Luis Seco
Affiliations: | University of Toronto, Toronto, ON, Canada |
Area:
Mathematics, StatisticsGoogle:
"Luis Seco"Children
Sign in to add traineeYi Zhan | grad student | 2000 | University of Toronto |
Marcus J. Pivato | grad student | 2001 | University of Toronto |
Nicolas A. Hernandez Perez | grad student | 2002 | University of Toronto |
Marcos Escobar Anel | grad student | 2004 | University of Toronto |
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Publications
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Denk K, Djerroud B, Seco L, et al. (2020) Option-Like Properties in the Distribution of Hedge Fund Returns Frontiers of Engineering Management. 7: 275-286 |
Meng F, Saunders D, Seco L. (2019) Practical Applications of The Myth of Hedge Fund Fee Diversification The Journal of Alternative Investments. 22: 1-5 |
Meng F, Saunders D, Seco L. (2019) The Myth of Hedge Fund Fee Diversification The Journal of Alternative Investments. 22: 35-45 |
Escobar-Anel M, Höhn V, Seco L, et al. (2018) Optimal fee structures in hedge funds Journal of Asset Management. 19: 522-542 |
Luo C, Seco L. (2017) Stochastic Correlation in Risk Analytics: A Financial Perspective Ieee Systems Journal. 11: 1479-1485 |
Reuss A, Olivares P, Seco L, et al. (2016) Risk management and portfolio selection using α-stable regime switching models Applied Mathematical Sciences. 10: 549-582 |
Luo C, Seco L, Wu LLB. (2015) Portfolio optimization in hedge funds by OGARCH and Markov Switching Model Omega (United Kingdom). 57: 34-39 |
Saunders D, Seco L, Vogt C, et al. (2013) A fund of hedge funds under regime switching Journal of Alternative Investments. 15: 8-23 |
Escobar M, Mitterreiter M, Saunders D, et al. (2013) Market Crises and the 1/N Asset-Allocation Strategy Journal of Interaction Science. 2: 1-23 |
Escobar M, Friederich T, Seco L, et al. (2013) Multidimensional Structural Credit Modeling under Stochastic Volatility International Scholarly Research Notices. 2013: 1-12 |