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Oscar Augusto Martinez Cusicanqui

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Personal Details

First Name:Oscar Augusto
Middle Name:Martinez
Last Name:Cusicanqui
Suffix:
RePEc Short-ID:pcu225
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Affiliation

Alpha & Omega Analytics (Alpha and Omega Analytics)

https://m.facebook.com/alpha.omega.analytics/
Bolivia, Tarija

Research output

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Jump to: Articles

Articles

  1. Martínez, Óscar, 2021. "Rational Bubbles and the S&P 500. An empirical approach," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 35, pages 135-158, May.
  2. Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto, 2012. "Combining equilibrium, resampling, and analyst’s views in portfolio optimization," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1354-1361.
  3. Oscar A. Martínez Cusicanqui & Raúl A. Ballón Fernández, 2010. "Modelo KMW - Merton para la medición del riesgo crediticio de las reservas internacionales del Banco Central de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 12(1), pages 185-222, June.

Citations

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Articles

  1. Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto, 2012. "Combining equilibrium, resampling, and analyst’s views in portfolio optimization," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1354-1361.

    Cited by:

    1. Barua, Ronil & Sharma, Anil K., 2023. "Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach," Finance Research Letters, Elsevier, vol. 58(PC).
    2. Harris, Richard D.F. & Stoja, Evarist & Tan, Linzhi, 2017. "The dynamic Black–Litterman approach to asset allocation," European Journal of Operational Research, Elsevier, vol. 259(3), pages 1085-1096.
    3. I-Chen Lu & Kai-Hong Tee & Baibing Li, 2019. "Asset allocation with multiple analysts’ views: a robust approach," Journal of Asset Management, Palgrave Macmillan, vol. 20(3), pages 215-228, May.
    4. Barua, Ronil & Sharma, Anil K., 2022. "Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions," Finance Research Letters, Elsevier, vol. 49(C).
    5. Zhang, Zhichao & Chau, Frankie & Xie, Li, 2012. "Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach," MPRA Paper 43654, University Library of Munich, Germany.
    6. Erdinc Akyildirim & Matteo Gambara & Josef Teichmann & Syang Zhou, 2023. "Randomized Signature Methods in Optimal Portfolio Selection," Papers 2312.16448, arXiv.org.

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Co-authorship network on CollEc

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