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Details about Arturo Cifuentes

E-mail:
Homepage:https://www8.gsb.columbia.edu/cbs-directory/detail/ac4170
Workplace:Graduate School of Business, Columbia University, (more information at EDIRC)

Access statistics for papers by Arturo Cifuentes.

Last updated 2017-07-08. Update your information in the RePEc Author Service.

Short-id: pci138


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Working Papers

2015

  1. A new financial metric for the art market
    Papers, arXiv.org Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads View citations (1)

2014

  1. Towards a Monotonicity-Compliant Price Index for the Art Market
    Papers, arXiv.org Downloads

Journal Articles

2020

  1. An options-based approach to analyze auction guarantees in the art market
    The North American Journal of Economics and Finance, 2020, 51, (C) Downloads
  2. DNPV: a valuation methodology for infrastructure and Capital investments consistent with prospect theory
    Construction Management and Economics, 2020, 38, (3), 259-274 Downloads

2019

  1. Can asset allocation limits determine portfolio risk–return profiles in DC pension schemes?
    Insurance: Mathematics and Economics, 2019, 86, (C), 134-144 Downloads

2017

  1. A two-step hybrid investment strategy for pension funds
    The North American Journal of Economics and Finance, 2017, 42, (C), 574-583 Downloads View citations (1)
  2. On the correlation between stocks and art market returns
    Applied Economics Letters, 2017, 24, (2), 128-131 Downloads View citations (1)
  3. On the uncertainty of art market returns
    Finance Research Letters, 2017, 21, (C), 186-189 Downloads
  4. Valuation of projects with minimum revenue guarantees: A Gaussian copula–based simulation approach
    The Engineering Economist, 2017, 62, (1), 90-102 Downloads

2016

  1. On the Stability of Synthetic CDO Credit Ratings
    International Finance, 2016, 19, (2), 201-218 Downloads

2014

  1. Credit risk assessment of fixed income portfolios using explicit expressions
    Finance Research Letters, 2014, 11, (3), 224-230 Downloads View citations (1)
 
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