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Diogo Pinheiro

Personal Details

First Name:Diogo
Middle Name:
Last Name:Pinheiro
Suffix:
RePEc Short-ID:ppi261

Affiliation

Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE)
Research in Economics and Mathematics (REM)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://cemapre.iseg.ulisboa.pt/

: 21-3925876
21-3922882
na Rua do Quelha 6, 1200-781 Lisboa
RePEc:edi:cmutlpt (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Diogo Pinheiro & Alberto A. Pinto & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2011. "A projected gradient dynamical system modeling the dynamics of bargaining," CEMAPRE Working Papers 1101, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  2. I. Duarte & D. Pinheiro & A. A. Pinto & S. R. Pliska, 2011. "Optimal Life Insurance Purchase, Consumption and Investment on a financial market with multi-dimensional diffusive terms," Papers 1102.2263, arXiv.org.
  3. Lampros Boukas & Diogo Pinheiro & Alberto Pinto & Stylianos Xanthopoulos & Athanasios Yannacopoulos, 2009. "Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets," Papers 0903.3657, arXiv.org.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Diogo Pinheiro & Alberto A. Pinto & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2011. "A projected gradient dynamical system modeling the dynamics of bargaining," CEMAPRE Working Papers 1101, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.

    Cited by:

    1. N. Azevedo & D. Pinheiro & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2018. "Contingent claim pricing through a continuous time variational bargaining scheme," Annals of Operations Research, Springer, vol. 260(1), pages 95-112, January.

  2. I. Duarte & D. Pinheiro & A. A. Pinto & S. R. Pliska, 2011. "Optimal Life Insurance Purchase, Consumption and Investment on a financial market with multi-dimensional diffusive terms," Papers 1102.2263, arXiv.org.

    Cited by:

    1. Pirvu, Traian A. & Zhang, Huayue, 2012. "Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 303-309.

  3. Lampros Boukas & Diogo Pinheiro & Alberto Pinto & Stylianos Xanthopoulos & Athanasios Yannacopoulos, 2009. "Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets," Papers 0903.3657, arXiv.org.

    Cited by:

    1. Diogo Pinheiro & Alberto A. Pinto & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2011. "A projected gradient dynamical system modeling the dynamics of bargaining," CEMAPRE Working Papers 1101, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
    2. N. Azevedo & D. Pinheiro & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2018. "Contingent claim pricing through a continuous time variational bargaining scheme," Annals of Operations Research, Springer, vol. 260(1), pages 95-112, January.

More information

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Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CIS: Confederation of Independent States (1) 2011-02-19. Author is listed
  2. NEP-GTH: Game Theory (1) 2011-05-24. Author is listed
  3. NEP-IAS: Insurance Economics (1) 2011-02-19. Author is listed
  4. NEP-MIC: Microeconomics (1) 2009-09-26. Author is listed
  5. NEP-UPT: Utility Models & Prospect Theory (1) 2011-02-19. Author is listed

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