Details about Arturo Cifuentes

Access statistics for papers by Arturo Cifuentes.

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

Short-id: pci138

Working Papers

2015

1. A new financial metric for the art market
   Papers, arXiv.org View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2013) View citations (2)

2014

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

Journal Articles

2022

1. Quantifying Value with Effective Complexity
   Journal of Interdisciplinary Economics, 2022, 34, (1), 69-85

2021

2. The effect of regularization in portfolio selection problems
   TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, 2021, 29, (1), 156-176 View citations (1)

2020

3. An options-based approach to analyze auction guarantees in the art market
   The North American Journal of Economics and Finance, 2020, 51, (C)
4. DNPV: a valuation methodology for infrastructure and Capital investments consistent with prospect theory
   Construction Management and Economics, 2020, 38, (3), 259-274 View citations (3)
5. The role of traditional discounted cash flows in the tragedy of the horizon: another inconvenient truth
   Mitigation and Adaptation Strategies for Global Change, 2020, 25, (4), 643-660 View citations (1)

2019

6. Can asset allocation limits determine portfolio risk–return profiles in DC pension schemes?
   Insurance: Mathematics and Economics, 2019, 86, (C), 134-144 View citations (3)

2017

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

2016

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

2014

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