Publications

by alumni of

Departament d'Economia Financiera i Actuarial
Facultad de Economía
Universidad de València
València, Spain

(Department of Financial and Actuarial Economics, Faculty of Economics, University of Valencia)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

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| Journal articles |

Journal articles

2020

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.

2016

1. 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.

2015

1. 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.
2. 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.

2014

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.

2010

1. 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.

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