.
Jose Olmo
ADETRE, Department of Economic Analysis
University of Zaragoza
Research Professor
Education:
PhD in Economics, Universidad Carlos III de Madrid
Research interests:
Optimal portfolio allocation
Empirical asset pricing
Self-reporting heterogeneity in self-assessed health responses
Quantile utility theory
Competences:
Empirical Asset Pricing,
Optimal Portfolio Allocation
Time Series Modelling
Quantile Regression Models
Neural Networks. Resampling Methods in Statistics.
Keywords:
Financial Economics, Financial Econometrics, Applied Econometrics