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Sobre una medida alternativa de riesgo financiero

Authors: Romero Peñuela, Guido Anthony; Londoño Quiceno, Yeison Dario;

Sobre una medida alternativa de riesgo financiero

Abstract

Economista

Trabajo

Country
Colombia
Related Organizations
Keywords

Portafolios, TCVaR, PORTAFOLIO DE INVERSIONES, Inversiones, Portfolios, Convexidad, Median Shortfall, Robustez, CAPITAL DE RIESGO, Financial Risk, Risk Measures, RIESGO (FINANZAS), Riesgo financiero, Valor en riesgo, Value at Risk, Investments, Expected Shortfall, Medidas de riesgo, INVERSIONES

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    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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