Mauricio García-Galicia

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Active since

2018

Affiliations

Tecnológico Nacional de México(Current)

Instituto Politécnico Nacional

Mauricio García-Galicia is an author at Tecnológico Nacional de México specializing in asset pricing, portfolio optimization, and operations research.

Top concepts

FinanceBusinessManagementAsset PricingOperations ResearchPortfolio ManagementFinancial EngineeringPortfolio OptimizationOption PricingPortfolio Selection

Publications per year

2018–2019

Publications

Continuous-time reinforcement learning approach for portfolio management with time penalization

Mauricio García-Galicia, Alin Andrei Carsteanu, Julio B. Clempner · Expert Systems with Applications · 2019 · 37 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +10

Continuous-time mean variance portfolio with transaction costs: a proximal approach involving time penalization

Mauricio García-Galicia, Alin Andrei Carsteanu, Julio B. Clempner · International Journal of General Systems · 2018 · 15 citations

Mathematical Programming, Portfolio Problem, Shortfall Risk Minimization +17

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