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Abel Cadenillas
Observed names:
A. Cadenillas,
Cadenillas Abel,
Cadenillas, Abel
Institution:
University of Alberta
Observed institutions:
Statistical and Applied Mathematical Sciences Institute,
University of Alberta,
Isaac Newton Institute for Mathematical Sciences,
University of Toronto,
University of Cambridge,
Department of Mathematical Sciences,
Statistical Research (United States),
Ajou University
show all 8
ORCID:
0000-0002-0344-9191
Observed ORCID:
0000-0002-0344-9191
OpenAlex ID:
A5084077206
Optimal Central Bank Intervention in the Foreign Exchange Market
1999
·
Abel Cadenillas
, Fernando Zapatero
·
Journal of Economic Theory
·
167
Explicit Solutions of Consumption‐investment Problems in Financial Markets With Regime Switching
2009
·
Luz Rocío Sotomayor
, Abel Cadenillas
·
Mathematical Finance
·
144
Classical and Impulse Stochastic Control for the Optimization of the Dividend and Risk Policies of an Insurance Firm
2006
·
Abel Cadenillas
, Tahir Choulli
, et al.
·
Mathematical Finance
·
141
Leverage decision and manager compensation with choice of effort and volatility
2004
·
Abel Cadenillas
, Jakša Cvitanić
, et al.
·
Journal of Financial Economics
·
122
Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
2000
·
Abel Cadenillas
, Fernando Zapatero
·
Mathematical Finance
·
107
The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients
1995
·
Abel Cadenillas
, Ioannis Karatzas
·
SIAM Journal on Control and Optimization
·
101
The stochastic maximum principle for a singular control problem
1994
·
Abel Cadenillas
, Ulrich G. Haussmann
·
Stochastics and stochastics reports
·
93
Optimal Dividend Policy With Mean‐reverting Cash Reservoir
2006
·
Abel Cadenillas
, Sudipto Sarkar
, et al.
·
Mathematical Finance
·
84
Optimal risk-sharing with effort and project choice
2006
·
Abel Cadenillas
, Jakša Cvitanić
, et al.
·
Journal of Economic Theory
·
79
Optimal investment and risk control policies for an insurer: Expected utility maximization
2014
·
Bin Zou
, Abel Cadenillas
·
Insurance Mathematics and Economics
·
65
Optimal Control of a Mean-Reverting Inventory
2010
·
Abel Cadenillas
, Peter Lakner
, et al.
·
Operations Research
·
64
Classical and singular stochastic control for the optimal dividend policy when there is regime switching
2011
·
Luz R. Sotomayor
, Abel Cadenillas
·
Insurance Mathematics and Economics
·
58
Optimal trading of a security when there are taxes and transaction costs
1999
·
Abel Cadenillas
, Stanley R. Pliska
·
Finance and Stochastics
·
57
Consumption-investment problems with transaction costs: Survey and open problems
2000
·
Abel Cadenillas
·
Mathematical Methods of Operations Research
·
44
Explicit formula for the optimal government debt ceiling
2015
·
Abel Cadenillas
, Ricardo Huamán-Aguilar
·
Annals of Operations Research
·
31
A stochastic maximum principle for systems with jumps, with applications to finance
2002
·
Abel Cadenillas
·
Systems & Control Letters
·
30
Optimal Production Management When Demand Depends on the Business Cycle
2013
·
Abel Cadenillas
, Peter Lakner
, et al.
·
Operations Research
·
26
Classical, Singular, and Impulse Stochastic Control for the Optimal Dividend Policy when There is Regime Switching
2008
·
Luz Rocío Sotomayor
, Abel Cadenillas
·
SSRN Electronic Journal
·
18
Explicit solutions of optimal consumption, investment and insurance problems with regime switching
2014
·
Bin Zou
, Abel Cadenillas
·
Insurance Mathematics and Economics
·
17
Optimal Investment and Liability Ratio Policies in a Multidimensional Regime Switching Model
2017
·
Bin Zou
, Abel Cadenillas
·
Risks
·
14
PDF
Government Debt Control: Optimal Currency Portfolio and Payments
2015
·
Ricardo Huamán-Aguilar
, Abel Cadenillas
·
Operations Research
·
14
Dynamic Principal-Agent Problems with Perfect Information
2005
·
Abel Cadenillas
, Jakša Cvitanić
, et al.
·
14
Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs
2013
·
Luz R. Sotomayor
, Abel Cadenillas
·
Stochastics
·
12
On the Failure to Reach the Optimal Government Debt Ceiling
2018
·
Abel Cadenillas
, Ricardo Huamán-Aguilar
·
Risks
·
11
PDF
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function
2015
·
Alain Bensoussan
, Abel Cadenillas
, et al.
·
Mathematics of Operations Research
·
11
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Works count:
52
Citation count:
1,581
H-index:
18
I10-index:
26
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