:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Carlos Felipe Valencia-Arboleda
Format:	Artículo científico
Language:	en
Published:	Universidad Distrital Francisco José de Caldas 2020
Subjects:	Multidisciplinarias (Ciencias Sociales) regularization Penalized models financial options portfolio optimization state price density estimation
Online Access:	https://www.redalyc.org/articulo.oa?id=504373006002
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán
by: Oscar De la Torre Torres
Published: (2013)

An Actual Position Benchmark for Mexican Pension Funds Performance
by: Óscar V. De la Torre Torres
Published: (2015)

qaoa_portfolio_optimization.py — QAOA Benchmark for Cardinality-Constrained Portfolio Selection
by: B, Britt
Published: (2025)

Using MILP Tools to Study R & D Portfolio Selection Model for Large Instances in Public and Social Sector
by: Igor Litvinchev
Published: (2008)

Metaheuristic Robust Optimization of Project Portfolios u sing a n Interval-Based Model of Imprecisions
by: Fausto Balderas
Published: (2016)

EXPLAINING THE CHANGES OF AGRICULTURE LAND PRICES IN LITHUANIA
by: Virgilijus Rutkauskas
Published: (2018)

SRP-HUBO: A Scale-Robust Benchmarking Protocol for QAOA on Higher-Order Portfolio HUBOs (reproducibility artifact)
by: JOSEPH, RIA RUSHIN, et al.
Published: (2026)

SRP-HUBO: A Scale-Robust Benchmarking Protocol for QAOA on Higher-Order Portfolio HUBOs (reproducibility artifact)
by: JOSEPH, RIA RUSHIN, et al.
Published: (2026)

¿SON LOS ÍNDICES IPC MEXICANO E IBEX35 ESPAÑOL UNA ADECUADA DEFINICIÓN DE CARTERA DE MERCADO? UNA REVISIÓN DE ESTE SUPUESTO EMPLEANDO EL ESTADÍSTICO DE KANDEL Y STAMBUGH EN UN CONTEXTO MUESTRAL
by: Oscar V. De la Torre Torres
Published: (2013)

Value-at-risk modeling and forecasting with range-based volatility models: empirical evidence
by: Leandro dos Santos Maciel
Published: (2017)

PERFORMANCE EVALUATION, FUND SELECTION AND PORTFOLIO ALLOCATION APPLIED TO COLOMBIA'S PENSION FUNDS
by: LUIS BERGGRUN PRECIADO
Published: (2010)

Modeling Implied Volatility Surfaces using 2D Penalized B-Splines: A Numerical Analysis
by: Conway-Burt, Sebastian
Published: (2025)

Journal of Asset Management and Financing
Published: (2016)

The Foreign Capital Flows and the Behavior of Stock Prices at BM&FBovespa
by: Antonio Zoratto Sanvicente
Published: (2014)

Financial Innovation
Published: (2017)

INVESTMENT PORTFOLIO OPTIMIZATION BY APPLYING A GENETIC ALGORITHM-BASED APPROACH
by: Petras Dubinskas
Published: (2017)

Corporate Governance and its Impact in Company's Stock Price: Case Study
by: BAHTIAR PRABOWO
Published: (2020)

THE DOUBLE-TRUMP DECISION MANAGEMENT MODEL IN GLOBAL EXCHANGE
by: Aleksandras Vytautas Rutkauskas
Published: (2005)

DIVERSIFICATION WITH THE OPTION-TO-ABANDON: AN INTEGRATED VALUATION MODEL
by: Carlos A. De Mello-e-Souza
Published: (2015)

Is Bitcoin Price Driven by Macro-financial Factors and Liquidity? A Global Consumer Survey Empirical Study
by: Shinta Amalina Hazrati Havidz
Published: (2021)

Risk-Neutral Compression and the Geometry of Latent Market Stress
by: Vidal Llauradó, Joan
Published: (2026)

Editorial
by: Ramón Giraldo
Published: (2021)

CONTINUUM — Framework Declaration of Authorship v1.0
by: Capucci, Hernán Alfredo
Published: (2026)

Inquiry into the Conceptual Dimensions of Project Portfolio Management
by: Pedro Bruno de Souza
Published: (2015)

Design of Mathematical Model and Local Search with Heuristics Optimization of Course Timetabling
by: M. Nandhini
Published: (2010)

LLM Token Estimation Benchmarks: Tokenizer Efficiency and Cost Analysis Across 17 Large Language Models
by: Khare, Mohit
Published: (2026)

Comparison among High Dimensional Covariance Matrix Estimation Methods
by: Karoll Gómez
Published: (2011)

Using the Black-Scholes method for estimating high-cost illness insurance premiums in Colombia
by: Liliana Chicaíza
Published: (2009)

Entrepreneurship: toward the Nirvana state of rest
by: Mark Packard
Published: (2019)

R,D&I in Electric Sector: a Management Model
by: Edmilson Alves de Moraes
Published: (2013)

Financial Companies Regulated of Multiple Purpose in Mexico; an Alternative Model to Manage the Probability of Default of Revolving Loans.
by: Jose Carlos Trejo García
Published: (2016)

A Minimal Nonlinear State-Dynamics Model with Control Modulation
by: Sasaki, Kazutoshi
Published: (2025)

eLSHADE+: Source Code, Benchmarks, Experimental Data and Results
by: Polo-Rodríguez, Andrea, et al.
Published: (2024)

A simulation model of assistants’ and technicians’ engagement in processing generated requests at a university
by: Aleksandar Lebl
Published: (2016)

DYNAMIC PRICE AS BARGAINING RESULT FOR REVENUE MAXIMIZATION IN RETAIL
by: Indrė Deksnytė
Published: (2014)

Harvesting strategies and parameter estimation for an age-structured model
by: Deriso, R. B
Published: (1980)

Least squares regression estimates of the Schaefer production model : some Monte Carlo simulation results
by: Uhler, R. S
Published: (1980)

Measurement-based exponential recovery load model: Development and validation
by: Luis Rodríguez-García
Published: (2015)

Hidden Exploitative Control Under Apparent Relational Stability: A Dynamic State-Flow Case Study of Manipulation, Resource Extraction, and Deceptive Attachment Using a 48-State Framework Case Study Using a 48-State Interaction Framework
by: Ma, Sincere Ann
Published: (2025)

Tuning of conic parameters using Tikhonov regularization and L-Curve simulation
by: Andrés Felipe Calvo-Salcedo
Published: (2019)