Diana Barro : Citation Profile


Are you Diana Barro?

Università Ca' Foscari Venezia

3

H index

2

i10 index

34

Citations

RESEARCH PRODUCTION:

2

Articles

8

Papers

RESEARCH ACTIVITY:

   6 years (2005 - 2011). See details.
   Cites by year: 5
   Journals where Diana Barro has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 5 (12.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba285
   Updated: 2019-10-06    RAS profile: 2015-04-21    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Diana Barro.

Is cited by:

Canestrelli, Elio (7)

Uddin, Gazi (2)

Nguyen, Duc Khuong (2)

Bekiros, Stelios (2)

Sokolov, Mikhail (2)

Alexeev, Alexander (2)

Paterlini, Sandra (2)

Bianchi, Daniele (1)

Guidolin, Massimo (1)

Bianchi, Daniele (1)

Yin, Libo (1)

Cites to:

Canestrelli, Elio (7)

Vanini, Paolo (3)

vanini, paolo (3)

Vanini, Paolo (3)

Weber, Stefan (3)

Lucas, Andre (3)

Zenios, Stavros (3)

Leippold, Markus (3)

Birge, John (3)

Duffie, Darrell (3)

Straetmans, Stefan (2)

Main data


Where Diana Barro has published?


Journals with more than one article published# docs
European Journal of Operational Research2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Applied Mathematics, UniversitÓ Ca' Foscari Venezia5
GE, Growth, Math methods / University Library of Munich, Germany2

Recent works citing Diana Barro (2018 and 2017)


YearTitle of citing document
2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961.

Full description at Econpapers || Download paper

2017Behaviour-based short-term invoice probability of default evaluation. (2017). Perko, Igor . In: European Journal of Operational Research. RePEc:eee:ejores:v:257:y:2017:i:3:p:1045-1054.

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2019Nonlinear valuation under credit, funding, and margins: Existence, uniqueness, invariance, and disentanglement. (2019). Brigo, Damiano ; Pallavicini, Andrea ; Francischello, Marco. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:2:p:788-805.

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2018A network approach to unravel asset price comovement using minimal dependence structure. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:119-132.

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2019Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment. (2019). He, Yuanping ; Liu, Haifei ; Wang, Jiepeng ; Chen, Tingqiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:458-480.

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2017Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection. (2017). Santanna, Leonardo R ; Caldeira, Joo F ; Filomena, Tiago P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:146-157.

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2018Applying Time Series Decomposition to Construct Index-Tracking Portfolio. (2018). Nakayama, Jun ; Yokouchi, Daisuke . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:4:d:10.1007_s10690-018-9252-7.

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2017Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming. (2017). Santanna, Leonardo Riegel ; Borenstein, Denis ; Guedes, Pablo Cristini ; Filomena, Tiago Pascoal . In: Annals of Operations Research. RePEc:spr:annopr:v:258:y:2017:i:2:d:10.1007_s10479-016-2111-x.

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2019Volatility versus downside risk: performance protection in dynamic portfolio strategies. (2019). Consigli, Giorgio ; Canestrelli, Elio ; Barro, Diana . In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-018-0310-4.

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Works by Diana Barro:


YearTitleTypeCited
2005Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach In: European Journal of Operational Research.
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article5
2010Credit contagion in a network of firms with spatial interaction In: European Journal of Operational Research.
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article11
2008Credit contagion in a network of firms with spatial interaction.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2011Combining stochastic programming and optimal control to solve multistage stochastic optimization problems In: Working Papers.
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paper0
2006A credit contagion model for loan portfolios in a network of firms with spatial interaction In: Working Papers.
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paper0
2008A network of business relations to model counterparty risk In: Working Papers.
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paper0
2008Tracking error with minimum guarantee constraints In: Working Papers.
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paper1
2009Portfolio management with minimum guarantees: some modeling and optimization issues In: Working Papers.
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paper0
2005Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization In: GE, Growth, Math methods.
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paper1
2005Tracking Error: a multistage portfolio model In: GE, Growth, Math methods.
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paper16

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