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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.
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Collaborations and top research areas from the last five years
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Optimal portfolio selection with capital gains taxes and differential rates
Project: Research Project
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Portfolio optimization under expected loss restrictions
Project: Research Project
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Utility maximization in multi-dimensional semi-martingale setting with non-linear wealth dynamics
Project: Research Project
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Production and portfolio choice under jump–diffusion productivity shocks
Castillo, C. & Serrano, R., Nov 2026, In: Economic Modelling. 164, 107773.Research output: Contribution to Journal › Research Article › peer-review
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Existence of optimal controls for stochastic Volterra equations
Cardenas, A., Pulido, S. & Serrano, R., 2025, In: ESAIM - Control, Optimisation and Calculus of Variations. 31, 30.Research output: Contribution to Journal › Research Article › peer-review
Open Access -
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions
Ramírez, H. E. & Serrano, R., Jan 15 2025, In: Applied Mathematics and Computation. 485, 129023.Research output: Contribution to Journal › Research Article › peer-review
Open Access1 Link opens in a new tab Scopus citations -
ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach
Castillo, C. & Serrano, R., Jun 2024, In: Computational and Applied Mathematics. 43, 4, 225.Research output: Contribution to Journal › Research Article › peer-review
Open Access -
Climbing the income ladder: Search and investment in a regime-switching affine income model
Serrano, R., Dec 2023, In: Finance Research Letters. 58, 104330.Research output: Contribution to Journal › Research Article › peer-review
1 Link opens in a new tab Scopus citations
Press/Media
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New Findings from University of Rosario Update Understanding of Computational and Applied Mathematics (Alm for Insurers With Multiple Underwriting Lines and Portfolio Constraints: a Lagrangian Duality Approach)
6/4/24
1 item of Media coverage
Press/Media: Press / Media