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Abel Cadenillas
Visiting Professor of Information, Operations and Management Sciences
Joined Stern: 2008
Leonard N. Stern School of Business
Kaufman Management Center
44 West 4th Street, Room 8-60 New York, NY 10012
Email:
acadenil@stern.nyu.edu |
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- Statistics for Business Control and Regression and Forecasting
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- Regime switching
- Optimal consumption-investment
- Optimal control of the exchange rate
- Optimal compensation of executives
- Optimal risk sharing
- Optimal dividend policy
- Stochastic control
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Academic Background
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| Ph.D., Statistics | Columbia University |
Biography
Abel Cadenillas joined the New York University Stern School of Business as Visiting Professor of Information, Operations and Management Sciences in September 2008. He is a Professor in the Department of Mathematical and Statistical Sciences of the University of Alberta.
Professor Cadenillas studies regime switching, optimal consumption-investment, optimal control of the exchange rate, optimal compensation of executives, optimal risk sharing and optimal dividend policy. He also works in developing stochastic control methods to model and solve problems in management, business, finance and economics. His work has been published in the Journal of Economic Theory, Journal of Financial Economics, Mathematical Finance, Finance and Stochastics, SIAM Journal on Control and Optimization, and other prestigious journals.
Professor Cadenillas was the Rosenbaum Visiting Fellow for the Program on Financial Mathematics organized by the Isaac Newton Institute for Mathematical Sciences in Cambridge in 1995, and was awarded a Humboldt Research Fellowship to do research at the Institute of Mathematics of Humboldt University of Berlin in 2001-2002.
Professor Cadenillas received his Ph.D. in Statistics from Columbia University.
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