Abel Cadenillas

Affiliations:
  • University of Alberta, Edmonton, Canada


According to our database1, Abel Cadenillas authored at least 10 papers between 1999 and 2016.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
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Links

On csauthors.net:

Bibliography

2016
Explicit formula for the optimal government debt ceiling.
Ann. Oper. Res., 2016

2015
Cash Management.
Proceedings of the Encyclopedia of Systems and Control, 2015

Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function.
Math. Oper. Res., 2015

Government Debt Control: Optimal Currency Portfolio and Payments.
Oper. Res., 2015

2013
Optimal Production Management When Demand Depends on the Business Cycle.
Oper. Res., 2013

2010
Optimal Control of a Mean-Reverting Inventory.
Oper. Res., 2010

2007
Optimal risk-sharing with effort and project choice.
J. Econ. Theory, 2007

2002
A stochastic maximum principle for systems with jumps, with applications to finance.
Syst. Control. Lett., 2002

2000
Consumption-investment problems with transaction costs: Survey and open problems.
Math. Methods Oper. Res., 2000

1999
Optimal trading of a security when there are taxes and transaction costs.
Finance Stochastics, 1999


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