Stefano Baccarin
From MaRDI portal
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
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