Alexandru Badescu
Author
Alternate names Alexandru M. Badescu, Alexandru Badescu, Alex Badescu
Institution University of Calgary
Past institutions University of Calgary, Université du Québec à Montréal
ORCID: Yes
H-index: 16
I10-index: 18
Works count: 54
Citations count: 673
On mean-variance portfolio selection under a hidden Markovian regime-switching model
2010 · Robert J. Elliott, Tak Kuen Siu, et al. · Economic Modelling
Optimal risk transfer under quantile-based risk measurers
2013 · Alexandru V. Asimit, Alexandru Badescu, et al. · Insurance Mathematics and Economics
Option Valuation with Normal Mixture GARCH Models
2008 · Alexandru Badescu, Reg Kulperger, et al. · Studies in Nonlinear Dynamics and Econometrics