1 to 8 of 8 Results
May 15, 2024 - Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality
Castro Iragorri, Carlos; Fabio Gómez; Nancy Quiceno, 2024, "Replication Data for: Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality", https://doi.org/10.34848/IL9XHN, Universidad del Rosario, V1
This paper addresses the inherent procyclicality in widely adopted financial risk measures, such as expected shortfall (ES). We propose an innovative approach utilizing the worst-case higher moment (HM) risk measure, which offers a robust solution to distributional shifts by inco... |
May 15, 2024
This paper addresses the inherent procyclicality in widely adopted financial risk measures, such as expected shortfall (ES). We propose an innovative approach utilizing the worst-case higher moment (HM) risk measure, which offers a robust solution to distributional shifts by inco... |
Mar 29, 2023 - Atlas de la investigación en Administración en América Latina
Cortés-Sánchez, Julián David, 2023, "Replication Data for: The Policy is Dead, Long Live the Policy — Unveiling Science Technology and Innovation Policy Priorities and Government Transitions via Network Analysis", https://doi.org/10.34848/8BBXGA, Universidad del Rosario, V1, UNF:6:Wc3GvrRIfcoiE6OvQTAI0g== [fileUNF]
The following files are available: - The hand curated database of research funding calls keywords published by Colciencias-MinCiencias 2005-2022 (Excel format). - One file for each of the four periods analyzed with the results of the co-word network analysis (nodes ASJC field and... |
Mar 23, 2022 - Mission statements
Cortés-Sánchez, Julián David, 2022, "Mission statements - NYSE: The New York Stock Exchange companies", https://doi.org/10.34848/C5BVHJ, Universidad del Rosario, V1
MMission statements - NYSE: The New York Stock Exchange companies: a) 1330 companies. b) 4 sectors: agricultural; manufacture; services; IT. |
Mar 23, 2022Atlas de la investigación en Administración en América Latina
Datasets with mission statements: 1. Baseline: SCImago Institutional Ranking. 2. Baseline: firms listed in the New York Stock Exchange. |
Mar 22, 2022 - Atlas de la investigación en Administración en América Latina
Cortés-Sánchez, Julián David, 2022, "Colombian scientific elite", https://doi.org/10.34848/GJO6SY, Universidad del Rosario, V1
1. List of the AAEP awarded 1990-2020 (.xlsx): lead author awarded-AAEP; author sex; year; award category; document title; abstract (Spanish); affiliation at the time the award was received; institution’s country and city; highest/last degree; and the university that granted the... |
Jun 16, 2020 - Atlas de la investigación en Administración en América Latina
Cortés-Sánchez, Julián David, 2020, "Volumen 2 - Gráficos que reflejan las co-citaciones de los artículos", https://doi.org/10.34848/FK2/E3ALSQ, Universidad del Rosario, V1
Descripción Volumen 2 - Gráficos que reflejan las co-citaciones de los artículos en formato svg Description Volume 2 - Images that reflect the co-citation of articles in svg format |
Jun 10, 2020
Los mapas de ciencia (science mapping) son empleados para cartografiar las fronteras y pilares del conocimiento. Este proyecto presenta el “Atlas de la Investigación en Administración en América Latina 1998-2018”. El Atlas está conformado por cuatro volúmenes. El volumen 1 presen... |