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Information about:
Diana Barro

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

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Personal Details

First Name: Diana
Middle Name:
Last Name: Barro
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RePEc Short-ID: pba285

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

(in no particular order)

Works

|
Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Diana Barro & Antonella Basso, 2008. "A network of business relations to model counterparty risk," Working Papers 171, Department of Applied Mathematics, University of Venice. [Downloadable!]

  2. Diana Barro & Antonella Basso, 2008. "Credit contagion in a network of firms with spatial interaction," Working Papers 186, Department of Applied Mathematics, University of Venice. [Downloadable!]

  3. Diana Barro & Elio Canestrelli, 2008. "Tracking error with minimum guarantee constraints," Working Papers 172, Department of Applied Mathematics, University of Venice. [Downloadable!]

  4. 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, University of Venice. [Downloadable!]

  5. Diana Barro & Elio Canestrelli, 2005. "Tracking Error: a multistage portfolio model," GE, Growth, Math methods 0510012, EconWPA. [Downloadable!]

  6. Diana Barro & Elio Canestrelli, 2005. "Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization," GE, Growth, Math methods 0510011, EconWPA. [Downloadable!]


Articles

  1. 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. [Downloadable!] (restricted)


NEP Fields

6 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 (1) 2006-11-18
  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-RMG: Risk Management (3) 2006-11-18 2008-11-25 2008-12-01 Author is listed
  7. NEP-URE: Urban & Real Estate Economics (3) 2006-11-18 2008-11-25 2008-12-01 Author is listed

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This page was last updated on 2009-11-25.


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