Rafael Antonio Serrano Perdomo, PhD

Profesor Asociado de Carrera

Emailrafael.serrano@urosario.edu.co

Source: Scopus
Calculated based on no. of publications stored in Pure and citations from Scopus

Research output per year

If you made any changes in Pure these will be visible here soon.

Fingerprint

Dive into the research topics where Rafael Antonio Serrano Perdomo is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

2 Finished
5 Not started

Optimization of portfolios in stochastic models in continuous time with utility functions range-dependent
Serrano Perdomo, R. A.
Project: Research project
Optimal portfolio selection with capital gains taxes and differential rates
Serrano Perdomo, R. A.
Project: Research project
Optimal allocation, asset-liability matching and risk control for insurers with portfolio constraint and differential rates
Serrano Perdomo, R. A.
Project: Research project
Utility maximization in multi-dimensional semi-martingale setting with non-linear wealth dynamics
Serrano Perdomo, R. A.
Project: Research project
Portfolio optimization under expected loss restrictions
Serrano Perdomo, R. A.
Project: Research project

15 Citations
2 h-Index
6 Article
2 Working paper

Martingale Approach To Optimal Portfolio-Consumption Problems In Markov-Modulated Pure-Jump Models
serrano, R. & López, O., 2015, In : Stochastic Models. 31, p. 261 - 291
Research output: Contribution to journal › Article › peer-review

Open Access
On the LP formulation in measure spaces of optimal control problems for jump-diffusions
Serrano, R., Nov 2015, In : Systems and Control Letters. 85, p. 33-36 4 p.
Research output: Contribution to journal › Article › peer-review

2 Scopus citations
A note on space time Holder regularity of mild solutions to stochastic Cauchy problems in L-p-spaces
Serrano, R., Apr 2014, In : Brazilian Journal of Probability and Statistics. 29, 4, p. 767-777 10 p.
Research output: Contribution to journal › Article › peer-review

2 Scopus citations
Backward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach Spaces
serrano, R., 2014, In : Journal Of Mathematics Research. 6, 4, p. 55 - 76 21 p.
Research output: Contribution to journal › Article › peer-review
DYNAMIC PROGRAMMING FOR STOCHASTIC TARGET PROBLEMS, VISCOSITY SOLUTIONS AND HEDGING IN MARKETS WITH PORTFOLIO CONSTRAINTS AND LARGE INVESTORS
Serrano, R., 2014, 37 p.
Research output: Working paper

2 Other
2 Researchers Meeting

Elaboración propuesta de investigación
Rafael Antonio Serrano Perdomo (Participant)
Dec 10 2017
Activity: Other activity types › Other
Reuniones con profesor Gabriel Penagos - Pontificia Universidad Javeriana
Rafael Antonio Serrano Perdomo (Participant)
Mar 1 2017 → Jun 1 2017
Activity: Other activity types › Researchers Meeting
Reuniones para revisión resultados preliminares
Rafael Antonio Serrano Perdomo (Participant)
Feb 1 2017 → Nov 24 2017
Activity: Other activity types › Researchers Meeting
Elaboración documento de trabajo - versión preliminar
Rafael Antonio Serrano Perdomo (Participant)
Jun 1 2017 → Dec 1 2017
Activity: Other activity types › Other

Asamblea exaltó los 37 años de vida de Radio Lenguerke
Rafael Serrano
10/15/20
1 item of Media coverage
Press/Media: Press / Media