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Researcher
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claramalo
svelasco
usuario_prueba
Almeida e Silva, Filomena Augusta
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
Domínguez Castro, Fernando
Ferrio Díaz, Juan Pedro
Gil Hernández, Vanesa
Gil Romera, Graciela
Gracia Lostao, Ana Isabel
Gurauskis , Jonas
Hernández Ainsa, Silvia
Hernández Latas, José Antonio
Hurtado Guerrero, Ramón
Jiménez Schuhmacher, Alberto
Juarez-Perez , Emilio J.
Knoll , Fabien
Köhler , Ralf
Mangas-Sánchez , Juan
Martínez-Padilla , Jesús
Millán Gasca, Javier
Montiel , Manuel
Muñoz Soro, José Félix
Olmo , Jose
Ordovás Vidal, Laura
Pey Betrán, Jorge
Philippidis , George
Ramón García, Santiago
Roque , Carla
Sanz Pamplona, Rebeca
Schoorlemmer , Jon
Sola , Daniel
Stavridis , Stelios
Íñiguez Dieste, David
Title
Title
Year
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
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
Analysis of Bitcoin prices using market and sentiment variables.
2021
Optimal portfolio allocation using option implied information.
2021
Optimal portfolio allocation and asset centrality revisited
2021
Extremely Randomized Neural Networks for constructing prediction intervals.
2021
Optimal asset allocation using a combination of implied and historical information.
2020
Optimal portfolio choices using financial leverage.
2020
The role of hedging demand in long-term currency carry trade asset allocation problems.
2020
Neural network models for empirical finance.
2020
The size effect as a lottery
2019
Differences between short and long term risk aversion: an optimal asset allocation perspective
2019
Uncovering the distribution of option implied risk aversion
2019
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