Browsing by Autor "Daniel Mantilla-García"
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Item type: Item , A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns(RELX Group (Netherlands), 2013) René García; Daniel Mantilla-García; Lionel MartelliniItem type: Item , Assets' Dependence Structure Implications for Portfolio Insurance(RELX Group (Netherlands), 2018) Daniel Mantilla-García; Enrique ter Horst; Germán Molina; Emilien AudeguilItem type: Item , Dynamic Allocation Strategies for Absolute and Relative Loss Control(RELX Group (Netherlands), 2014) Daniel Mantilla-GarcíaItem type: Item , From Defined-Contribution Towards Target-Income Retirement Systems(RELX Group (Netherlands), 2020) Daniel Mantilla-García; Miguel Martinez-Carrasco; Manuel Enrique Garcia Huitron; Arun MuralidharItem type: Item , Growth Optimal Portfolio Insurance for Long-Term Investors(2014) Daniel Mantilla-GarcíaItem type: Item , Idiosyncratic Risk and the Cross-Section of Realized Returns(RELX Group (Netherlands), 2009) René García; Lionel Martellini; Daniel Mantilla-GarcíaItem type: Item , Idiosyncratic Risk and the Cross-Section of Realized Returns: Reconciling the Aggregate Returns’ Predictability Evidence(RELX Group (Netherlands), 2009) Daniel Mantilla-García; Lionel Martellini; René GarcíaItem type: Item , Maximizing the Volatility Return: A Risk-Based Strategy for Homogeneous Groups of Assets(RELX Group (Netherlands), 2016) Daniel Mantilla-GarcíaItem type: Item , Predicting Stock Returns in the Presence of Uncertain Structural Changes and Sample Noise(RELX Group (Netherlands), 2014) Daniel Mantilla-García; V. S. VaidyanathanItem type: Item , Predictive Systems Under Economic Constraints(RELX Group (Netherlands), 2014) Maxime Bonelli; Daniel Mantilla-García