Luis Chavez-Bedoya
Luis Chavez-Bedoya
ESAN Graduate School of Business
Verified email at esan.edu.pe
Title
Cited by
Cited by
Year
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
172014
Portfolio optimization under a generalized hyperbolic skewed t distribution and exponential utility
JR Birge, L Chavez-Bedoya
Quantitative Finance 16 (7), 1019-1036, 2016
102016
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, 2017
72017
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
52016
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
52016
Index tracking and enhanced indexation using a parametric approach
L Chávez-Bedoya, JR Birge
Available at SSRN 1373039, 2009
52009
Impacto del gobierno corporativo en la rentabilidad de los bancos del Perú
R Cornejo, J Dávila, P Benavente, D Carbajal, C Eche
Universidad ESAN, 2019
42019
Metodología para comparar comisiones por flujo y saldo en fondos de pensiones
L Chávez-Bedoya
Estudios de economía 43 (1), 97-151, 2016
32016
Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior
JR Birge, L Chavez-Bedoya
Quantitative Finance, 1-21, 2020
12020
The impact of transaction costs in portfolio optimization
L Chavalle, L Chavez-Bedoya
Journal of Economics, Finance and Administrative Science, 2019
12019
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
12019
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
Precios de adjudicación y componentes del spread en la Bolsa de Valores de Lima
L Chávez-Bedoya, C Loaiza Alamo, G Téllez de Vettori
Revista CEPAL, 2015
12015
Modeling manager confidence in forecasted excess returns under active portfolio management
J Birge, L Chavez-Bedoya
Journal of Asset Management 15 (6), 353-365, 2014
12014
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
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
2020
A Benchmarking Approach to Track and Compare Administrative Charges on Flow and Balance in Individual Account Pension Systems
R Castaneda, L Chavez-Bedoya
2020
Existencia de una estructura óptima de capital
L Chávez-Bedoya, O Piminchumo, A Bedía
Universidad ESAN, 2020
2020
Orthogonal Portfolios to Assess Estimation Risk
L Chávez-Bedoya, F Rosales
2019
Análisis de los comovimientos de spreads de bonos de países emergentes, 2003-2015:¿ existen beneficios de diversificación?
L Chávez-Bedoya, A Vargas
Universidad ESAN, 2017
2017
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Articles 1–20