Julio Sarmiento-Sabogal

Pontificia Universidad Javeriana

Carrera 7 # 40-62 Piso 4

FCEA-Depto de Administración

Bogota, D.C. 00001

Colombia

http://www.javeriana.edu.co/decisiones/Julio

SCHOLARLY PAPERS

11

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Scholarly Papers (11)

1.

Is Historical VAR a Reliable Tool for Relative Risk Measurement in the Colombian Stock Market?: An Empirical Analysis Using the Coefficient of Variation

Number of pages: 17 Posted: 11 Feb 2004
Edgardo Cayon Fallon and Julio Sarmiento-Sabogal
Colegio de Estudios Superiores de Administracion and Pontificia Universidad Javeriana
Downloads 536 (51,205)

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VaR, Value at Risk, Colmbian Stock Market

2.

The Relevance of the Firm's Leverage as the Only Factor in the Estimation of Systematic Risk: An Empirical Analysis Using the Unlevered Betas for a Group of Firms in a Common Economic Sector

Number of pages: 16 Posted: 08 Feb 2006
Julio Sarmiento-Sabogal and Edgardo Cayon Fallon
Pontificia Universidad Javeriana and Colegio de Estudios Superiores de Administracion
Downloads 327 (92,525)
Citation 1

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Cost of Capital, Firm Valuation, Betas, leveraged betas

3.

Potential Dividends and Actual Cash Flows: A Regional Latin American Analysis

Estudios Gerenciales. Journal of Management and Economics of Iberoamerica, Vol. 25, No. 113, pp. 151-184, October-December 2009
Number of pages: 34 Posted: 31 Jul 2008 Last Revised: 26 Jun 2012
Grupo Consultor CAV Capital Advisory & Valuation, University of Belgrano (U of B), Universidad Tecnologica de Bolivar and Pontificia Universidad Javeriana
Downloads 315 (96,492)

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Cash flows, cash flow to equity, free cash flow, liquid assets, potential dividends, firm value, equity value, Modigliani and Miller, levered value, error in valuation

4.

Potential Dividends Versus Paid Dividends: Theoretical and Empirical Reasons to Use Paid Dividends - The Cases of Latin America and Argentina (In Spanish)

Number of pages: 16 Posted: 26 Oct 2008 Last Revised: 10 May 2010
Grupo Consultor CAV Capital Advisory & Valuation, University of Belgrano (U of B), Universidad Tecnologica de Bolivar and Pontificia Universidad Javeriana
Downloads 251 (122,814)

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Cash flows, cash flow to equity, free cash flow, liquid assets, potential dividends, firm value

5.

A Methodological Approach for the Valuation of Callable Bonds in Emerging Markets: The TGI Example

Cuadernos de Administración, 23(40): 271-294.
Number of pages: 27 Posted: 13 May 2008 Last Revised: 22 Dec 2014
Edgardo Cayon Fallon and Julio Sarmiento-Sabogal
Colegio de Estudios Superiores de Administracion and Pontificia Universidad Javeriana
Downloads 186 (163,760)

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Valuation, Callable bonds, Country risk, OAS, Binomial pricing Model, Not callable Bonds, Specific Risk, Emerging Markets

6.

Unlevered Betas and the Cost of Equity Capital: An Empirical Approach

Sarmiento-Sabogal, J., & Sadeghi, M. (2014). Unlevered betas and the cost of equity capital: An empirical approach. The North American Journal of Economics and Finance, 30, 90-105.
Number of pages: 38 Posted: 17 Sep 2012 Last Revised: 29 Aug 2018
Julio Sarmiento-Sabogal and Mehdi Sadeghi
Pontificia Universidad Javeriana and Dept. of Applied Finance & Actuarial Studies, Macquarie University, Sydney, Australia.
Downloads 94 (278,570)

Abstract:

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cost of equity, unlevered beta, unlisted firms

7.

Measuring Relative Efficiencies in the Shoe Industry Sector in Colombia: A DEA Approach

Cayón Fallon, E., & Sarmiento-Sabogal, J. 2011. Measuring relative efficiencies in the shoe industry sector in Colombia: a dea approach. Pensamiento y Gestión, 30: 187-205.
Number of pages: 21 Posted: 20 Aug 2009 Last Revised: 06 Oct 2012
Edgardo Cayon Fallon and Julio Sarmiento-Sabogal
Colegio de Estudios Superiores de Administracion and Pontificia Universidad Javeriana
Downloads 90 (286,374)

Abstract:

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EDA, EVA®, Efficiency

8.

Economic News and Colombian Sovereign Bonds

International Research Journal of Finance and Economics, 109: 156-167.
Number of pages: 13 Posted: 23 Dec 2014
Pontificia Universidad Javeriana, Colegio de Estudios Superiores de Administracion, Haywood Securities, Pontificia Universidad Javeriana - Bogotá and Pontificia Universidad Javeriana
Downloads 24 (503,512)

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Economic news, Bond Market, US news, Colombia

9.

Testing Contagion with Propensity Matching Estimators: A Three Country Empirical Example

European Journal of Scientific Research, 122(1): 107-113
Number of pages: 7 Posted: 23 Dec 2014
Edgardo Cayon Fallon and Julio Sarmiento-Sabogal
Colegio de Estudios Superiores de Administracion and Pontificia Universidad Javeriana
Downloads 19 (532,737)

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10.

An Empirical Investigation of the Colombian Stock Market Reaction to the US Market: Evidence from a Casewise Bootstrap Approach

Economia Internazionale / International Economics, 66(1): 57-68.
Posted: 22 Dec 2014
Abdulnasser Hatemi-J and Julio Sarmiento-Sabogal
Independent and Pontificia Universidad Javeriana

Abstract:

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Financial Integration, EU, Colombia

11.

Estimating the Cost of Equity for Private Firms Using Accounting Fundamentals

Applied Economics, Vol. 47, No. 3, 2015
Posted: 22 Dec 2014
Julio Sarmiento-Sabogal and Mehdi Sadeghi
Pontificia Universidad Javeriana and Dept. of Applied Finance & Actuarial Studies, Macquarie University, Sydney, Australia.

Abstract:

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accounting betas, United States, CAPM, cost of equity