Edgardo Cayon Fallon

Colegio de Estudios Superiores de Administracion

Associate Professor

Calle 35 No. 6-16

Bogota

Colombia

SCHOLARLY PAPERS

11

DOWNLOADS

2,051

TOTAL CITATIONS

3

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 630 (90,920)

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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 389 (162,862)
Citation 1

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Cost of Capital, Firm Valuation, Betas, leveraged betas

3.

Science and Technology Policy in Colombia: A Comparative Review

European Journal of Scientific Research, Vol. 121, No. 3, 2014, pp.267-285
Number of pages: 19 Posted: 23 Jun 2015
Facultad de Ciencias Económicas y Adminsitrativas, Pontifical University Javeriana Cali, Colegio de Estudios Superiores de Administracion and Universidad Externado de Colombia
Downloads 280 (232,265)
Citation 1

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Education, management research, Colombia quality indicators

4.

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 245 (265,904)

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

5.

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 131 (463,934)

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EDA, EVA®, Efficiency

6.

Immunity and Infection: Emerging and Developed Market Sovereign Spreads Over the Crisis

FIRN Research Paper No. 2630453
Number of pages: 43 Posted: 14 Jul 2015
Edgardo Cayon Fallon, Susan Thorp and Eliza Wu
Colegio de Estudios Superiores de Administracion, The University of Sydney Business School and The University of Sydney - Business School
Downloads 105 (549,094)
Citation 1

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Sovereign bonds, emerging markets, propensity score matching, financial contagion

7.

Does International Arbitration Affect Economic Growth in Latin America?

WSEAS Transactions on Business and Economics, Volume 15, 2018
Number of pages: 7 Posted: 17 Dec 2018
Edgardo Cayon Fallon, Juan Santiago Correa and Lina de la Espriella
Colegio de Estudios Superiores de Administracion, Facultad de Ciencias Económicas y Adminsitrativas and Brigard & Urrutia
Downloads 60 (762,057)

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Latin America, International Arbitration, Economic Growth, Gross Domestic Product, Foreign Direct Investment

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 59 (768,536)

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Economic news, Bond Market, US news, Colombia

9.

Personalized Education and its Role in Reducing Dropout Student Rates in Colombia: The CESA Case

European Journal of Social Science. Vol. 42, No. 2, pp. 255-263, March 2014
Number of pages: 9 Posted: 23 Jun 2015
Edgardo Cayon Fallon and Juan Santiago Correa
Colegio de Estudios Superiores de Administracion and Facultad de Ciencias Económicas y Adminsitrativas
Downloads 54 (802,749)

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Personalized education, student dropout, higher education, educational management model.

10.

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 49 (840,074)

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11.

Evidence of Active Management of Private Voluntary Pension Funds in Colombia: A Performance Analysis Using Proxy ETFs

Cayon, Edgardo, Di Santo, Tomas and Rocancio Camilo. "EVIDENCE OF ACTIVE MANAGEMENT OF PRIVATE VOLUNTARY PENSION FUNDS IN COLOMBIA: A PERFORMANCE ANALYSIS USING PROXY ETFs." Estudios gerenciales. No. 115 Abr-Junio 2010.
Number of pages: 26 Posted: 28 Jan 2009 Last Revised: 13 Feb 2014
Edgardo Cayon Fallon, Tomas Di Santo Rojas and Camilo Roncancio Peña
Colegio de Estudios Superiores de Administracion, CESA and CESA
Downloads 49 (840,074)

Abstract:

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mutual funds, exchange traded funds, portfolio performance, active management, passive management, market efficiency, Colombia private pension market