Universidad Adolfo Ibañez


Demistifying credit risk derivatives and securitization: introducing the basic ideas to undergraduates., Journal of Derivatives, 22,


The optimal harvesting problem under price uncertainty., Annals of Operations Research, 217,

A provisioning problem with stochastics payments, European Journal of Operational Research, 221, 445-453

Risk-return trade-off with the scenario approach in practice: A case study in portfolio selection, Journal of Optimization Theory and Applications, 155, 707-722

Custos de transação em investimentos coletivos., Revista Brasileira de Economia, 395-404, 63

Redes Sociales