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Dany Cajas
Institution:
National University of Engineering
Observed institution:
National University of Engineering
ORCID:
0000-0001-8478-1577
Observed ORCID:
0000-0001-8478-1577
OpenAlex ID:
A5021279077
Entropic Portfolio Optimization: A Disciplined Convex Programming Framework
2021
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Dany Cajas
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SSRN Electronic Journal
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16
Portfolio Optimization of Relativistic Value at Risk
2023
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Dany Cajas
·
SSRN Electronic Journal
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5
Convex Optimization of Portfolio Kurtosis
2022
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Dany Cajas
·
SSRN Electronic Journal
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5
A Graph Theory Approach to Portfolio Optimization
2023
·
Dany Cajas
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SSRN Electronic Journal
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4
Higher Order Moment Portfolio Optimization with L-Moments
2023
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Dany Cajas
·
SSRN Electronic Journal
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3
Approximation of Portfolio Kurtosis through Sum of Squared Quadratic Forms
2023
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Dany Cajas
·
SSRN Electronic Journal
·
3
OWA Portfolio Optimization: a Disciplined Convex Programming Framework
2021
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Dany Cajas
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SSRN Electronic Journal
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3
Robust Portfolio Selection with Near Optimal Centering
2019
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Dany Cajas
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SSRN Electronic Journal
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3
Advanced Portfolio Optimization: A Cutting-edge Quantitative Approach
2025
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Dany Cajas
·
Springer eBooks
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2
Efficient Gini Mean Difference and Tail Gini Portfolio Optimization based on P-Norms
2024
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Dany Cajas
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SSRN Electronic Journal
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2
A Graph Theory Approach to Portfolio Optimization Part II
2023
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Dany Cajas
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SSRN Electronic Journal
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2
Kelly Portfolio Optimization: A Disciplined Convex Programming Framework
2021
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Dany Cajas
·
SSRN Electronic Journal
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2
Risk Parity Optimization
2025
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Dany Cajas
·
Springer eBooks
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1
On the Spectral Decomposition of Portfolio Skewness and its Application to Portfolio Optimization
2023
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Dany Cajas
·
SSRN Electronic Journal
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1
Portfolio Optimization of Brownian Distance Variance
2023
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Dany Cajas
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SSRN Electronic Journal
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1
Portfolio Optimization of Even Moments using Power Cone Programming
2026
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Dany Cajas
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SSRN Electronic Journal
Entropy Pooling with CVaR and EVaR Views
2026
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Dany Cajas
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SSRN Electronic Journal
Entropy Pooling with Relativistic Value at Risk Views
2026
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Dany Cajas
·
SSRN Electronic Journal
A Semidefinite Programming Approach to Risk Parity Portfolio Optimization
2025
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Dany Cajas
·
SSRN Electronic Journal
Sample Based Methods
2025
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Dany Cajas
·
Springer eBooks
Why Use Python?
2025
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Dany Cajas
·
Springer eBooks
Backtesting Process
2025
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Dany Cajas
·
Springer eBooks
Black Litterman Models
2025
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Dany Cajas
·
Springer eBooks
Risk Factors Models
2025
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Dany Cajas
·
Springer eBooks
Return-Risk Trade-Off Optimization
2025
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Dany Cajas
·
Springer eBooks
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Works count:
35
Citation count:
53
H-index:
4
I10-index:
1
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