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Almeida e Silva, Filomena Augusta
Angás Pajas, Jorge
Arenal , Raúl
Baptista , Pedro Miguel
Bernechea Navarro, María
Bover Arbós, Pere
Calvo Lacosta, Jorge Hugo
Carstensen , Hans-Heinrich
Cazcarro Castellano, Ignacio
Cobarrubias Baglietto, Sebastián Felipe
Espina Cadena, Laura
Fernandez Antoran, David
Gil Hernández, Vanesa
Gracia Lostao, Ana Isabel
Gurauskis , Jonas
Gómez Candón, David
Hernández Ainsa, Silvia
Hernández Latas, José Antonio
Hurtado Guerrero, Ramón
Jiménez Schuhmacher, Alberto
Juarez-Perez , Emilio J.
Köhler , Ralf
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
Dynamic robust portfolio selection under market distress
2024
Measuring and testing systemic risk from the cross section of stock returns
2024
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
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
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
Environmental Engel Curves: a neural network approach
2022
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
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