{"id":"https://openalex.org/W45840180","doi":"https://doi.org/10.1344/101.000000128","title":"Cobertura de una cartera de bonos con forwards en tiempo continuo","display_name":"Cobertura de una cartera de bonos con forwards en tiempo continuo","publication_year":2003,"publication_date":"2003-01-01","ids":{"openalex":"https://openalex.org/W45840180","doi":"https://doi.org/10.1344/101.000000128","mag":"45840180"},"language":"es","primary_location":{"id":"pmh:oai:dnet:scipediaopen::78fb9febd42eba91272ca928aba78ca3","doi":null,"is_oa":true,"landing_page_url":"https://www.scipedia.com/public/Llacay_Peffer_2003a","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-sa","license_id":"https://openalex.org/licenses/cc-by-nc-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://www.scipedia.com/public/Llacay_Peffer_2003a","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5036730201","display_name":"B\u00e0rbara Llacay","orcid":"https://orcid.org/0000-0002-5238-1648","observed_orcids":["https://orcid.org/0000-0002-5238-1648"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"B\u00e0rbara Llacay Pintat","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5045968136","display_name":"Gilbert Peffer","orcid":"https://orcid.org/0000-0002-9470-0635","observed_orcids":["https://orcid.org/0000-0002-9470-0635"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Gilbert Peffer","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-9470-0635","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.00721654,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9110999703407288,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9110999703407288,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12276","display_name":"Risk Management in Financial Firms","score":0.059300001710653305,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.010400000028312206,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/hedge-ratios","display_name":"hedge ratios","score":0.7860000133514404},{"id":"https://openalex.org/keywords/forward-curve","display_name":"forward curve","score":0.5609999895095825}],"concepts":[{"id":"https://openalex.org/C15708023","wikidata":"https://www.wikidata.org/wiki/Q80083","display_name":"Humanities","level":1,"score":0.34262117743492126},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.16734156012535095}],"mesh":[],"locations_count":5,"locations":[{"id":"pmh:oai:dnet:scipediaopen::78fb9febd42eba91272ca928aba78ca3","doi":null,"is_oa":true,"landing_page_url":"https://www.scipedia.com/public/Llacay_Peffer_2003a","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-sa","license_id":"https://openalex.org/licenses/cc-by-nc-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:hispana.mcu.es:1272093","doi":"https://doi.org/10.1344/101.000000128","is_oa":true,"landing_page_url":"http://hdl.handle.net/2445/351","pdf_url":"http://hdl.handle.net/2445/351","source":{"id":"https://openalex.org/S4377196108","display_name":"Hispana","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Learning Object"},{"id":"pmh:oai:diposit.ub.edu:2445/351","doi":null,"is_oa":true,"landing_page_url":"https://hdl.handle.net/2445/351","pdf_url":null,"source":{"id":"https://openalex.org/S4306401653","display_name":"Dip\u00f2sit Digital de la Universitat de Barcelona (Universitat de Barcelona)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I71999127","host_organization_name":"Universitat de Barcelona","host_organization_lineage":["https://openalex.org/I71999127"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"OMADO (Objectes i MAterials DOcents)","raw_type":"info:eu-repo/semantics/other"},{"id":"pmh:oai:www.mdx.cat:10503/119199","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/2445/351","pdf_url":null,"source":{"id":"https://openalex.org/S4306400303","display_name":"Repositori UJI (Universitat Jaume I)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I10902133","host_organization_name":"Universitat Jaume I","host_organization_lineage":["https://openalex.org/I10902133"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/other"},{"id":"mag:45840180","doi":null,"is_oa":false,"landing_page_url":"http://diposit.ub.edu/dspace/bitstream/2445/351/1/128.pdf","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":{"id":"pmh:oai:dnet:scipediaopen::78fb9febd42eba91272ca928aba78ca3","doi":null,"is_oa":true,"landing_page_url":"https://www.scipedia.com/public/Llacay_Peffer_2003a","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-sa","license_id":"https://openalex.org/licenses/cc-by-nc-sa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W45840180.pdf","grobid_xml":"https://content.openalex.org/works/W45840180.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2243114784","https://openalex.org/W4415861378","https://openalex.org/W7097859587","https://openalex.org/W2798932543","https://openalex.org/W2903748465","https://openalex.org/W7025205204","https://openalex.org/W4245511621","https://openalex.org/W7096614685","https://openalex.org/W141811356","https://openalex.org/W2900283168"],"abstract_inverted_index":{"The":[0],"aim":[1],"of":[2,11,18,28,35,50,67,77],"this":[3,60],"paper":[4],"is":[5],"to":[6,62,73,81],"analyse":[7],"the":[8,29,51,64,75,83],"theoretical":[9,36],"hedge":[10,30,82],"a":[12,16,33],"bond":[13,43,84],"portfolio":[14,17,34],"using":[15],"forward":[19,45,52,78],"contracts":[20,79],"on":[21],"bonds.":[22],"We":[23,57],"obtain":[24],"an":[25],"analytical":[26],"expression":[27],"ratios":[31],"for":[32],"continuous-coupon":[37],"bonds":[38],"by":[39],"offsetting":[40],"changes":[41],"in":[42],"and":[44],"prices":[46],"when":[47],"different":[48],"sections":[49],"curve":[53],"undergo":[54],"infinitesimal":[55],"variations.":[56],"then":[58],"extend":[59],"formulation":[61],"address":[63],"real":[65],"case":[66],"discrete-coupon":[68],"bonds,":[69],"obtaining":[70],"simple":[71],"formulae":[72],"calculate":[74],"number":[76],"needed":[80],"portfolio.":[85]},"counts_by_year":[],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2016-06-24T00:00:00"}
