1 citations · 1 across the 3 of their papers we have counts for
3 papers
q-fin.PM2023★ 1 cited
A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation
José-Manuel Peña, Fernando Suárez, Omar Larré +2
We propose a new approach to portfolio optimization that utilizes a unique combination of synthetic data generation and a CVaR-constraint. We formulate the portfolio optimization p…
q-fin.GN2014
Towards a Monotonicity-Compliant Price Index for the Art Market
Ventura Charlin, Arturo Cifuentes
Notwithstanding almost forty years of efforts, the market for paintings still lacks a widely accepted price index. In this paper, we introduce a simple and intuitive metric to cons…
q-fin.GN2013
A new financial metric for the art market
Ventura Charlin, Arturo Cifuentes
This paper introduces a new financial metric for the art market. The metric is based on the price per unit of area and is applicable to two-dimensional art objects such as painting…