Rafael Antonio Serrano Perdomo – Projects — Universidad del Rosario

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Emailrafael.serranourosario.educo

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Research activity per year

2 Finished
5 Not started

7 results

Not started

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
Utility maximization in multi-dimensional semi-martingale setting with non-linear wealth dynamics
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
Optimal portfolio selection with capital gains taxes and differential rates
Serrano Perdomo, R. A.
Project: Research Project
Finished

Stochastic modeling of financial markets using Markov-modulated processes
Serrano Perdomo, R. A.
2/1/13 → 10/31/14
Project: Research Project
Stochastic models of financial markets with jumps that depend on inter-arribo times
Serrano Perdomo, R. A.
1/2/13 → 7/10/14
Project: Research Project