Abel Cadenillas

According to our database, Abel Cadenillas authored at least 10 papers between 1999 and 2016.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2016

Explicit formula for the optimal government debt ceiling.

Abel Cadenillas, Ricardo Huamán-Aguilar

Ann. Oper. Res., 2016

2015

Cash Management.

Abel Cadenillas

Proceedings of the Encyclopedia of Systems and Control, 2015

Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function.

Alain Bensoussan, Abel Cadenillas, Hyeng Keun Koo

Math. Oper. Res., 2015

Government Debt Control: Optimal Currency Portfolio and Payments.

Ricardo Huamán-Aguilar, Abel Cadenillas

Oper. Res., 2015

2013

Optimal Production Management When Demand Depends on the Business Cycle.

Abel Cadenillas, Peter Lakner, Michael L. Pinedo

Oper. Res., 2013

2010

Optimal Control of a Mean-Reverting Inventory.

Abel Cadenillas, Peter Lakner, Michael L. Pinedo

Oper. Res., 2010

2007

Optimal risk-sharing with effort and project choice.

Abel Cadenillas, Jaksa Cvitanic, Fernando Zapatero

J. Econ. Theory, 2007

2002

A stochastic maximum principle for systems with jumps, with applications to finance.

Abel Cadenillas

Syst. Control. Lett., 2002

2000

Consumption-investment problems with transaction costs: Survey and open problems.

Abel Cadenillas

Math. Methods Oper. Res., 2000

1999

Optimal trading of a security when there are taxes and transaction costs.

Abel Cadenillas, Stanley R. Pliska

Finance Stochastics, 1999