Ricardo Huaman

Personal Details

First Name:	Ricardo
Middle Name:
Last Name:	Huaman
Suffix:
RePEc Short-ID:	phu502
	[This author has chosen not to make the email address public]

Affiliation

Departamento de Economía
Pontificia Universidad Católica del Perú

Lima, Peru
http://departamento.pucp.edu.pe/economia/
RePEc:edi:depucpe (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

Sorry, no citations of working papers recorded.

Articles

1. Abel Cadenillas & Ricardo Huamán-Aguilar, 2018. "On the Failure to Reach the Optimal Government Debt Ceiling," Risks, MDPI, vol. 6(4), pages 1-28, December.

   Cited by:

   1. Giorgia Callegaro & Claudia Ceci & Giorgio Ferrari, 2019. "Optimal Reduction of Public Debt under Partial Observation of the Economic Growth," Papers 1901.08356, arXiv.org, revised Jan 2019.
   2. M. Brachetta & C. Ceci, 2022. "A stochastic control approach to public debt management," Mathematics and Financial Economics, Springer, volume 16, number 5, December.
   3. Barbara Annicchiarico & Fabio Di Dio & Stefano Patrì, 2023. "Optimal correction of the public debt and measures of fiscal soundness," Metroeconomica, Wiley Blackwell, vol. 74(1), pages 138-162, February.
   4. Callegaro, Giorgia & Ceci, Claudia & Ferrari, Giorgio, 2019. "Optimal Reduction of Public Debt under Partial Observation of the Economic Growth," Center for Mathematical Economics Working Papers 608, Center for Mathematical Economics, Bielefeld University.
   5. Dammann, Felix & Rodosthenous, Néofytos & Villeneuve, Stéphane, 2023. "Debt management game and debt ceiling," TSE Working Papers 23-1430, Toulouse School of Economics (TSE).
   6. Matteo Brachetta & Claudia Ceci, 2021. "A Stochastic Control Approach to Public Debt Management," Papers 2107.10491, arXiv.org.
   7. Jussi Lindgren, 2021. "Examination of Interest-Growth Differentials and the Risk of Sovereign Insolvency," Risks, MDPI, vol. 9(4), pages 1-14, April.
   8. Giorgia Callegaro & Claudia Ceci & Giorgio Ferrari, 2020. "Optimal reduction of public debt under partial observation of the economic growth," Finance and Stochastics, Springer, vol. 24(4), pages 1083-1132, October.

2. Abel Cadenillas & Ricardo Huamán-Aguilar, 2016. "Explicit formula for the optimal government debt ceiling," Annals of Operations Research, Springer, vol. 247(2), pages 415-449, December.

   Cited by:

   1. Oliver Richters, 2020. "Modeling the out-of-equilibrium dynamics of bounded rationality and economic constraints," Working Papers V-429-20, University of Oldenburg, Department of Economics, revised Mar 2020.
      • Oliver Richters, 2021. "Modeling the out-of-equilibrium dynamics of bounded rationality and economic constraints," Papers 2106.00483, arXiv.org, revised Jun 2021.
      • Richters, Oliver, 2021. "Modeling the out-of-equilibrium dynamics of bounded rationality and economic constraints," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 846-866.
   2. Giorgia Callegaro & Claudia Ceci & Giorgio Ferrari, 2019. "Optimal Reduction of Public Debt under Partial Observation of the Economic Growth," Papers 1901.08356, arXiv.org, revised Jan 2019.
   3. Xing Li & Xiangyu Ge & Cong Chen, 2022. "Several explorations on how to construct an early warning system for local government debt risk in China," PLOS ONE, Public Library of Science, vol. 17(2), pages 1-27, February.
   4. Abel Cadenillas & Ricardo Huamán-Aguilar, 2018. "On the Failure to Reach the Optimal Government Debt Ceiling," Risks, MDPI, vol. 6(4), pages 1-28, December.
   5. M. Brachetta & C. Ceci, 2022. "A stochastic control approach to public debt management," Mathematics and Financial Economics, Springer, volume 16, number 5, December.
   6. Yoshioka, Hidekazu & Yaegashi, Yuta, 2019. "A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 156(C), pages 40-66.
   7. Barbara Annicchiarico & Fabio Di Dio & Stefano Patrì, 2023. "Optimal correction of the public debt and measures of fiscal soundness," Metroeconomica, Wiley Blackwell, vol. 74(1), pages 138-162, February.
   8. Giorgio Ferrari & Tiziano Vargiolu, 2020. "On the singular control of exchange rates," Annals of Operations Research, Springer, vol. 292(2), pages 795-832, September.
      • Ferrari, Giorgio & Vargiolu, Tiziano, 2018. "On the Singular Control of Exchange Rates," Center for Mathematical Economics Working Papers 594, Center for Mathematical Economics, Bielefeld University.
      • Giorgio Ferrari & Tiziano Vargiolu, 2017. "On the Singular Control of Exchange Rates," Papers 1712.02164, arXiv.org.
   9. Callegaro, Giorgia & Ceci, Claudia & Ferrari, Giorgio, 2019. "Optimal Reduction of Public Debt under Partial Observation of the Economic Growth," Center for Mathematical Economics Working Papers 608, Center for Mathematical Economics, Bielefeld University.
   10. Dianetti, Jodi & Ferrari, Giorgio, 2019. "Nonzero-Sum Submodular Monotone-Follower Games. Existence and Approximation of Nash Equilibria," Center for Mathematical Economics Working Papers 605, Center for Mathematical Economics, Bielefeld University.
   11. Klaus Werner Schmidt & Öncü Hazır, 2019. "Formulation and solution of an optimal control problem for industrial project control," Annals of Operations Research, Springer, vol. 280(1), pages 337-350, September.
   12. Wei-han Liu, 2023. "Attaining stochastic optimal control over debt ratios in U.S. markets," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 967-993, October.
   13. Dammann, Felix & Rodosthenous, Néofytos & Villeneuve, Stéphane, 2023. "Debt management game and debt ceiling," TSE Working Papers 23-1430, Toulouse School of Economics (TSE).
   14. Barucci, Emilio & Brachetta, Matteo & Marazzina, Daniele, 2023. "On the feasibility of a debt redemption fund," Economic Modelling, Elsevier, vol. 119(C).
   15. Matteo Brachetta & Claudia Ceci, 2021. "A Stochastic Control Approach to Public Debt Management," Papers 2107.10491, arXiv.org.
   16. Jussi Lindgren, 2021. "Examination of Interest-Growth Differentials and the Risk of Sovereign Insolvency," Risks, MDPI, vol. 9(4), pages 1-14, April.
   17. Ferrari, Giorgio & Rodosthenous, Neofytos, 2018. "Optimal Management of Debt-To-GDP Ratio with Regime-Switching Interest Rate," Center for Mathematical Economics Working Papers 589, Center for Mathematical Economics, Bielefeld University.
   18. Giorgia Callegaro & Claudia Ceci & Giorgio Ferrari, 2020. "Optimal reduction of public debt under partial observation of the economic growth," Finance and Stochastics, Springer, vol. 24(4), pages 1083-1132, October.

3. Ricardo Huamán-Aguilar & Abel Cadenillas, 2015. "Government Debt Control: Optimal Currency Portfolio and Payments," Operations Research, INFORMS, vol. 63(5), pages 1044-1057, October.

   Cited by:

   1. Abel Cadenillas & Ricardo Huamán-Aguilar, 2018. "On the Failure to Reach the Optimal Government Debt Ceiling," Risks, MDPI, vol. 6(4), pages 1-28, December.
   2. Barbara Annicchiarico & Fabio Di Dio & Stefano Patrì, 2023. "Optimal correction of the public debt and measures of fiscal soundness," Metroeconomica, Wiley Blackwell, vol. 74(1), pages 138-162, February.
   3. Sandun Perera & Winston Buckley & Hongwei Long, 2018. "Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps," Annals of Operations Research, Springer, vol. 262(1), pages 213-238, March.
   4. Jussi Lindgren, 2021. "Examination of Interest-Growth Differentials and the Risk of Sovereign Insolvency," Risks, MDPI, vol. 9(4), pages 1-14, April.
   5. Ferrari, Giorgio & Rodosthenous, Neofytos, 2018. "Optimal Management of Debt-To-GDP Ratio with Regime-Switching Interest Rate," Center for Mathematical Economics Working Papers 589, Center for Mathematical Economics, Bielefeld University.
   6. Jinbiao Wu, 2019. "Optimal exchange rates management using stochastic impulse control for geometric Lévy processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 89(2), pages 257-280, April.

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