 3 479
A network of business relations to model counterparty risk 1 3 3 103 1 4 4 253
Combining stochastic programming and optimal control to solve multistage stochastic optimization problems 0 0 0 61 0 0 1 147
Credit contagion in a network of firms with spatial interaction 0 0 1 161 0 1 4 361
Portfolio management with minimum guarantees: some modeling and optimization issues 1 1 1 60 1 2 2 162
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 1 499 0 0 2 1,541
Tracking error with minimum guarantee constraints 0 0 0 76 1 1 2 265
Total Working Papers 3 5 8 1,235 4 10 18 3,613


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 5 47 0 1 9 165
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach 0 0 1 56 0 1 2 145
Total Journal Articles 0 1 6 103 0 2 11 310


Statistics updated 2024-10-07