Luis Chavez-Bedoya

Esan Graduate School of Business

Alonso de Molina 1652

Monterrico

Lima, Surco

Peru

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 41,997

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Top 41,997

in Total Papers Downloads

1,032

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (5)

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 473 (60,921)
Citation 2

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Portfolio Optimization, asymmetrical distribution, utility maximization

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 389 (76,334)
Citation 1

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Index Tracking, Enhanced Indexation

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 79 (317,593)

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Index tracking, Enhanced indexation, Parametric

3.
Downloads 47 (407,653)

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Pension fund, defi ned benefi t, individual account, charge on balance, charge on flow, density of contribution

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 26 (513,966)

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Pension fund, Defined benefit, Individual account, Charge on balance, Charge on flow

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 13 (599,737)

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Defined benefit, Individual account, Charge on balance, Charge on flow

5.

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 5 (628,928)

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Transaction costs, Portfolio optimization, Portfolio turnover