Concepedia

Luz R. Sotomayor

LR

4

Publications

238

Citations

4

H-Index

2008

Active since

Affiliations

University of Alberta(Current)

Georgia State University

Luz R. Sotomayor is an author at University of Alberta specializing in economics, business, and asset pricing.

Top concepts

FinanceBusinessEconomicsAsset PricingFinancial EconomicsEngineeringBrownian MotionAsset AllocationEconomic AnalysisOperations Research

Publications per year

2008–2013

4

Publications

4

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 singular stochastic control for the optimal dividend policy when there is regime switching

Luz R. Sotomayor, Abel Cadenillas · Insurance Mathematics and Economics · 2011 · 63 citations

Economics, Optimal Dividend Policy, Asset Pricing +6

Classical, Singular, and Impulse Stochastic Control for the Optimal Dividend Policy when There is Regime Switching

Luz R. Sotomayor, Abel Cadenillas · SSRN Electronic Journal · 2008 · 19 citations · Full text

Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs

Luz R. Sotomayor, Abel Cadenillas · Stochastics · 2013 · 13 citations

Optimal Dividend Policy, Engineering, Dynamic Economics +17

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