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Rafael Antonio Serrano Perdomo, PhD

Profesor Asociado de Carrera

 https://orcid.org/0000-0003-4306-0903
  • 12 Citations
  • 1 h-Index
20132015

Research output per year

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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

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

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

Optimization of portfolios in stochastic models in continuous time with utility functions range-dependent

Serrano Perdomo, R. A.

Project: Research project

Research Output

  • 12 Citations
  • 1 h-Index
  • 4 Article

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

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

    Activities

    • 2 Other
    • 2 Researchers Meeting

    Elaboración documento de trabajo - versión preliminar

    Rafael Antonio Serrano Perdomo (Participant)
    Jun 1 2017 → Dec 1 2017

    Activity: Other activity types › Other

    Reuniones para revisión resultados preliminares

    Rafael Antonio Serrano Perdomo (Participant)
    Feb 1 2017 → Nov 24 2017

    Activity: Other activity types › Researchers Meeting

    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

    Elaboración propuesta de investigación

    Rafael Antonio Serrano Perdomo (Participant)
    Dec 10 2017

    Activity: Other activity types › Other