Publicaciones en colaboración con investigadores/as de Instituto Tecnológico Metropolitano (10)

2021

  1. Evaluation of options portfolios for exchange rate hedges

    Indonesian Journal of Electrical Engineering and Computer Science, Vol. 21, Núm. 1, pp. 406-411

2020

  1. Currency hedging strategy using barrier options in the Colombian market

    Indonesian Journal of Electrical Engineering and Computer Science, Vol. 20, Núm. 3, pp. 1634-1641

  2. Evaluation of wind park tax incentives in Colombia by means of real options

    Indonesian Journal of Electrical Engineering and Computer Science, Vol. 19, Núm. 1, pp. 459-465

  3. Stock portfolio hedging with financial options

    Indonesian Journal of Electrical Engineering and Computer Science, Vol. 19, Núm. 3, pp. 1436-1443

2019

  1. Simulation hedge investment portfolios through options portfolio

    Indonesian Journal of Electrical Engineering and Computer Science, Vol. 16, Núm. 2, pp. 843-847

2018

  1. CROSS hedge with futures in colombia to mitigate the currency risk in operations in Euros

    International Journal of Mechanical Engineering and Technology, Vol. 9, Núm. 10, pp. 46-52

  2. Decrease in market risk for the equity market in Colombia with international assets

    International Journal of Mechanical Engineering and Technology, Vol. 9, Núm. 9, pp. 1111-1117

  3. Garch model for the estimation of volatility in the simulation of the colombian exchange rate

    International Journal of Civil Engineering and Technology, Vol. 9, Núm. 10, pp. 618-625

  4. Hedge with financial options for the domestic price of coffee in a production company in Colombia

    International Journal of Mechanical Engineering and Technology, Vol. 9, Núm. 9, pp. 1293-1299