Edgar Ortiz

National Autonomous University of Mexico (UNAM)

Circuito Mario de la Cueva s/n

Lomas de las Palmas, 52760

Mexico

SCHOLARLY PAPERS

3

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CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Financial Liberalization: Commercial Bank's Blessing or Curse?

Working Paper No 97-2
Number of pages: 44 Posted: 06 Jun 1997
affiliation not provided to SSRN, University of Quebec in Montreal-Department of Finance and National Autonomous University of Mexico (UNAM)
Downloads 555 (48,513)
Citation 1

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2.

Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models

Frontiers in Finance and Economics, Vol. 8, No. 2, pp. 49-88, 2011
Number of pages: 40 Posted: 29 Feb 2012
Raúl De Jesús and Edgar Ortiz
Universidad Autónoma del Estado de México (UAEM) and National Autonomous University of Mexico (UNAM)
Downloads 267 (114,041)

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Extreme Values, Value-at-Risk, Risk Management, Emerging

3.

Interdependence of NAFTA Capital Markets: A Minimum Variance Portfolio Approach

PANOECONOMICUS, 2014, 6, pp. 691-707
Number of pages: 17 Posted: 19 Nov 2015
National Autonomous University of Mexico (UNAM), EGADE Business School (Tecnológico de Monterrey) and National Autonomous University of Mexico (UNAM)
Downloads 31 (462,431)

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NAFTA, Stock markets, International diversification, Financial integration, Optimal portfolios