Publicaciones CREM / Peer-reviewed journals

Demystifying Credit Risk Derivatives and Securitization: Introducing the Basic Ideas to Undergraduates

“Demystifying Credit Risk Derivatives and Securitization: Introducing the Basic Ideas to Undergraduates”, Arturo Cifuentes and Bernardo Pagnoncelli. Journal of Derivatives. Winter 2014, 22 (2), pages 110-118.
Credit risk derivatives and securitization techniques are difficult topics to teach.  Most students have preconceived ideas about them.  Some [...]

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Valuation of Projects with Stochastic Cash Flows and Intertemporal Correlations: Practical Modeling Guidelines

“Valuation of Projects with Stochastic Cash Flows and Intertemporal Correlations: Practical Modeling Guidelines”, Francisco Hawas  and Arturo Cifuentes.  Journal of Construction Engineering and Management. Volume 140, Issue 6 (June 2014)
This paper explores the influence of cash-flow correlations on the behavior of the net present [...]

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Credit risk assessment of fixed income portfolios using explicit expressions

“Credit risk assessment of fixed income portfolios using explicit expressions”, Bernardo K. Pagnoncelli   and  Arturo Cifuentes.  Finance Research Letters. 2014. Volume 11, pages 224-230.

We propose a model to assess the credit risk features of fixed income portfolios assuming they can [...]

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An Investor-Oriented Metric for the Art Market

“An Investor-Oriented Metric for the Art Market”, Ventura Charlin and Arturo Cifuentes. The Journal of Alternative Investments. Summer 2014, Vol. 17, No. 1: pp. 87-101
This article introduces a new financial metric for the art market. The metric, which the authors call artistic power [...]

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