Search Results - Vallejo-Jiménez, Benjamín

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  1. 1
    Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain

    Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain by Vallejo-Jiménez, Benjamín, Venegas-Martínez, Francisco, De la Torre-Torres, Oscar V., Álvarez-García, José

    Published in Mathematics (Basel)
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  2. 2
    OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WHEN THE RISKY ASSET IS DRIVEN BY A TIME-INHOMOGENEOUS MARKOV MODULATED DIFFUSION PROCESS

    OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WHEN THE RISKY ASSET IS DRIVEN BY A TIME-INHOMOGENEOUS MARKOV MODULATED DIFFUSION PROCESS by Vallejo-Jimenez, B., Venegas-Martinez, F., Soriano-Morales, Y.V.

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  3. 3
    Impact of the degree of relative risk aversion, the interest rate and the exchange rate depreciation on economic welfare in a small open economy

    Impact of the degree of relative risk aversion, the interest rate and the exchange rate depreciation on economic welfare in a small open economy by Soriano-Morales, Yazmín Viridiana, Vallejo-Jiménez, Benjamín, Venegas-Martínez, Francisco

    Published in Panorama Economica
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  4. 4
    Impacto del grado de aversion relativa al riesgo, la tasa de interes y la tasa de depreciacion del tipo de cambio en el bienestar economico en una economia pequena y abierta

    Impacto del grado de aversion relativa al riesgo, la tasa de interes y la tasa de depreciacion del tipo de cambio en el bienestar economico en una economia pequena y abierta by Soriano-Morales, Yazmín Viridiana, Vallejo-Jiménez, Benjamín, Venegas-Martínez, Francisco

    Published in Panorama Economica
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