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 activity 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.

6 Similar Profiles

Network

Recent external collaboration on country level. Dive into details by clicking on the dots.

2 Finished
5 Not started

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
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

20 Citations
2 h-Index
8 Article
2 Working paper

PORTFOLIO ALLOCATION in A LEVY-TYPE JUMP-DIFFUSION MODEL with NONLIFE INSURANCE RISK
Serrano, R., 2021, (Accepted/In press) In: International Journal of Theoretical and Applied Finance. 2150005.
Research output: Contribution to journal › Article › peer-review
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, M. & Serrano, R., 2021, (Accepted/In press) In: Mathematics and Financial Economics.
Research output: Contribution to journal › Article › peer-review
A note on space–time Hölder regularity of mild solutions to stochastic cauchy problems in L^p-spaces
Serrano, R., Nov 1 2015, In: Brazilian Journal of Probability and Statistics. 29, 4, p. 767-777 11 p.
Research output: Contribution to journal › Article › peer-review

Open Access
2 Scopus citations
Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models
López, O. & Serrano, R., Apr 3 2015, In: Stochastic Models. 31, 2, p. 261-291 31 p.
Research output: Contribution to journal › Article › peer-review
2 Scopus citations
On the LP formulation in measure spaces of optimal control problems for jump-diffusions
Serrano, R., Nov 1 2015, In: Systems and Control Letters. 85, p. 33-36 4 p.
Research output: Contribution to journal › Article › peer-review
2 Scopus citations

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
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

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