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cristinapozo
dgomez
usuario_prueba
Almeida e Silva, Filomena Augusta
Amorín , Ricardo
Angás Pajas, Jorge
Arenal , Raúl
Baptista , Pedro Miguel
Bernechea Navarro, María
Bover Arbós, Pere
Calvo Lacosta, Jorge Hugo
Carstensen , Hans-Heinrich
Castro Barrigón, Alberto
Cazcarro Castellano, Ignacio
Cobarrubias Baglietto, Sebastián Felipe
DeMiguel , Daniel
Espina Cadena, Laura
Fernandez Antoran, David
Ferrio Díaz, Juan Pedro
Gil Hernández, Vanesa
Gracia Lostao, Ana Isabel
Gurauskis , Jonas
Hernández Ainsa, Silvia
Hernández Latas, José Antonio
Hurtado Guerrero, Ramón
Jiménez Schuhmacher, Alberto
Juarez-Perez , Emilio J.
Köhler , Ralf
Martínez-Padilla , Jesús
Millán Gasca, Javier
Montiel , Manuel
Muñoz Soro, José Félix
Olmo , Jose
Ordovás Vidal, Laura
Philippidis , George
Ramón García, Santiago
Roque , Carla
Schoorlemmer , Jon
Sola , Daniel
Stavridis , Stelios
Sánchez Martínez, Diego
Velasco Lozano, Susana
Íñiguez Dieste, David
Title
Title
Year
A nonparametric predictive regression model using partitioning estimators based on Taylor expansions.
2023
Functional coefficient quantile regression model with time-varying loadings.
2023
Optimal Characteristic Portfolios
2022
Hedging demand in long-term currency carry trade asset allocation problems.
2022
Environmental Engel Curves: a neural network approach
2022
Portfolio Selection in Quantile Utility Models
2022
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models.
2022
Optimal portfolio allocation using option implied information.
2021
Modeling the spread of COVID-19 in New York City
2021
Optimal portfolio allocation and asset centrality revisited
2021
Extremely Randomized Neural Networks for constructing prediction intervals.
2021
The size effect as a lottery
2021
An empirical analysis of terrorism and stock market spillovers: The case of Spain.
2021
Granger causality detection in high-dimensional systems using feedforward neural networks.
2021
Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic.
2021
Analysis of Bitcoin prices using market and sentiment variables.
2021
Neural network models for empirical finance.
2020
Optimal asset allocation using a combination of implied and historical information.
2020
Uncovering the distribution of option implied risk aversion
2020
Optimal portfolio choices using financial leverage.
2020
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