Rafael Antonio Serrano Perdomo – Projects — Universidad del Rosario

View Scopus Profile

Emailrafael.serranourosario.educo

h-index

Research activity per year

2 Finished
5 Not started

5 results

Filter

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