1
H index
1
i10 index
26
Citations
Universidad de los Andes (Colombia) | 1 H index 1 i10 index 26 Citations RESEARCH PRODUCTION: 5 Articles 2 Papers RESEARCH ACTIVITY: 9 years (2013 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pma2887 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Mantilla Garcia. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Average tail risk and aggregate stock returns. (2023). , Richard ; Dai, Yingtong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001718. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 26 |
2014 | A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns.(2014) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2022 | Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2017 | Predicting stock returns in the presence of uncertain structural changes and sample noise In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
2014 | Dynamic allocation strategies for absolute and relative loss control In: Algorithmic Finance. [Citation analysis] | article | 0 |
2014 | Should a skeptical portfolio insurer use an optimal or a risk-based multiplier? In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
2021 | ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
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