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 | 20 | 2014 |
Portfolio optimization under a generalized hyperbolic skewed t distribution and exponential utility JR Birge, L Chavez-Bedoya Quantitative finance 16 (7), 1019-1036, 2016 | 19 | 2016 |
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 | 11 | 2016 |
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 | 10 | 2019 |
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 | 10 | 2017 |
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 | 10 | 2016 |
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 | 9 | 2021 |
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 | 8 | 2022 |
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 | 6 | 2021 |
Index tracking and enhanced indexation using a parametric approach L Chávez-Bedoya, JR Birge Available at SSRN 1373039, 2009 | 6 | 2009 |
Metodología para comparar comisiones por flujo y saldo en fondos de pensiones L Chávez-Bedoya Estudios de economía 43 (1), 97-151, 2016 | 5 | 2016 |
Orthogonal portfolios to assess estimation risk L Chavez-Bedoya, F Rosales International Review of Economics & Finance 80, 906-937, 2022 | 4 | 2022 |
Reduction of estimation risk in optimal portfolio choice using redundant constraints L Chavez-Bedoya, F Rosales International Review of Financial Analysis 78, 101930, 2021 | 4 | 2021 |
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 | 2 | 2020 |
Existencia de una estructura óptima de capital L Chávez-Bedoya, O Piminchumo, A Bedía Universidad ESAN, 2020 | 2 | 2020 |
Precios de adjudicación y componentes del spread en la Bolsa de Valores de Lima L Chávez-Bedoya, C Loaiza Alamo, G Téllez de Vettori | 2 | 2015 |
Portfolio Optimization under Generalized Hyperbolic Distribution of Returns and Exponential Utility L Chávez-Bedoya Ph. D. Thesis Industrial Engineering and Management Sciences. Northwestern …, 2011 | 2 | 2011 |
Formulas for Calculating Out-of-Sample Performance of Constrained Portfolios L Chavez-Bedoya | 1 | 2024 |
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 | 1 | 2017 |
Methodology to compare front-end load and balance fees in pension funds L Chávez-Bedoya Estudios de Economía 43 (1), pp. 97-151, 2016 | 1 | 2016 |