Abel Cadenillas - Concepedia

Concepedia

Author

Abel Cadenillas

University of Alberta ORCID

Also Known As

A. Cadenillas, Abel Cadenillas, Cadenillas, Abel

52

Publications

1.6K

Citations

18

H-Index

70

Concepts

All Affiliations

University of Alberta University of Southern California Ajou University New York University Georgia State University

AC

About

Abel Cadenillas is an author at University of Alberta specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	16	22	1.4K
2	Economics	14	19	1K
3	Engineering	7	7	346
4	Management	7	7	461
5	Accounting	1	1	93

Abel Cadenillas

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27

Publications

1.6K

Citations

18

H-Index

	Year	Citations
Optimal Central Bank Intervention in the Foreign Exchange Market Abel Cadenillas, Fernando Zapatero Journal of Economic Theory Monetary PolicyEconomicsInternational FinanceBusinessCentral Bank Intervention	1999	177
EXPLICIT SOLUTIONS OF CONSUMPTION‐INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING Luz R. Sotomayor, Abel Cadenillas Mathematical Finance EconomicsInvestment ProblemFinancial EconomicsAsset PricingEconomic Policy Analysis	2009	143
CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM Abel Cadenillas, Tahir Choulli, Michael Taksar, Mathematical Finance Payout PolicyPortfolio OptimizationAsset PricingQuasivariational InequalitiesRisk Management	2006	143
Leverage decision and manager compensation with choice of effort and volatility Abel Cadenillas, Jakša Cvitanić, Fernando Zapatero Journal of Financial Economics Leverage DecisionFinancial ManagementManager CompensationManagementBusiness	2004	134
Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves Abel Cadenillas, Fernando Zapatero Mathematical Finance Monetary PolicyEconomicsImpulse Stochastic ControlInternational FinanceTerm Structure Model	2000	116
The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients Abel Cadenillas, Ioannis Karatzas SIAM Journal on Control and Optimization Mathematical ProgrammingEngineeringStochastic OptimizationRandom CoefficientsStochastic System	1995	102
The stochastic maximum principle for a singular control problem Abel Cadenillas, Ulrich G. Haussmann Stochastics and stochastics reports Mathematical ProgrammingEngineeringStochastic SystemMathematical Control TheoryStochastic Calculus	1994	94
OPTIMAL DIVIDEND POLICY WITH MEAN‐REVERTING CASH RESERVOIR Abel Cadenillas, Sudipto Sarkar, Fernando Zapatero Mathematical Finance Payout PolicyEconomicsFinancial EconomicsAsset PricingAccounting	2006	93
Optimal risk-sharing with effort and project choice Abel Cadenillas, Jakša Cvitanić, Fernando Zapatero Journal of Economic Theory InsuranceEconomicsOptimal Risk-sharingProject ManagementRisk Management	2006	85
Optimal Control of a Mean-Reverting Inventory Abel Cadenillas, Peter Lakner, Michael Pinedo Operations Research Total CostEngineeringInventory TheoryOptimal PolicyInventory Level	2010	67

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