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Barro, Diana's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
962 |
Total
Citations
1 |
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1.
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Barro, Diana Ca Foscari University of Venice - Department of Economics Basso, Antonella Ca Foscari University of Venice - Department of Economics
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643
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Credit risk, counterparty risk, bank loan portfolios, contagion models
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Barro, Diana Ca Foscari University of Venice - Department of Economics Basso, Antonella Ca Foscari University of Venice - Department of Economics
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133
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credit risk, bank loan portfolios, contagion
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3.
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Barro, Diana Ca Foscari University of Venice - Department of Economics Canestrelli, Elio Ca Foscari University of Venice - Department of Economics
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71
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Tracking error, Downside risk, Dynamic portfolio, Stochastic programming
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4.
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Barro, Diana Ca Foscari University of Venice - Department of Economics Canestrelli, Elio Ca Foscari University of Venice - Department of Economics Ciurlia, Pierangelo affiliation not provided to SSRN
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61
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Stochastic Programming, Scenario tree reduction, Spatial aggregation
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5.
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Barro, Diana Ca Foscari University of Venice - Department of Economics Canestrelli, Elio Ca Foscari University of Venice - Department of Economics
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37
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Stochastic programming, discrete time control problem, decomposition methods, iterative scheme
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6.
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Barro, Diana Ca Foscari University of Venice - Department of Economics Canestrelli, Elio Ca Foscari University of Venice - Department of Economics
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17
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Dynamic portfolio optimization, Tracking error, Shortfall control
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Records 1 -
6
of 6 matches
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