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Luis Chávez–Bedoya

Observed names: Chavez-Bedoya Luis, Chavez-Bedoya Mercado, Luis Carlos, Chavez-Bedoya, Luis, Chávez Bedoya, Luis, Chávez-Bedoya, Luis, L. Chavez-Bedoya, LUIS CHAVEZ-BEDOYA, Luis Chavez, Luis Chavez Bedoya, Luis Chavez-Bedoya, Luis Chavez-Bedoya Mercado, Luis Chavez‐Bedoya, Luis Chávez Bedoya, Luis Chávez-Bedoya
Institution: Esan University
ORCID: 0000-0002-0992-9495
Observed ORCID: 0000-0002-0992-9495
OpenAlex ID: A5088157014
Index tracking and enhanced indexation using a parametric approach
2014 · Luis Chavez-Bedoya, John R. Birge · Journal of Economics Finance and Administrative Science · 22
Portfolio optimization under a generalized hyperbolic skewedtdistribution and exponential utility
2016 · John R. Birge, Luis Chavez-Bedoya · Quantitative Finance · 15
The impact of transaction costs in portfolio optimization: A comparative analysis between the cost of trading in Peru and the United States
2018 · Luc Chavalle, Luis Chavez-Bedoya · Journal of Economics Finance and Administrative Science · 12
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Analyzing the Reaction of Mining Stocks to the Development of Copper Prices
2019 · Alfredo Mendiola, Luis Chavez-Bedoya, et al. · Emerging Markets Finance and Trade · 10
Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior
2020 · John R. Birge, L. Chavez-Bedoya · Quantitative Finance · 8
The effects of risk aversion and density of contribution on comparisons of administrative charges in individual account pension systems
2016 · LUIS CHAVEZ-BEDOYA · Journal of Pensions Economics and Finance · 7
Reduction of estimation risk in optimal portfolio choice using redundant constraints
2021 · Luis Chavez-Bedoya, Francisco Rosales · International Review of Financial Analysis · 6
A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems
2021 · Luis Chavez-Bedoya, Ranu Castaneda · Insurance Mathematics and Economics · 6
Determining equivalent charges on flow and balance in individual account pension systems
2016 · Luis Chávez–Bedoya · Journal of Economics Finance and Administrative Science · 5
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Comparación de comisiones por flujo y por saldo en sistemas de pensiones con cuentas individuales de capitalización
2016 · ESAN, Luis Chávez-Bedoya, et al. · Apuntes Revista de Ciencias Sociales · 5
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Orthogonal portfolios to assess estimation risk
2022 · Luis Chavez-Bedoya, Francisco Rosales · International Review of Economics & Finance · 4
Limiting out-of-sample performance of optimal unconstrained portfolios
2024 · Luis Chavez-Bedoya, John R. Birge · Finance research letters · 2
Editorial: 61st issue of the Journal of Economics, Finance and Administrative Science
2026 · Luis Chavez-Bedoya Mercado · Journal of Economics Finance and Administrative Science · 1
The Strategic Potential of the Port of Chancay in the New South American Logistics Route
2026 · Edmundo Lizarzaburu, Luis Chavez-Bedoya, et al. · Springer proceedings in business and economics · 1
Introducing a new index of central bank digital currency development
2025 · Canh Phuc Nguyen, Nguyen Doan, et al. · Quality & Quantity · 1
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Performance of active portfolio managers when the benchmark is not observable
2024 · Luis Chavez-Bedoya · International Review of Financial Analysis · 1
Guest editorial
2020 · Enrique Ogliastri, Juan Carlos Leiva, et al. · Academia Revista Latinoamericana de Administración · 1
Determinants of Dividend Payout Policy: Evidence from Peruvian Firms Listed in the S&P Peru Select 20% Capped Index, 2010–2024
2026 · Luis Chavez Bedoya, Rodrigo Sandro Cárdenas Bullón, et al. · Lecture notes in networks and systems
Risk, Ownership, and Value Creation: How ERM and Managerial Stakes Shape Technology Firms in Emerging Markets
2026 · Edmundo Lizarzaburu, Luis Chavez, et al. · Lecture notes in networks and systems
Editorial: 62nd issue of the Journal of Economics, Finance and Administrative Science
2026 · Luis Chavez-Bedoya · Journal of Economics Finance and Administrative Science
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Variance of random quadratic forms: A trace-based approach with applications in portfolio optimization
2026 · Luis Chavez-Bedoya, Ranu Castaneda, et al. · Journal of the Operational Research Society
The Contribution of International Remittance to Financial Development in Developing Countries: A Further Investigation
2026 · Canh Phuc Nguyen, Nguyen Doan, et al. · International Journal of Finance & Economics
Implementing an Integrated Management System in Outpatient Healthcare Productivity Outcomes of ISO 90012015, ISO 450012018, and ISO 140012015
2026 · Edmundo Lizarzaburu, Luis Chavez-Bedoya, et al. · Lecture notes in networks and systems
Strategic Infrastructure and Logistics Transformation in South America: The Case of the Port of Chancay as a Node of Regional Integration and Global Competitiveness
2026 · Edmundo Lizarzaburu, Luis Chavez-Bedoya, et al. · Lecture notes in networks and systems
Integrated Management System in Outpatient Care: Productivity Outcomes
2026 · Edmundo Lizarzaburu, Luis Chavez-Bedoya, et al. · Springer proceedings in business and economics
Works count: 48
Citation count: 107
H-index: 6
I10-index: 4
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