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Diana Barro

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This is information that was supplied by Diana Barro in registering through RePEc. If you are Diana Barro , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Diana
Middle Name:
Last Name: Barro
Suffix:

RePEc Short-ID: pba285

Email:
Homepage: http://www.dma.unive.it/~barro
Postal Address:
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Affiliation

(in no particular order)

Works

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Working papers

  1. Diana Barro & Elio Canestrelli, 2011. "Combining stochastic programming and optimal control to solve multistage stochastic optimization problems," Working Papers 2011_24, Department of Economics, University of Venice "Ca' Foscari", revised 2011.
  2. Diana Barro & Elio Canestrelli, 2009. "Portfolio management with minimum guarantees: some modeling and optimization issues," Working Papers 193, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  3. Diana Barro & Antonella Basso, 2008. "A network of business relations to model counterparty risk," Working Papers 171, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  4. Diana Barro & Elio Canestrelli, 2008. "Tracking error with minimum guarantee constraints," Working Papers 172, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  5. Diana Barro & Antonella Basso, 2008. "Credit contagion in a network of firms with spatial interaction," Working Papers 186, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  6. Diana Barro & Antonella Basso, 2006. "A credit contagion model for loan portfolios in a network of firms with spatial interaction," Working Papers 143, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  7. Diana Barro & Elio Canestrelli, 2005. "Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization," GE, Growth, Math methods 0510011, EconWPA.
  8. Diana Barro & Elio Canestrelli, 2005. "Tracking Error: a multistage portfolio model," GE, Growth, Math methods 0510012, EconWPA.

Articles

  1. Barro, Diana & Basso, Antonella, 2010. "Credit contagion in a network of firms with spatial interaction," European Journal of Operational Research, Elsevier, vol. 205(2), pages 459-468, September.
  2. Barro, Diana & Canestrelli, Elio, 2005. "Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach," European Journal of Operational Research, Elsevier, vol. 163(1), pages 217-229, May.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2006-11-18
  2. NEP-CMP: Computational Economics (2) 2006-11-18 2012-01-03. Author is listed
  3. NEP-FIN: Finance (2) 2005-11-05 2005-11-05. Author is listed
  4. NEP-GEO: Economic Geography (1) 2006-11-18
  5. NEP-NET: Network Economics (2) 2008-11-25 2008-12-01. Author is listed
  6. NEP-ORE: Operations Research (1) 2012-01-03
  7. NEP-RMG: Risk Management (3) 2006-11-18 2008-11-25 2008-12-01. Author is listed
  8. NEP-URE: Urban & Real Estate Economics (3) 2006-11-18 2008-11-25 2008-12-01. Author is listed

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Co-authorship network on CollEc

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