List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints IMA Journal of Management Mathematics | 2019-06-18 | Paper |
| Existence of an infinite-horizon optimal impulse consumption of a geometric Brownian motion with variable coefficients | 2017-01-12 | Paper |
| Optimal impulse control of a portfolio with a fixed transaction cost CEJOR. Central European Journal of Operations Research | 2016-06-30 | Paper |
| Optimal impulse control for a multidimensional cash management system with generalized cost functions European Journal of Operational Research | 2009-01-08 | Paper |
| Optimal impulse control on an unbounded domain with nonlinear cost functions Computational Management Science | 2008-05-27 | Paper |
| Optimal impulse control for cash management with quadratic holding-penalty costs Decisions in Economics and Finance | 2003-07-24 | Paper |
| scientific article; zbMATH DE number 1189145 (Why is no real title available?) | 1997-01-01 | Paper |
Research outcomes over time
This page was built for person: Stefano Baccarin
