[PDF][PDF] The binomial expansion method applied to CBO/CLO analysis

A Cifuentes, G O'Connor - Moody's Investor Services, December, 1996 - quantlabs.net
A number of methods can be used to estimate the expected loss, ranging from Monte Carlo
simulation techniques (which are fairly accurate but cumbersome to implement and …

ESG ratings: an industry in need of a major overhaul

V Charlin, A Cifuentes, J Alfaro - Journal of Sustainable Finance & …, 2022 - Taylor & Francis
The impetus for adopting ESG-sensitive investment policies has increased steadily since
2006, when the United Nations outlined its Principles of Responsible Investment (PRI). …

A model for system identification of degrading structures

WD Iwan, AO Cifuentes - Earthquake engineering & structural …, 1986 - Wiley Online Library
This paper presents a physically motivated model for the gross dynamic behaviour of degrading
hysteretic structures subjected to damaging earthquake motions. The model is intended …

Dynamic response of a beam excited by a moving mass

AO Cifuentes - Finite Elements in Analysis and Design, 1989 - Elsevier
This paper presents a combined finite element/finite difference technique to determine the
response of a beam excited by a moving mass. The technique introduced herein is based on …

[PDF][PDF] Reseña de un sitio arqueológico en la Mesa de los Santos (Santander)

A Cifuentes - Boletín de Arqueología, 1989 - core.ac.uk
El lugar corresponde a dos abrigos rocosos que fueron utilizados por los indígenas como
lugar funerario. Estos se encontraban en gran estado de alteración por efectos de la …

Pension Funds in Mexico and Chile: A Risk-Reward Comparison

…, B Pagnoncelli, A Cifuentes - Available at SSRN …, 2019 - papers.ssrn.com
Mexico and Chile have Defined Contributions (DC) pension systems. In both cases affliates
are offered several investment funds with, allegedly, different risk-return profiles. Analyzing …

[PDF][PDF] Prospecciones y reconocimientos arqueológicos en el valle del Magdalena, municipio de Honda (Tolima)

A Cifuentes - Boletín de arqueología, 1989 - core.ac.uk
Con el patrocinio de la Fundación de Investigaciones Arqueológicas Nacionales del Banco
de la República y la colaboración de la Fundación del Río Magdalena, se adelanta una …

[BOOK][B] System identification of hysteretic structures

AO Cifuentes - 1984 - nehrpsearch.nist.gov
This thesis is concerned with the earthquake response of hysteretic structures subjected to
strong ground acceleration. Several earthquake records corresponding to different …

A synthetic data-plus-features driven approach for portfolio optimization

…, D Ramírez, H Rahimian, A Cifuentes - Computational …, 2023 - Springer
Features, or contextual information, are additional data than can help predicting asset
returns in financial problems. We propose a mean-risk portfolio selection problem that uses …

Valuation of projects with minimum revenue guarantees: A Gaussian copula–based simulation approach

F Hawas, A Cifuentes - The engineering economist, 2017 - Taylor & Francis
This technical note presents a numerical simulation technique to perform valuations of
infrastructure projects with minimum revenue guarantees (MRG). It is assumed that the project …