Biblioteca de Investigación

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Bernardo Pagnoncelli

Bernardo Pagnoncelli - Adriana Piazza

The optimal harvesting problem under price uncertainty: The risk averse case, Annals of Operations Research, , 1-24

Bernardo Pagnoncelli

Credit-Risk Assessment of Fixed Income Portfolios Using Explicit Expressions., Finance Research Letters, 11,

Bernardo Pagnoncelli

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

Bernardo Pagnoncelli

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

Bernardo Pagnoncelli

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

Bernardo Pagnoncelli - Adriana Piazza

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

Bernardo Pagnoncelli - Adriana Piazza

The stochastic Mitra-Wan forestry model: risk neutral and risk averse cases., Journal of Economics, 115,

Bernardo Pagnoncelli

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

Bernardo Pagnoncelli

Chance-constrained problems and rare events: an importance sampling approach, Mathematical Programming, 157, 153-189

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