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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
Tests of Asset Pricing with time-varying factor loads
2019
Financial integration in the United Arab States stock markets
2019
An analysis of price discovery between Bitcoin futures and spot prices
2019
Differences between short and long term risk aversion: an optimal asset allocation perspective
2019
Uncovering the distribution of option implied risk aversion
2020
Optimal portfolio choices using financial leverage.
2020
Neural network models for empirical finance.
2020
Optimal asset allocation using a combination of implied and historical information.
2020
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
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
Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models.
2022
Optimal Characteristic Portfolios
2022
Hedging demand in long-term currency carry trade asset allocation problems.
2022
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