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• Determinación de Portafolios de Activos Financieros, la Frontera Eficiente y la Línea de Mercado
• Portafolio de Tres Activos Financieros
• El Capital Asset Pricing Model - CAPM - Historia y Fundamentos
• Los Parámetros del Capital Asset Pricing Model - Conceptos y Estimación
• El Riesgo País - Concepto y Metodologías de Cálculo
• Metodologías para el Cálculo del Costo de Oportunidad en Sectores Regulados y Mercados Emergentes
• Asset Allocation: Management Style and Performance Measurement by William F. Sharpe
• The Sharpe Ratio by William F. Sharpe
• Dynamic Strategies for Allet Allocation by Andre F. Perold & William F. Sharpe
• Asset Allocation for a Lifetime by William P. Bengen
• Global Portfolio Optimization by Fischer Black & Robert Litterman
• The Intuition Behind Black-Litterman Model Portfolios by Guangliang He & Robert Litterman
• A Step-By-Step Guide to The Black-Litterman Model by Thomas M. Idzorek
• The Black-Litterman Model by Charlotta Mankert
• An Augmented Fama and French Three-Factor Model by Sunil K. Bundoo
• New Facts in Finance by John H. Cochrane
• A note on calculation of CVaR for Student's distribution by Andriy Andreev & Antti Kanto
• Coherent Measures of Risk by Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, & David Heath
• On Portfolio Optimization under “Drawdown” Constraints by Jaksa Cvitanic & Ioannis Karatzas
• Sharpe Ratio as a Performance Measure in a Multi-Period Model by Jaksa Cvitanic, Ali Lazrak & Tan Wang
• Portfolio Selection with Transaction Costs by M.H.A Davis & A. R. Norman
• Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach by Garlappi, Uppal & Wang
• A Step-By-Step Guide to the Black-Litterman Model by Thomas M. Idzorek
• Optimal Estimation for Economic Gains: Portfolio Choice with Parameter Uncertainty by Raymond Kan & Guofu Zhou
• Honey, I shrunk the Sample Covariance Matrix by Olivier Ledoit & Michael Wolf
• Asset Pricing Models: Implications for Expected Returns and Portfolio Selection by A. C. MacKinlay & Lubos Pastor
• Multidimensional Portfolio Optimization with Proportional Transaction Costs by Kumar Muthuraman & Sunil Kumar
• Sharpe Ratios and Alphas in Continuous Time by Lars Tyge Nielsen & Maria Vassalou
• Comparing Asset Pricing Models: An Investment Perspective by Lubos Pastor & Robert F. Stambaugh
• Analyzing Investments whose Histories Differ in Length by Robert F. Stambaugh
• Asset Allocation Advice: Reconciling Expected Utility with Shortfall Risk by Michael J. Stutzer
• The Black-Litterman Model: A Detailed Exploration by Jay Walters
• A Shrinkage Approach to Model Uncertainty and Asset Allocation by Zhenyu Wang
• A VaR methodology for portfolios that include options by Peter Zangari
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