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Jose Alfredo Jimenez Moscoso

Personal Details

First Name:Jose
Middle Name:Alfredo
Last Name:Jimenez Moscoso
Suffix:
RePEc Short-ID:pji157
[This author has chosen not to make the email address public]
Terminal Degree:2015 Departament d'Economia Financiera i Actuarial; Facultad de Economía; Universidad de València (from RePEc Genealogy)

Affiliation

(10%) Facultad de Ciencias Económicas
Universidad Nacional de Colombia

Bogotá, Colombia
http://fce.unal.edu.co/
RePEc:edi:funalco (more details at EDIRC)

(90%) Universidad Nacional de Colombia, Facultad de Ciencias, Departamento de Estadística


http://www.estadistica.unal.edu.co/
Bogotá, Colombia
Ciudad Universitaria, Edificio 404
5713165327

Research output

as
Jump to: Articles

Articles

  1. Gómez Romero, Juan Manuel & Jiménez Moscoso, José Alfredo, 2020. "Selección óptima de portafolios basada en cadenas de Markov de primer y segundo orden," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 92, pages 33-66, January.
  2. Juan Manuel Gómez R & José Alfredo Jiménez M, 2020. "Optimal portfolio selection based on first and second order Markov chains," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 92, pages 33-66, Enero-Jun.
  3. José Alfredo Jiménez & Viswanathan Arunachalam, 2016. "A Mixture of Generalized Tukey’s Distributions," Journal of Probability and Statistics, Hindawi, vol. 2016, pages 1-7, August.
  4. Andrés Mauricio Molina & José Alfredo Jiménez, 2015. "Valoración de derivados europeos con mixtura de distribuciones Weibull," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, March.
  5. J. A. Jiménez & V. Arunachalam & G. M. Serna, 2015. "Option Pricing Based On A Log–Skew–Normal Mixture," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(08), pages 1-22, December.
  6. José Alfredo Jiménez & Viswanathan Arunachalam & Gregorio Manuel Serna, 2014. "Option pricing based on the generalised Tukey distribution," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 3(3), pages 191-221.
  7. Andrés Mauricio Mendoza Pineros & José Alfredo Jiménez Moscoso, 2010. "Análisis de la distribución de las tasas de retorno accionarias haciendo uso de la distribución g y h de Tukey," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.

Citations

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Articles

  1. José Alfredo Jiménez & Viswanathan Arunachalam & Gregorio Manuel Serna, 2014. "Option pricing based on the generalised Tukey distribution," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 3(3), pages 191-221.

    Cited by:

    1. Molina Barreto, Andrés Mauricio & Jiménez Moscoso, José Alfredo, 2014. "Valoración de derivados europeos con mixtura de distribuciones Weibull [Valuation for European derivatives with mixture-Weibull distributions]," MPRA Paper 118572, University Library of Munich, Germany, revised 08 Aug 2014.

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