Concepedia

Abel Cadenillas

AC

27

Publications

1.6K

Citations

18

H-Index

1994

Active since

Affiliations

University of Alberta(Current)

University of Southern California

Ajou University

New York University

Georgia State University

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

Top concepts

BusinessFinanceEconomicsAsset PricingManagementEngineeringEconomic AnalysisOperations ResearchFinancial EconomicsStochastic Calculus

Publications per year

1994–2018

27

Publications

27

Optimal Central Bank Intervention in the Foreign Exchange Market

Abel Cadenillas, Fernando Zapatero · Journal of Economic Theory · 1999 · 177 citations

Monetary Policy, Economics, International Finance +5

EXPLICIT SOLUTIONS OF CONSUMPTION‐INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING

Luz R. Sotomayor, Abel Cadenillas · Mathematical Finance · 2009 · 143 citations

Economics, Investment Problem, Financial Economics +12

CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM

Abel Cadenillas, Tahir Choulli, Michael Taksar et al. · Mathematical Finance · 2006 · 143 citations · Full text

Payout Policy, Portfolio Optimization, Asset Pricing +15

Leverage decision and manager compensation with choice of effort and volatility

Abel Cadenillas, Jakša Cvitanić, Fernando Zapatero · Journal of Financial Economics · 2004 · 134 citations

Leverage Decision, Financial Management, Manager Compensation +3

Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves

Abel Cadenillas, Fernando Zapatero · Mathematical Finance · 2000 · 116 citations

Monetary Policy, Economics, Impulse Stochastic Control +15

Rows per page

1–5 of 27