publicaciones

Título Añoorden ascendente
Measuring and testing systemic risk from the cross section of stock returns 2024
Dynamic robust portfolio selection under market distress 2024
Deep reinforcement learning for portfolio selection 2024
A nonparametric spatial regression model using partitioning estimators 2023
Joint Elicitation of Elasticity of Intertemporal Substitution, Risk and Time Preferences 2023
A nonparametric predictive regression model using partitioning estimators based on Taylor expansions. 2023
Optimal deep neural networks by maximization of the approximation power 2023
Functional coefficient quantile regression model with time-varying loadings. 2023
Estimation error in optimal portfolio allocation problems. 2023
Portfolio Selection Under Systemic Risk 2023
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 Characteristic Portfolios 2022
Hedging demand in long-term currency carry trade asset allocation problems. 2022
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

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