Diana Barro
Names
| first: | Diana |
| last: | Barro |
Identifer
| RePEc Short-ID: | pba285 |
Contact
| homepage: | http://www.unive.it/persone/d.barro |
Affiliations
-
Università Ca' Foscari Venezia
/ Dipartimento di Economia
- EDIRC entry
- location:
Research profile
author of:
- Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach (RePEc:eee:ejores:v:163:y:2005:i:1:p:217-229)
by Barro, Diana & Canestrelli, Elio - Credit contagion in a network of firms with spatial interaction (RePEc:eee:ejores:v:205:y:2010:i:2:p:459-468)
by Barro, Diana & Basso, Antonella - Combining stochastic programming and optimal control to solve multistage stochastic optimization problems (RePEc:ven:wpaper:2011_24)
by Diana Barro & Elio Canestrelli - A credit contagion model for loan portfolios in a network of firms with spatial interaction (RePEc:vnm:wpaper:143)
by Diana Barro & Antonella Basso - A network of business relations to model counterparty risk (RePEc:vnm:wpaper:171)
by Diana Barro & Antonella Basso - Tracking error with minimum guarantee constraints (RePEc:vnm:wpaper:172)
by Diana Barro & Elio Canestrelli - Credit contagion in a network of firms with spatial interaction (RePEc:vnm:wpaper:186)
by Diana Barro & Antonella Basso - Portfolio management with minimum guarantees: some modeling and optimization issues (RePEc:vnm:wpaper:193)
by Diana Barro & Elio Canestrelli - Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization (RePEc:wpa:wuwpge:0510011)
by Diana Barro & Elio Canestrelli - Tracking Error: a multistage portfolio model (RePEc:wpa:wuwpge:0510012)
by Diana Barro & Elio Canestrelli