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Relevancia del patrón de persistencia de Hurst en la gestión de portafolios de renta variable
Martínez Patiño, Manuel Andrés; Ariza Garzón, … - In: Revista de Métodos Cuantitativos para la Economía y … 32 (2021), pp. 66-82
persistence and the results of its inference were compared with independently optimized portfolios. A better risk …
Persistent link: https://www.econbiz.de/10014494525
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Relevancia del patrón de persistencia de Hurst en la gestión de portafolios de renta variable
Martínez Patiño, Manuel Andrés; Ariza Garzón, … - In: Revista de métodos cuantitativos para la economía y … 32 (2021), pp. 66-82
persistence and the results of its inference were compared with independently optimized portfolios. A better risk …
Persistent link: https://www.econbiz.de/10012796057
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Volatilidad en opciones reales: Revisión literaria y un caso de aplicación en el sector petrolero Colombiano
Pareja Vasseur, Julian; Prada Sanchez, Nubia Marcela; … - In: Revista de Métodos Cuantitativos para la Economía y … 27 (2019), pp. 136-155
The aim of this article is to summarize exhaustively and concisely, the different methodologies for estimating the volatility that has been proposed for the real options approach (ROA), and also provide a theoretical and practical explanation for estimating an unbiased volatility and...
Persistent link: https://www.econbiz.de/10014494458
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Estimación Del Riesgo Operativo Bajo Ambiente De Incertidumbre : Estudio De Caso (Operational Risk Estimation Uncertainty on Environment: A Case Study)
Restrepo, Jorge A. - 2014
risk factors are included in foreign and local sales revenue, foreign and domestic purchases of raw materials, and fixed … for risk mitigation. The methodology is based on companies in the textile and clothing industry, grouped under Colombia …
Persistent link: https://www.econbiz.de/10013046967
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Volatilidad en opciones reales : revisión literaria y un caso de aplicación en el sector petrolero Colombiano
Pareja Vasseur, Julian; Prada Sanchez, Nubia Marcela; … - In: Revista de métodos cuantitativos para la economía y … 27 (2019), pp. 136-155
The aim of this article is to summarize exhaustively and concisely, the different methodologies for estimating the volatility that has been proposed for the real options approach (ROA), and also provide a theoretical and practical explanation for estimating an unbiased volatility and...
Persistent link: https://www.econbiz.de/10012063196
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Asignación óptima de capital en base al perfil de riesgo de las instituciones de inversión colectiva: Una aplicación de las medidas de riesgo distorsionadas
Belles-Sampera, Jaume; Santolino, Miguel - In: Revista de Métodos Cuantitativos para la Economía y … 15 (2013), pp. 65-86
Increasing attention is paid to risk management under the recent regulatory frameworks of the insurance and financial … capital is usually assessed by means of risk measures. To take adequate decisions, it is essential that managers know how … individual risk contribute to the aggregated capital requirement. Techniques of optimal capital allocation are developed to deal …
Persistent link: https://www.econbiz.de/10011307189
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Analisis De Riesgo En Las Empresas Del Sector Turistico De La Zona Sur Del Estado De Yucatan (Risk Analysis of the Tourism Sector Companies in the South of the State of Yucatan)
Chan Magaña, Mario René - 2014
reasonable benefits to their inherent risk. This research focuses on determining the perception of business risk within companies …
Persistent link: https://www.econbiz.de/10013046854
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Asignación óptima de capital en base al perfil de riesgo de las instituciones de inversión colectiva : una aplicación de las medidas de riesgo distorsionadas
Belles-Sampera, Jaume; Santolino, Miguel - In: Revista de métodos cuantitativos para la economía y … 15 (2013), pp. 65-86
Increasing attention is paid to risk management under the recent regulatory frameworks of the insurance and financial … capital is usually assessed by means of risk measures. To take adequate decisions, it is essential that managers know how … individual risk contribute to the aggregated capital requirement. Techniques of optimal capital allocation are developed to deal …
Persistent link: https://www.econbiz.de/10009776526
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Asignación óptima de capital en base al perfil de riesgo de las instituciones de inversión colectiva : una aplicación de las medidas de riesgo distorsionadas
Belles-Sampera, Jaume; Santolino, Miguel - In: Revista de métodos cuantitativos para la economía y … 15 (2013), pp. 65-86
Increasing attention is paid to risk management under the recent regulatory frameworks of the insurance and financial … capital is usually assessed by means of risk measures. To take adequate decisions, it is essential that managers know how … individual risk contribute to the aggregated capital requirement. Techniques of optimal capital allocation are developed to deal …
Persistent link: https://www.econbiz.de/10010160662
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Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano
León, Carlos; Vivas, Francisco - BANCO DE LA REPÚBLICA - 2010
plazos. Así, con base en la estimación de la desviación estándar o del VaR (Value at Risk) diario, es usual obtener la …
Persistent link: https://www.econbiz.de/10008458997