Lobo Miguel Sousa

Miguel Sousa Lobo

Information about the author Miguel Sousa Lobo will soon be added to the site.
Found 3 papers in total
Optimal Portfolio Liquidation with Distress Risk
Optimal Portfolio Liquidation with Distress Risk
2010
We analyze the problem of an investor who needs to unwind a portfolio in the face of...
Resource and revenue management in nonprofit operations
Resource and revenue management in nonprofit operations
2009
Nonprofit firms sometimes engage in for-profit activities for the purpose of...
Portfolio optimization with linear and fixed transaction costs
Portfolio optimization with linear and fixed transaction costs
2007
We consider the problem of portfolio selection, with transaction costs and constraints...
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