Arturo Cifuentes

CLAPES--UC

Av Libertador General Bernardo O'Higgins 340

Santiago, Región Metropolitana 8331150

Chile

http://https://arturocifuentes.com/

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 24,169

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Top 24,169

in Total Papers Downloads

2,141

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (21)

1.

The Discounted Cash Flow (DCF) Method Applied to Valuation: Too Many Uncomfortable Truths

Number of pages: 8 Posted: 30 Sep 2016
Arturo Cifuentes
CLAPES--UC
Downloads 563 (52,107)
Citation 1

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discounted cash flow method, valuation, DCF

2.

A New Financial Metric for the Art Market

Number of pages: 31 Posted: 16 Feb 2020
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and CLAPES--UC
Downloads 359 (89,944)
Citation 2

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Art markets, Hedonic pricing models, Paintings, Auction prices

Operational Risk and the Solvency II Capital Aggregation Formula: Implications of the Hidden Correlation Assumptions

Number of pages: 10 Posted: 21 Feb 2016
Arturo Cifuentes and Ventura Charlin
CLAPES--UC and V. C. Consultants
Downloads 174 (186,659)

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operational risk, correlation, Solvency II standard formula, capital risk aggregation, diversification benefits

Operational Risk and the Solvency II Capital Aggregation Formula: Implications of the Hidden Correlation Assumptions

Journal of Operational Risk, Forthcoming
Number of pages: 11 Posted: 10 Oct 2016
Arturo Cifuentes and Ventura Charlin
CLAPES--UC and V. C. Consultants
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operational risk (OR), correlation, Solvency II (S2) standard formula (SF), capital risk aggregation, diversification benefits

4.

A Numerical Simulation Approach to Study Systemic Risk in Banking Systems

Number of pages: 33 Posted: 18 Dec 2014 Last Revised: 02 Apr 2016
CLAPES--UC, State University of New York (SUNY) - Department of Applied Mathematics and Statistics and Central Bank of Costa Rica
Downloads 138 (226,448)

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Systemic risk, banking networks, financial systems, cascades, financial networks

5.

The Capital Asset Pricing Model (CAPM) Applied to Paintings

Number of pages: 12 Posted: 26 Feb 2020
Arturo Cifuentes and Ventura Charlin
CLAPES--UC and V. C. Consultants
Downloads 127 (241,524)

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Art markets, Hedonic pricing, CAPM, Returns, Indices

6.

The Price of Color in Mark Rothko’s Paintings

Number of pages: 27 Posted: 16 Feb 2020
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and CLAPES--UC
Downloads 115 (259,940)

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Art market, Mark Rothko, Pricing models, Auction prices, Color, Color representation, Abstract Expressionism, Color palette, Color Diversification,Color contrast

7.

The Art Market: What Do We Know About Returns?

Number of pages: 21 Posted: 26 Feb 2020
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and CLAPES--UC
Downloads 111 (266,531)

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art market, art returns, hedonic models, investments, bootstrapping

8.

A Risk-Assessment Framework for Art-Secured Lending

Number of pages: 31 Posted: 04 Jan 2020
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and CLAPES--UC
Downloads 109 (270,077)

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Art-Secured Lending; Art-Based Lending, Art-Risk Management, Financial Risk Management, Monte Carlo Simulation, Credit Risk, Market Risk

9.

Valuation of Auction Guarantees in the Art Market

Number of pages: 29 Posted: 26 Feb 2020
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and CLAPES--UC
Downloads 64 (372,429)

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Art Derivatives, Auction Guarantees, Normally Distributed Asset Prices, Risk Management, Financial Risk, Options Valuation

10.

Can Asset Allocation Limits Determine Portfolio Risk-Return Profiles in DC Pension Schemes?

Number of pages: 27 Posted: 20 Aug 2018
Pontifical Catholic University of Rio de Janeiro (PUC-Rio), Adolfo Ibanez University - School of Business, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) and CLAPES--UC
Downloads 60 (384,725)

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Defined Contribution, Portfolio Constraints, Risk Measures

11.

Structured Products and Their Ratings: Are They Sufficiently Stable for Regulatory Purposes?

Number of pages: 18 Posted: 20 Jan 2014
Javier Zapata and Arturo Cifuentes
Duke University and CLAPES--UC
Downloads 60 (384,725)

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structured products, synthetic CDO, credit rating, credit risk, expected loss, financial regulation

12.

Dollars and Sense in the Art Market

Number of pages: 15 Posted: 17 Feb 2020
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and CLAPES--UC
Downloads 49 (422,119)

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Art markets, hedonic pricing, repeat sales, returns

Reliability and Agreement of Credit Ratings in the Mexican Fixed Income Market

Number of pages: 22 Posted: 30 Nov 2015
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and CLAPES--UC
Downloads 41 (462,730)

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credit ratings; rating agencies; bond markets; financial regulation

Reliability and Agreement of Credit Ratings in the Mexican Fixed-Income Market

Journal of Credit Risk, Vol. 13, No. 3, 2017
Number of pages: 26 Posted: 06 Sep 2017
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and CLAPES--UC
Downloads 1 (734,903)
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credit ratings, Mexican bond market, financial regulation, split ratings, rating shopping

14.

Fifteen Years of Defined Contributions: Assessing the Chilean Pension Experience

Number of pages: 26 Posted: 20 Aug 2018
Hans Schlechter, Bernardo Pagnoncelli and Arturo Cifuentes
Pontifical Catholic University of Chile, Adolfo Ibanez University - School of Business and CLAPES--UC
Downloads 41 (453,347)

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Pension Funds, Defined Contribution, Rank-Order Metrics

15.

Art Market Returns: Misgivings and Certainties

Number of pages: 11 Posted: 07 Jul 2014
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and CLAPES--UC
Downloads 39 (461,820)

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Art markets, hedonic pricing, repeat sales, paintings, returns

16.

Pension Funds in Mexico and Chile: A Risk-Reward Comparison

Number of pages: 25 Posted: 08 Apr 2019
Hans Schlechter, Bernardo Pagnoncelli and Arturo Cifuentes
Pontifical Catholic University of Chile, Adolfo Ibanez University - School of Business and CLAPES--UC
Downloads 35 (479,447)
Citation 2

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Pension Funds, Defined Contribution, Rank-order Metrics

17.

Towards a Monotonicity-Compliant Price Index for the Art Market

Number of pages: 15 Posted: 05 Jan 2020
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and CLAPES--UC
Downloads 31 (498,626)
Citation 3

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Art Markets, Hedonic Pricing Models, Pricing Indexes

18.

Real Options Applied to Infrastructure Investments: A Volatility-Free Framework Based on Closed-Form Expressions

Number of pages: 16 Posted: 07 Mar 2019 Last Revised: 14 Mar 2019
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and CLAPES--UC
Downloads 15 (594,338)

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Real Options, Infrastructure Projects, Project Valuation, Derivatives, Black and Scholes, Option to Expand, Option to Abandon

19.

Crime and (Price) Punishment in the Chilean Real Estate Market: The Case of Santiago

Number of pages: 32 Posted: 07 Jan 2020
Nathaly Andrade and Arturo Cifuentes
Pontifical Catholic University of Chile - CLAPES UC and CLAPES--UC
Downloads 9 (635,281)

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housing market, cost of crime, property valuation and crime, real estate market, endogeneity of crime

20.

Art-secured Lending: A Risk Analysis Framework

Journal of Credit Risk, 2020
Number of pages: 27 Posted: 16 Jun 2020
Ventura Charlin and Arturo Cifuentes
V. C. Consultants and CLAPES--UC
Downloads 0 (719,302)
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financial risk management, Monte Carlo simulation, art-secured lending, market risk, credit risk

21.

The Effect of Regularization in Portfolio Selection Problems

Posted: 01 Oct 2018
Felipe Del Canto, Bernardo Pagnoncelli and Arturo Cifuentes
Pontifical Catholic University of Chile, Adolfo Ibanez University - School of Business and CLAPES--UC

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Portfolio Optimization, Regularization, Risk Measures, Sample Average Approximation, Cross-Validation