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José Alfredo Jiménez Moscoso

National University of Colombia

Carrera 30 45-03

Bogota, CO 111321

Colombia

http://www.unal.edu.co

  • National University of Colombia

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SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Selección óptima de portafolios basada en cadenas de Markov de primer y segundo orden (Optimal Portfolio Selection Based on First and Second Order Markov Chains)

GOMEZ ROMERO, JUAN MANUEL and JIMENEZ MOSCOSO, JOSE ALFREDO (2020) "Selección óptima de portafolios basada en cadenas de Markov de primer y segundo orden". Lecturas De Economía ISSN: 0120-2596 v.92 fasc.1 p.33 - 66 ,2020, DOI: 10.17533/udea.le.n92a02
Number of pages: 34 Posted: 06 Mar 2020
Juan Gómez and José Alfredo Jiménez Moscoso
National University of Colombia and National University of Colombia
Downloads 127 (569,079)

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selección de portafolios, cadena de Markov, análisis de componentes principales, aversión al riesgo, índice bursátil

2.

Valoración De Derivados Europeos Con Mixtura De Distribuciones Weibull (Valuation for European Derivatives with Mixture-Weibull Distributions)

Cuadernos de Economía, Vol. 34, No. 65, 279-298. doi: 10.15446/cuad.econ.v34n65.48656
Number of pages: 20 Posted: 16 May 2015
Andrés Molina and José Alfredo Jiménez Moscoso
National University of Colombia and National University of Colombia
Downloads 105 (664,543)

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Weibull distribution, mixture of Weibull, valuation, European options.

3.

Analysis of the Distribution of Rates of Return on Stocks Making Use of Tukey’s G and H Distribution

Cuadernos de Economía, Vol. 29, No. 52, 2010
Number of pages: 23 Posted: 02 Sep 2010 Last Revised: 12 Apr 2016
Andrés Mauricio Mendoza Piñeros and José Alfredo Jiménez Moscoso
National University of Colombia and National University of Colombia
Downloads 88 (753,595)

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Tukey’s g and h family of distributions, quantiles, skewness and elongation of the tails