Details about Diana Barro

Access statistics for papers by Diana Barro.

Last updated 2009-05-06. Update your information in the RePEc Author Service.

Short-id: pba285

Working Papers

2008

1. A network of business relations to model counterparty risk
   Working Papers, Department of Applied Mathematics, University of Venice View citations
2. Credit contagion in a network of firms with spatial interaction
   Working Papers, Department of Applied Mathematics, University of Venice
3. Tracking error with minimum guarantee constraints
   Working Papers, Department of Applied Mathematics, University of Venice

2006

4. A credit contagion model for loan portfolios in a network of firms with spatial interaction
   Working Papers, Department of Applied Mathematics, University of Venice View citations

2005

5. Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization
   GE, Growth, Math methods, EconWPA
6. Tracking Error: a multistage portfolio model
   GE, Growth, Math methods, EconWPA View citations

Journal Articles

2005

1. Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach
   European Journal of Operational Research, 2005, 163, (1), 217-229 View citations