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ORCIDAbel Cadenillas
Person information
- affiliation: University of Alberta, Edmonton, Canada
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2010 – 2019
- 2016
[j9]Abel Cadenillas, Ricardo Huamán-Aguilar
:
Explicit formula for the optimal government debt ceiling. Ann. Oper. Res. 247(2): 415-449 (2016)- 2015
- [j8]Ricardo Huamán-Aguilar, Abel Cadenillas:
Government Debt Control: Optimal Currency Portfolio and Payments. Oper. Res. 63(5): 1044-1057 (2015) - [j7]Alain Bensoussan, Abel Cadenillas, Hyeng Keun Koo:
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function. Math. Oper. Res. 40(4): 902-914 (2015) - [r1]Abel Cadenillas:
Cash Management. Encyclopedia of Systems and Control 2015 - 2013
- [j6]Abel Cadenillas, Peter Lakner, Michael L. Pinedo:
Optimal Production Management When Demand Depends on the Business Cycle. Oper. Res. 61(4): 1046-1062 (2013) - 2010
- [j5]Abel Cadenillas, Peter Lakner, Michael L. Pinedo:
Optimal Control of a Mean-Reverting Inventory. Oper. Res. 58(6): 1697-1710 (2010)
2000 – 2009
- 2007
- [j4]Abel Cadenillas, Jaksa Cvitanic, Fernando Zapatero:
Optimal risk-sharing with effort and project choice. J. Econ. Theory 133(1): 403-440 (2007) - 2002
- [j3]Abel Cadenillas:
A stochastic maximum principle for systems with jumps, with applications to finance. Syst. Control. Lett. 47(5): 433-444 (2002) - 2000
- [j2]Abel Cadenillas:
Consumption-investment problems with transaction costs: Survey and open problems. Math. Methods Oper. Res. 51(1): 43-68 (2000)
1990 – 1999
- 1999
- [j1]Abel Cadenillas, Stanley R. Pliska:
Optimal trading of a security when there are taxes and transaction costs. Finance Stochastics 3(2): 137-165 (1999)
Coauthor Index
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