José Antonio Climent Hernández
(Jose Antonio Climent Hernandez)

Personal Details

First Name:	Jose
Middle Name:	Antonio
Last Name:	Climent Hernandez
Suffix:
RePEc Short-ID:	pcl131
	[This author has chosen not to make the email address public]
	(52)-(55)-53189530 e

Affiliation

(1%) Departamento de Administración
Unidad Azcapotzalco
Universidad Autónoma Metropolitana

México, Mexico
http://administracion.azc.uam.mx/
RePEc:edi:dauaumx (more details at EDIRC)

(99%) Universidad Autónoma Metropolitana Unidad Azcapotzalco Departamento de Sistemas

http://sistemas.azc.uam.mx/
México, GPS: 19.505371 N, -99.186051 E
Avenica San Pablo No. 180, Colonia Reynosa Tamaulipas, Código Postal 02200, Delegación Azcapotzalco, México, Distrito Federal
(52 55) 53189094

Citations

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Working papers

1. Climent-Hernández, José Antonio & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco, 2014. "Portafolio óptimo y productos estructurados en mercados alpha-estables: un enfoque de minimización de riesgo [Optimal Portfolio and Structured Notes in alpha-stable Markets: a Risk Minimization App," MPRA Paper 57740, University Library of Munich, Germany.

   Cited by:

   1. Covarrubias-Sánchez, Claudia Ivett & Téllez-León, Isela-Elizabeth & Venegas-Martínez, Francisco, 2018. "Portafolios del mercado bursátil mexicano que minimizan una medida coherente de riesgo sujeto a restricciones de rendimientos esperados y ventas en corto [Optimal portfolios in the Mexican stock ma," MPRA Paper 85446, University Library of Munich, Germany.

Articles

1. José Antonio Climent Hernández, 2017. "Portafolios de dispersión mínima con rendimientos log-estables," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 12(2), pages 49-69, Abril-Jun.

   Cited by:

   1. Miguel Antonio Alba Suárez & Wilmer Pineda-Ríos & Javier Deaza Chaves, 2019. "Análisis comparativo de las metodologías de estimación semiparamétricas y vía cópulas del Valor en Riesgo (VaR) en el mercado accionario colombiano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(2), pages 279-307, Abril-Jun.

2. Climent Hernández, José A. & Venegas Martínez, Francisco & Ortiz Arango, Francisco, 2015. "Portafolio óptimo y productos estructurados en mercados a-estables: un enfoque de minimización de riesgo," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, vol. 0(2), pages 81-106.

   Cited by:

3. Climent Hernández José Antonio & Venegas Martínez Francisco, 2013. "Valuación de opciones sobre subyacentes con rendimientos a-estables," Contaduría y Administración, Accounting and Management, vol. 58(4), pages 119-150, octubre-d.

   Cited by:

   1. Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2019. "On the paradigm shift of asset pricing models, before and after the global financial crisis: a literature review," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 15(29), pages 7-38, Primer se.

Chapters

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More information

Research fields, statistics, top rankings, if available.

Statistics

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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) 2014-08-09

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