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~isPartOf:"Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía"
~subject:"Portfolio selection"
~subject:"Stock market"
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Portfolio selection
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Capital market returns
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Rodriguez, Gabriel
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Alanya, Willy
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Calderón Vela, Alfredo
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Herrera Aramburú, Andrés
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
Discussion paper / Centre for Economic Policy Research
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Journal of financial and quantitative analysis : JFQA
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SpringerLink / Bücher
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Journal of banking & finance
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NBER Working Paper
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The review of financial studies
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International review of financial analysis
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Journal of financial economics
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Springer eBook Collection
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Finance research letters
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Pacific-Basin finance journal
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The journal of finance : the journal of the American Finance Association
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Applied economics
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of international financial markets, institutions & money
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Energy economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Review of asset pricing studies
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Discussion papers / CEPR
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Emerging markets, finance and trade : EMFT
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International review of finance
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Journal of risk and financial management : JRFM
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Review of finance : journal of the European Finance Association
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Springer eBook Collection / Economics and Finance
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The journal of investing
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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FRB International Finance Discussion Paper
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International finance discussion papers
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Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
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Working papers on finance
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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Econometric Institute research papers
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Financial analysts' journal : FAJ
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An application of a short memory model with random level shifts to the volatility of Latin American stock market returns
Rodriguez, Gabriel
;
Tramontana, Roxana
-
2014
Persistent link: https://www.econbiz.de/10011413259
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2
Stochastic volatility in peruvian stock market and exchange rate returns : a bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011414218
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3
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415135
Saved in:
4
Extreme value theory : an application to the Peruvian stock market returns
Calderón Vela, Alfredo
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415274
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