Juan Carlos Parra-Alvarez

Available identifiers

zbMath Open parra-alvarez.juan-carlosMaRDI QIDQ2054833

List of research outcomes

Publication	Date of Publication	Type
Estimation of continuous-time linear DSGE models from discrete-time measurements	2025-01-16	Paper
Risk sensitive linear approximations	2024-06-14	Paper
Optimal asset allocation for commodity sovereign wealth funds	2023-06-20	Paper
Peso problems in the estimation of the C‐CAPM	2022-07-11	Paper
Risk matters: breaking certainty equivalence in linear approximations	2021-12-03	Paper
Optimal control of investment, premium and deductible for a non-life insurance company	2021-11-19	Paper

Research outcomes over time

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