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Details about Harold A. Moreno-Franco

E-mail:
Homepage:https://www.researchgate.net/profile/Harold-Moreno-Franco
Workplace:International Laboratory of Stochastic Analysis, National Research University Higher School of Economics (HSE), (more information at EDIRC)

Access statistics for papers by Harold A. Moreno-Franco.

Last updated 2022-03-09. Update your information in the RePEc Author Service.

Short-id: pmo1382

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Journal Articles

2019

  1. Dynamic portfolio strategies under a fully correlated jump-diffusion process
    Annals of Finance, 2019, 15, (3), 421-453 Downloads
  2. Optimal Bail-Out Dividend Problem with Transaction Cost and Capital Injection Constraint
    Risks, 2019, 7, (1), 1-24 Downloads View citations (2)
  3. Periodic strategies in optimal execution with multiplicative price impact
    Mathematical Finance, 2019, 29, (4), 1039-1065 Downloads View citations (1)

2018

  1. A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
    Insurance: Mathematics and Economics, 2018, 79, (C), 57-68 Downloads View citations (6)
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