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Sebastian A. Rey

Personal Details

First Name:Sebastian
Middle Name:A.
Last Name:Rey
RePEc Short-ID:pre463
[This author has chosen not to make the email address public]


Centro de Investigación en Métodos Cuantitativos Aplicados a la Economía y la Gestión
Facultad de Ciencias Económicas
Universidad de Buenos Aires

Buenos Aires, Argentina
RePEc:edi:cmaubar (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Sebastián Alberto Rey & Javier Ignacio García-Fronti & María Teresa Casparri, 2005. "Liquidity Risk Estimation Using Fuzzy Measure Theory," Finance 0504012, University Library of Munich, Germany.


  1. Sebastián A. Rey, 2016. "The Valuation of Equities and the GDP Growth Effect: A Global Empirical Study," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 4(4), pages 1-18, October.
  2. Sebastián A. Rey, 2016. "Theory of long-term interest rates," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 1-18, September.
  3. Sebastián A. Rey, 2015. "Non-arbitrage valuation of equities," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 4(3/4), pages 231-245.

More information

Research fields, statistics, top rankings, if available.


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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (1) 2005-04-16


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