Diana Barro : Citation Profile


Are you Diana Barro?

UniversitĂ  Ca' Foscari Venezia

3

H index

2

i10 index

43

Citations

RESEARCH PRODUCTION:

2

Articles

8

Papers

RESEARCH ACTIVITY:

   6 years (2005 - 2011). See details.
   Cites by year: 7
   Journals where Diana Barro has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 5 (10.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba285
   Updated: 2020-10-17    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)

Alexeev, Alexander (4)

Nguyen, Duc Khuong (3)

Uddin, Gazi (2)

Bekiros, Stelios (2)

Sokolov, Mikhail (2)

Paterlini, Sandra (2)

McAleer, Michael (1)

Sensoy, Ahmet (1)

Pallavicini, Andrea (1)

de Carvalho, Pablo (1)

Cites to:

Canestrelli, Elio (7)

Birge, John (3)

Zenios, Stavros (3)

vanini, paolo (3)

Vanini, Paolo (3)

Duffie, Darrell (3)

Vanini, Paolo (3)

Weber, Stefan (3)

Lucas, Andre (3)

Leippold, Markus (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, Universitŕ Ca' Foscari Venezia5
GE, Growth, Math methods / University Library of Munich, Germany2

Recent works citing Diana Barro (2020 and 2019)


YearTitle of citing document
2019Applications of the Newton-Raphson Method in Decision Sciences and Education. (2019). McAleer, Michael ; Truong, Buu-Chau ; Hau, Nguyen Huu ; van Thuan, Nguyen. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:52-80.

Full description at Econpapers || Download paper

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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2020A nonlinear dynamic model for credit risk contagion. (2020). Maddalena, Lucia ; Fanelli, Viviana. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:174:y:2020:i:c:p:45-58.

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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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2020Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets. (2020). Luo, Jun ; Zeng, Qianru ; Wang, Yutong ; Chen, Tingqiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s037843711931698x.

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2019Dynamic integration and network structure of the EMU sovereign bond markets. (2019). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Rostom, Ahmed ; Nguyen, Duc Khuong. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2831-1.

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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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2020Detecting and understanding co-benefits generated in tackling climate change and environmental degradation in China. (2020). Jiang, Ping ; Gao, Shuo. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:22:y:2020:i:5:d:10.1007_s10668-019-00399-0.

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2019“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults. (2019). Calabrese, Raffaella ; Ansell, Jake ; Andreeva, Galina. In: Risk Analysis. RePEc:wly:riskan:v:39:y:2019:i:1:p:71-84.

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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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article7
2010Credit contagion in a network of firms with spatial interaction In: European Journal of Operational Research.
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article16
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: 16
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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paper18

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