Projects per year
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.
Projects
Portfolio optimization under expected loss restrictions
Project: Research project
Optimal portfolio selection with capital gains taxes and differential rates
Project: Research project
Research Output
Martingale Approach To Optimal Portfolio-Consumption Problems In Markov-Modulated Pure-Jump Models
serrano, R. & López, O., 2015, In : Stochastic Models. 31, p. 261 - 291Research output: Contribution to journal › Article
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
1
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
1
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
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
Activities
Elaboración documento de trabajo - versión preliminar
Rafael Antonio Serrano Perdomo (Participant)
Jun 1 2017 → Dec 1 2017
Activity: Other activity types › Other
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