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Luis Chavez-Bedoya
Luis Chavez-Bedoya
ESAN Graduate School of Business
Dirección de correo verificada de esan.edu.pe
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Citado por
Citado por
Año
Index tracking and enhanced indexation using a parametric approach
L Chavez-Bedoya, JR Birge
Journal of Economics Finance and Administrative Science 19 (36), 19-44, 2014
202014
Portfolio optimization under a generalized hyperbolic skewed t distribution and exponential utility
JR Birge, L Chavez-Bedoya
Quantitative finance 16 (7), 1019-1036, 2016
192016
Determining equivalent charges on flow and balance in individual account pension systems
L Chávez–Bedoya
Journal of Economics, Finance and Administrative Science 21 (40), 2-7, 2016
112016
The impact of transaction costs in portfolio optimization: A comparative analysis between the cost of trading in Peru and the United States
L Chavalle, L Chavez-Bedoya
Journal of Economics, Finance and Administrative Science 24 (48), 288-311, 2019
102019
The effects of risk aversion and density of contribution on comparisons of administrative charges in individual account pension systems
L Chavez-Bedoya
Journal of Pension Economics & Finance 16 (1), 1-20, 2017
102017
Comparación de comisiones por flujo y por saldo en sistemas de pensiones con cuentas individuales de capitalización
L Chávez-Bedoya, N Ramírez Rondán
Apuntes 43 (78), 61-88, 2016
102016
Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior
JR Birge, L Chavez-Bedoya
Quantitative Finance 21 (2), 199-219, 2021
92021
Analyzing the reaction of mining stocks to the development of copper prices
A Mendiola, L Chavez-Bedoya, T Wallenstein
Emerging Markets Finance and Trade 58 (1), 244-266, 2022
82022
A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems
L Chavez-Bedoya, R Castaneda
Insurance: Mathematics and Economics 97, 7-23, 2021
62021
Index tracking and enhanced indexation using a parametric approach
L Chávez-Bedoya, JR Birge
Available at SSRN 1373039, 2009
62009
Metodología para comparar comisiones por flujo y saldo en fondos de pensiones
L Chávez-Bedoya
Estudios de economía 43 (1), 97-151, 2016
52016
Orthogonal portfolios to assess estimation risk
L Chavez-Bedoya, F Rosales
International Review of Economics & Finance 80, 906-937, 2022
42022
Reduction of estimation risk in optimal portfolio choice using redundant constraints
L Chavez-Bedoya, F Rosales
International Review of Financial Analysis 78, 101930, 2021
42021
NIIF y tributación: desafíos y oportunidades para las Administraciones tributarias (IFRS and Taxation: Challenges and Opportunities for Tax Administrations)
L Chavez-Bedoya
Revista Derecho Fiscal, 2020
22020
Existencia de una estructura óptima de capital
L Chávez-Bedoya, O Piminchumo, A Bedía
Universidad ESAN, 2020
22020
Precios de adjudicación y componentes del spread en la Bolsa de Valores de Lima
L Chávez-Bedoya, C Loaiza Alamo, G Téllez de Vettori
22015
Portfolio Optimization under Generalized Hyperbolic Distribution of Returns and Exponential Utility
L Chávez-Bedoya
Ph. D. Thesis Industrial Engineering and Management Sciences. Northwestern …, 2011
22011
Formulas for Calculating Out-of-Sample Performance of Constrained Portfolios
L Chavez-Bedoya
12024
Soluciones al problema de circularidad para determinar el WACC en flujos finitos y variables: su equivalencia con el APV
L Chávez Bedoya, E Guevara
Universidad ESAN, 2017
12017
Methodology to compare front-end load and balance fees in pension funds
L Chávez-Bedoya
Estudios de Economía 43 (1), pp. 97-151, 2016
12016
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Artículos 1–20