| Year |
Citation |
Score |
| 2016 |
Cadenillas A, Huamán-Aguilar R. Explicit formula for the optimal government debt ceiling Annals of Operations Research. 247: 415-449. DOI: 10.1007/S10479-015-2052-9 |
0.524 |
|
| 2015 |
Huamán-Aguilar R, Cadenillas A. Government Debt Control: Optimal Currency Portfolio and Payments Operations Research. 63: 1044-1057. DOI: 10.1287/Opre.2015.1412 |
0.568 |
|
| 2015 |
Bensoussan A, Cadenillas A, Koo HK. Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function Mathematics of Operations Research. 40: 902-914. DOI: 10.1287/Moor.2014.0702 |
0.355 |
|
| 2014 |
Zou B, Cadenillas A. Explicit solutions of optimal consumption, investment and insurance problems with regime switching Insurance: Mathematics and Economics. 58: 159-167. DOI: 10.1016/J.Insmatheco.2014.07.006 |
0.564 |
|
| 2014 |
Zou B, Cadenillas A. Optimal investment and risk control policies for an insurer: Expected utility maximization Insurance: Mathematics and Economics. 58: 57-67. DOI: 10.1016/J.Insmatheco.2014.06.006 |
0.522 |
|
| 2013 |
Cadenillas A, Lakner P, Pinedo M. Optimal production management when demand depends on the business cycle Operations Research. 61: 1046-1062. DOI: 10.1287/Opre.2013.1181 |
0.528 |
|
| 2013 |
Sotomayor LR, Cadenillas A. Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs Stochastics. 85: 707-722. DOI: 10.1080/17442508.2013.795674 |
0.529 |
|
| 2011 |
Sotomayor LR, Cadenillas A. Classical and singular stochastic control for the optimal dividend policy when there is regime switching Insurance: Mathematics and Economics. 48: 344-354. DOI: 10.1016/J.Insmatheco.2011.01.002 |
0.514 |
|
| 2010 |
Cadenillas A, Lakner P, Pinedo M. Optimal control of a mean-reverting inventoryz Operations Research. 58: 1697-1710. DOI: 10.1287/Opre.1100.0835 |
0.454 |
|
| 2009 |
Sotomayor LR, Cadenillas A. Explicit solutions of consumption-investment problems in financial markets with regime switching Mathematical Finance. 19: 251-279. DOI: 10.1111/J.1467-9965.2009.00366.X |
0.62 |
|
| 2009 |
Cadenillas A, Elliott RJ, Miao H, Wu Z. Risk-hedging in real estate markets Asia-Pacific Financial Markets. 16: 265-285. DOI: 10.1007/S10690-009-9095-3 |
0.455 |
|
| 2007 |
Buescu C, Cadenillas A, Pliska SR. A note on the effects of Taxes on optimal investment Mathematical Finance. 17: 477-485. DOI: 10.1111/J.1467-9965.2007.00312.X |
0.607 |
|
| 2007 |
Cadenillas A, Sarkar S, Zapatero F. Optimal dividend policy with mean-reverting cash reservoir Mathematical Finance. 17: 81-109. DOI: 10.1111/J.1467-9965.2007.00295.X |
0.569 |
|
| 2007 |
Cadenillas A, Cvitanić J, Zapatero F. Optimal risk-sharing with effort and project choice Journal of Economic Theory. 133: 403-440. DOI: 10.1016/J.Jet.2005.12.007 |
0.466 |
|
| 2007 |
Buescu C, Cadenillas A. Investors’ preference for a positive tax rate depends on the level of the interest rate Mathematics and Financial Economics. 1: 163-180. DOI: 10.1007/S11579-007-0007-X |
0.591 |
|
| 2004 |
Cadenillas A, Cvitanić J, Zapatero F. Leverage decision and manager compensation with choice of effort and volatility Journal of Financial Economics. 73: 71-92. DOI: 10.1016/J.Jfineco.2003.06.003 |
0.451 |
|
| 2002 |
Cadenillas A. A stochastic maximum principle for systems with jumps, with applications to finance ☆ Systems & Control Letters. 47: 433-444. DOI: 10.1016/S0167-6911(02)00231-1 |
0.437 |
|
| 2000 |
Cadenillas A, Zapatero F. Classical and impulse stochastic control of the exchange rate using interest rates and reserves Mathematical Finance. 10: 141-156. DOI: 10.1111/1467-9965.00086 |
0.591 |
|
| 2000 |
Cadenillas A. Consumption-investment problems with transaction costs: Survey and open problems Mathematical Methods of Operations Research. 51: 43-68. DOI: 10.1007/S001860050002 |
0.464 |
|
| 1999 |
Cadenillas A, Pliska SR. Optimal Trading of a Security When There are Taxes and Transaction Costs Finance and Stochastics. 3: 137-165. DOI: 10.1007/S007800050055 |
0.599 |
|
| 1999 |
Cadenillas A, Zapatero F. Optimal Central Bank intervention in the foreign exchange market Journal of Economic Theory. 87: 218-242. DOI: 10.1006/Jeth.1999.2523 |
0.542 |
|
| 1995 |
Cadenillas A, Karatzas I. Stochastic maximum principle for linear, convex optimal control with random coefficients Siam Journal On Control and Optimization. 33: 590-624. DOI: 10.1137/S0363012992240722 |
0.42 |
|
| 1994 |
Cadenillas A, Haussmann UG. The stochastic maximum principle for a singular control problem Stochastics and Stochastics Reports. 49: 211-237. DOI: 10.1080/17442509408833921 |
0.382 |
|
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