Faculty profile

Abel Cadenillas

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ResearcherMathematical and Statistical SciencesUniversity of Alberta

This profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a University of Alberta directory, so their publications, courses and email address may be missing. Find their university profile.

Signals and details

Research

Operations Research Regime Switching risk management insurance management sciences finance economics investment

Latest funding

Stochastic Control
NSERC · 2020 · Principal investigator
$72,000
Risk management
SSHRC · 2017 · Principal investigator
$132,040
Stochastic Control
NSERC · 2015 · Principal investigator
$55,000

All 12 grants and awards

Stochastic Control

Principal investigatorNSERC2020Discovery Grants Program - Individual

Principal investigators: Cadenillas, Abel

Keywords: Operations Research; Optimal Inventory; Optimal Production; Regime Switching; Stochastic Control

$72,000

Risk management

Principal investigatorSSHRC2017Insight Grants

Principal investigators: Cadenillas, Abel

Keywords: risk management; insurance; management sciences; operations research; finance; economics; investment; liability ratio; dividend policy; risk constraints; financial crises; government debt crises; regime switching

$132,040

Stochastic Control

Principal investigatorNSERC2015Discovery Grants Program - Individual

Principal investigators: Cadenillas, Abel

$55,000

Business cycles and financial crises

Principal investigatorSSHRC2010Standard Research Grants program

Principal investigators: Cadenillas, Abel

Keywords: business cycles; regime switching; financial crises; macroeconomics

$48,000

Stochastic control

Principal investigatorNSERC2010Discovery Grants Program - Individual

Principal investigators: Cadenillas, Abel

$60,000

Optimal contracts

Principal investigatorSSHRC2006Standard Research Grants

Principal investigators: Cadenillas, Abel

Keywords: optimal contracts and incentives; principal-agent problems; optimal compensation; American options; mathematical finance

$86,655

Stochastic control

Principal investigatorNSERC2005Discovery Grants Program - Individual

Principal investigators: Cadenillas, Abel

$85,000

Risk management and optimal dividend policies

Principal investigatorSSHRC2003Standard Research Grants

Principal investigators: Cadenillas, Abel

Keywords: mathematical finance; risk management; American options; European options; transaction costs; optimal dividend policy; mean reverting process; cash reserve; bankruptcy

$66,033

Stochastic control

Principal investigatorNSERC2001Discovery Grants Program - Individual

Principal investigators: Cadenillas, Abel

$56,000

Option pricing and consumption - investment problems

Principal investigatorSSHRC2000Standard Research Grants

Principal investigators: Cadenillas, Abel

Keywords: Mathematical finance; swing options; consumption - investment; transaction costs

$45,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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