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Evaluating the Efficiency of Turkish Banks: A Risk and Profitability Approach
(Pontificia Universidad Católica del Perú. CENTRUM, 2013)
Conventional performance indicators, especially after recent financial restructuring initiatives, are criticized more than ever for not associating performance and risk. The purpose of this study is to benchmark performance ...
Non-life Insurance Mathematics
(Pontificia Universidad Católica del Perú, 2014)
En este artículo describimos los conceptos básicos relacionados a seguros que no sean de vida y luego explicamos procesos de riesgo. En particular, tratamos al detalle el comportamiento asintótico de la probabilidad de que ...
A Note on Forecasting Daily Peruvian Stock Market Volatility Risk Using Intraday Returns
(Pontificia Universidad Católica del Perú. Fondo Editorial, 2019-10-29)
In this paper I present a model to forecast the daily Value at Risk (VaR) of the Peruvian stock market (measured through the general index of the Lima Stock Exchange: the IGBVL) based on intraday (high-frequency) data. ...
How Investors Face Financial Risk: Loss Aversion and Wealth Allocation
(Pontificia Universidad Católica del Perú. CENTRUM, 2010)
We studied how the capital allocation decisions and the loss version of nonprofessional investors change subject to behavioral factors. The optimal wealth allocation between risky and risk-free assets results within a ...
Consideraciones en torno a la garantía constitucional de la expropiación y el derecho de propiedad
(Pontificia Universidad Católica del Perú, 2014)
Threshold Stochastic Volatility Models with Heavy Tails: A Bayesian Approach
(Pontificia Universidad Católica del Perú. Fondo Editorial, 2019-09-16)
This paper extends the threshold stochastic volatility (THSV) model specification proposed in So et al. (2002) and Chen et al. (2008) by incorporating thick-tails in the mean equation innovation using the scale mixture of ...
¿Barreras lingüísticas en la educación?: la influencia de la lengua materna en la deserción escolar
(Pontificia Universidad Católica del Perú. Fondo Editorial, 2012)
Linguistic barriers in education?: the influence of the language in school desertionThe present work has as its objective to evaluate the effect of having a native language different than Spanish over the probability of ...
Equity Market Risk Premium and Global Integration
(Pontificia Universidad Católica del Perú. CENTRUM, 2009)
The equity market risk premium remains one of the most debated issues in corporate finance. Monthly returns for 19 developed equity markets and 16 emerging equity markets between 1970 and 2006 aided in examining the extent ...
El éxito de trabajar en conjunto: prácticas colaborativas recomendadas al diseñar un contrato de construcción
(Pontificia Universidad Católica del Perú, 2023-08-16)
The construction industry is highly conflictive and adversarial. Given the existence of clauses that generate an evident imbalance between the parties and where the solutions proposed to result in the benefit of only one ...
Modelo COSO como herramienta de gestión del riesgo operativo en el sector público ecuatoriano. Una mirada desde sus actores
(Pontificia Universidad Católica del Perú, 2023-03-27)
This research addresses a constant current issue in public institutions: internal control and operational risk management from the perspective of management and auditing. The purpose of this study is to determine the ...