Abel Cadenillas

1.7k total citations
38 papers, 1.1k citations indexed

About

Abel Cadenillas is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Abel Cadenillas has authored 38 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Finance, 26 papers in Economics and Econometrics and 13 papers in Management Science and Operations Research. Recurrent topics in Abel Cadenillas's work include Stochastic processes and financial applications (26 papers), Economic theories and models (18 papers) and Financial Markets and Investment Strategies (12 papers). Abel Cadenillas is often cited by papers focused on Stochastic processes and financial applications (26 papers), Economic theories and models (18 papers) and Financial Markets and Investment Strategies (12 papers). Abel Cadenillas collaborates with scholars based in Canada, United States and South Korea. Abel Cadenillas's co-authors include Fernando Zapatero, Jakša Cvitanić, Ioannis Karatzas, Bin Zou, Ulrich G. Haussmann, Michael Taksar, Tahir Choulli, Lei Zhang, Stanley R. Pliska and Sudipto Sarkar and has published in prestigious journals such as Journal of Financial Economics, Operations Research and Journal of Economic Theory.

In The Last Decade

Abel Cadenillas

33 papers receiving 926 citations

Peers

Abel Cadenillas

FINAN

MSOR

DEMOG

ACCOU

Fernando Zapatero United States

Semyon Malamud Switzerland

Vicky Henderson United Kingdom

Alexandre M. Baptista United States

Paolo Vanini Switzerland

Martin L. Leibowitz United States

Frank A. Sortino United States

Haixiang Yao China

Roger J. A. Laeven Netherlands

Agatha Murgoci Denmark

Fernando Zapatero United States

Abel Cadenillas

1.3k ×1.7

FINAN

1.0k ×2.0

184 ×0.5

MSOR

173 ×0.6

DEMOG

512 ×3.5

ACCOU

Citations per year, relative to Abel Cadenillas Abel Cadenillas (= 1×) peers Fernando Zapatero

Countries citing papers authored by Abel Cadenillas

Since Specialization

Citations

This map shows the geographic impact of Abel Cadenillas's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Abel Cadenillas with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Abel Cadenillas more than expected).

Fields of papers citing papers by Abel Cadenillas

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Abel Cadenillas. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Abel Cadenillas. The network helps show where Abel Cadenillas may publish in the future.

Co-authorship network of co-authors of Abel Cadenillas

This figure shows the co-authorship network connecting the top 25 collaborators of Abel Cadenillas. A scholar is included among the top collaborators of Abel Cadenillas based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Abel Cadenillas. Abel Cadenillas is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Cadenillas, Abel, et al.. (2024). Optimal production management when there is regime switching and production constraints. Annals of Operations Research.

Cadenillas, Abel, et al.. (2023). Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions. Insurance Mathematics and Economics. 109. 69–93. 4 indexed citations

Cadenillas, Abel, et al.. (2020). The Optimal Control of Government Stabilization Funds. Mathematics. 8(11). 1975–1975. 1 indexed citations

Cadenillas, Abel, et al.. (2015). Explicit formula for the optimal government debt ceiling. Annals of Operations Research. 247(2). 415–449. 18 indexed citations

Zou, Bin & Abel Cadenillas. (2014). Optimal investment and risk control policies for an insurer: Expected utility maximization. Insurance Mathematics and Economics. 58. 57–67. 39 indexed citations

Zou, Bin & Abel Cadenillas. (2014). Explicit solutions of optimal consumption, investment and insurance problems with regime switching. Insurance Mathematics and Economics. 58. 159–167. 11 indexed citations

Cadenillas, Abel, et al.. (2013). Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs. Stochastics. 85(4). 707–722. 8 indexed citations

Cadenillas, Abel, Jakša Cvitanić, & Fernando Zapatero. (2011). Executive Stock Options as a Screening Mechanism. SSRN Electronic Journal. 2 indexed citations

Cadenillas, Abel, et al.. (2011). Classical and singular stochastic control for the optimal dividend policy when there is regime switching. Insurance Mathematics and Economics. 48(3). 344–354. 41 indexed citations

10.

Cadenillas, Abel, Peter Lakner, & Michael Pinedo. (2010). Optimal Control of a Mean-Reverting Inventory. Operations Research. 58(6). 1697–1710. 42 indexed citations

11.

Cadenillas, Abel, et al.. (2009). EXPLICIT SOLUTIONS OF CONSUMPTION‐INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING. Mathematical Finance. 19(2). 251–279. 102 indexed citations

12.

Cadenillas, Abel, Jakša Cvitanić, & Fernando Zapatero. (2006). Optimal risk-sharing with effort and project choice. Journal of Economic Theory. 133(1). 403–440. 55 indexed citations

13.

Cadenillas, Abel, Tahir Choulli, Michael Taksar, & Lei Zhang. (2006). CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM. Mathematical Finance. 16(1). 181–202. 95 indexed citations

14.

Cadenillas, Abel & Fernando Zapatero. (2000). Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves. SSRN Electronic Journal.

15.

Cadenillas, Abel & Stanley R. Pliska. (1999). Optimal Trading of a Security When There are Taxes and Transaction Costs. SSRN Electronic Journal. 4 indexed citations

16.

Cadenillas, Abel & Fernando Zapatero. (1999). Optimal Central Bank Intervention in the Foreign Exchange Market. Journal of Economic Theory. 87(1). 218–242. 109 indexed citations

17.

Cadenillas, Abel & Stanley R. Pliska. (1999). Optimal trading of a security when there are taxes and transaction costs. Finance and Stochastics. 3(2). 137–165. 41 indexed citations

18.

Cadenillas, Abel & Suresh Sethi. (1997). Consumption-Investment Problem with Subsistence Consumption, Bankruptcy, and Random Market Coefficients. Journal of Optimization Theory and Applications. 93(2). 243–272. 7 indexed citations

19.

Cadenillas, Abel & Ioannis Karatzas. (1995). The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients. SIAM Journal on Control and Optimization. 33(2). 590–624. 62 indexed citations

20.

Cadenillas, Abel & Ulrich G. Haussmann. (1994). The stochastic maximum principle for a singular control problem. Stochastics and stochastics reports. 49(3-4). 211–237. 57 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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