Diego Hernández Bustos

Publication Activity (10 Years)

Years Active: 2017-2023
Publications (10 Years): 2

Top Topics

Linear Quadratic

Portfolio Management

Financial Markets

Stochastic Processes

Top Venues

J. Appl. Probab.

J. Optim. Theory Appl.

Publications

Diego Hernández Bustos, Daniel Hernández-Hernández
Portfolio management under drawdown constraint in discrete-time financial markets. J. Appl. Probab. 60 (1) (2023)
Daniel Hernández-Hernández, Diego Hernández Bustos
Local Poisson Equations Associated with Discrete-Time Markov Control Processes. J. Optim. Theory Appl. 173 (1) (2017)