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 1 184 0 1 4 481
A network of business relations to model counterparty risk 0 0 4 104 0 1 8 257
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 1 3 363
Portfolio management with minimum guarantees: some modeling and optimization issues 0 0 1 60 0 0 4 164
Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization 0 0 0 91 1 1 1 406
Tracking Error: a multistage portfolio model 0 0 1 499 0 0 3 1,542
Tracking error with minimum guarantee constraints 0 0 0 76 0 0 8 271
Total Working Papers 0 0 7 1,236 2 4 32 3,632


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 1 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 1 1 6 313


Statistics updated 2025-05-12