Author Page for Luis Chavez-Bedoya

1.

Portfolio Optimization Under Generalized Hyperbolic Skewed t Distribution and Exponential Utility

Number of pages: 33 Posted: 24 May 2009 Last Revised: 14 Jun 2014

John R. Birge and Luis Chavez-Bedoya

University of Chicago - Booth School of Business and Esan Graduate School of Business

Downloads 534 (90,855)

Citation 3

Abstract:

2.

Index Tracking and Enhanced Indexation Using a Parametric Approach

Downloads 526 (92,555)

2

Index Tracking and Enhanced Indexation Using a Parametric Approach

Number of pages: 57 Posted: 05 Apr 2009 Last Revised: 03 Nov 2009

Luis Chavez-Bedoya and John R. Birge

Esan Graduate School of Business and University of Chicago - Booth School of Business

Downloads 415 (121,572)

Abstract:

Index Tracking and Enhanced Indexation Using a Parametric Approach

Journal of Economics, Finance & Administrative Science, Vol. 19, No. 36, 2014

Number of pages: 26 Posted: 19 Jun 2014

Luis Chavez-Bedoya and John R. Birge

Esan Graduate School of Business and University of Chicago - Booth School of Business

Downloads 111 (421,365)

Abstract:

3.

NIIF y tributación: desafíos y oportunidades para las Administraciones tributarias (IFRS and Taxation: Challenges and Opportunities for Tax Administrations)

Revista Derecho Fiscal N° 17, julio-diciembre de 2020

Number of pages: 31 Posted: 30 Jun 2020

Luis Chavez-Bedoya

Esan Graduate School of Business

Downloads 191 (272,242)

Abstract:

4.

The Impact of Transaction Costs in Portfolio Optimization: A Comparative Analysis Between the Cost of Trading in Peru and the United States

Journal of Economics, Finance & Administrative Science, Vol. 24, No. 48, 2019

Number of pages: 24 Posted: 09 Dec 2019

Luc Chavalle and Luis Chavez-Bedoya

Catholic University of Lille - IESEG School of Management and Esan Graduate School of Business

Downloads 68 (568,467)

Abstract:

5.

The Impact of Risk Aversion and Density of Contribution on the Comparison of Administrative Charges in Individual Account Pension Systems

Number of pages: 74 Posted: 13 Jun 2014

Luis Chavez-Bedoya

Esan Graduate School of Business

Downloads 68 (568,467)

Citation 1

Abstract:

6.

Determining Equivalent Charges on Flow and Balance in Individual Account Pension Systems

Downloads 66 (582,024)

2

Determining Equivalent Charges on Flow and Balance in Individual Account Pension Systems

Journal of Economics, Finance & Administrative Science, Vol. 21, pp. 2-7, 2016

Number of pages: 6 Posted: 11 Jun 2016

Luis Chavez-Bedoya

Esan Graduate School of Business

Downloads 42 (725,563)

Abstract:

Determining Equivalent Charges on Flow and Balance in Individual Account Pension Systems

Number of pages: 22 Posted: 15 Jun 2014

Luis Chavez-Bedoya

Esan Graduate School of Business

Downloads 24 (881,957)

Abstract:

7.

Metodología para comparar comisiones por flujo y saldo en fondos de pensiones (Methodology to Compare Front-End Load and Balance Fees in Pension Funds)

Estudios de Economía. Vol. 43 - Nº 1 (2016), Págs. 97-151

Number of pages: 56 Posted: 09 Mar 2021

Luis Chavez-Bedoya

Esan Graduate School of Business

Downloads 22 (863,901)

Luis Chavez-Bedoya

Esan Graduate School of Business

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1,475

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Scholarly Papers (7)

Portfolio Optimization Under Generalized Hyperbolic Skewed t Distribution and Exponential Utility

Abstract:

Index Tracking and Enhanced Indexation Using a Parametric Approach

Index Tracking and Enhanced Indexation Using a Parametric Approach

Abstract:

Index Tracking and Enhanced Indexation Using a Parametric Approach

Abstract:

NIIF y tributación: desafíos y oportunidades para las Administraciones tributarias (IFRS and Taxation: Challenges and Opportunities for Tax Administrations)

Abstract:

The Impact of Transaction Costs in Portfolio Optimization: A Comparative Analysis Between the Cost of Trading in Peru and the United States

Abstract:

The Impact of Risk Aversion and Density of Contribution on the Comparison of Administrative Charges in Individual Account Pension Systems

Abstract:

Determining Equivalent Charges on Flow and Balance in Individual Account Pension Systems

Determining Equivalent Charges on Flow and Balance in Individual Account Pension Systems

Abstract:

Determining Equivalent Charges on Flow and Balance in Individual Account Pension Systems

Abstract:

Metodología para comparar comisiones por flujo y saldo en fondos de pensiones (Methodology to Compare Front-End Load and Balance Fees in Pension Funds)

Abstract: