Oscar Augusto Martinez Cusicanqui
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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
Jump to: ArticlesArticles
- 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.
- 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.
- José Luis Barros Fernandes & José Renato Haas Ornelas & Oscar Augusto Martínez Cusicanqui, 2011. "Combining equilibrium, resampling, and analysts' views in portfolio optimization," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 75-84, Bank for International Settlements.
- 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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- 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.
- José Luis Barros Fernandes & José Renato Haas Ornelas & Oscar Augusto Martínez Cusicanqui, 2011. "Combining equilibrium, resampling, and analysts' views in portfolio optimization," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 75-84, Bank for International Settlements.
Cited by:
- 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).
- 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.
- Harris, Richard D F & Stoja, Evarist & Tan, Linzhi, 2016. "The dynamic Black-Litterman approach to asset allocation," Bank of England working papers 596, Bank of England.
- 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.
- Barua, Ronil & Sharma, Anil K., 2022. "Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions," Finance Research Letters, Elsevier, vol. 49(C).
- 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.
- 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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