Daniel Mantilla Garcia : Citation Profile

Are you Daniel Mantilla Garcia?

Universidad de los Andes (Colombia)

1

H index

1

i10 index

28

Citations

RESEARCH PRODUCTION:

5

Articles

2

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 3
   Journals where Daniel Mantilla Garcia has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (3.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2887
   Updated: 2024-12-03    RAS profile: 2022-07-01    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

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:

Wong, Wing-Keung (2)

Demirer, Riza (2)

Jondeau, Eric (2)

GUPTA, RANGAN (2)

Eriksen, Jonas Nygaard (1)

Shahzad, Syed Jawad Hussain (1)

Tantisantiwong, Nongnuch (1)

Wanger, Benjamin (1)

Brooks, Chris (1)

Cooper, Ilan (1)

Pizzutilo, Fabio (1)

Cites to:

Campbell, John (7)

Stambaugh, Robert (6)

French, Kenneth (5)

Goyal, Amit (4)

Parker, Jonathan (4)

Brunnermeier, Markus (4)

Ang, Andrew (4)

Lettau, Martin (4)

Gollier, Christian (4)

Timmermann, Allan (4)

Hodrick, Robert (3)

Main data

Where Daniel Mantilla Garcia has published?

Recent works citing Daniel Mantilla Garcia (2024 and 2023)

YearTitle of citing document
2024Factor momentum in the Chinese stock market. (2024). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251.

Full description at Econpapers || Download paper

2023Average 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

Works by Daniel Mantilla Garcia:

YearTitleTypeCited
2013A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper27
2014A 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: 27		article
2022Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2017Predicting stock returns in the presence of uncertain structural changes and sample noise In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2014Dynamic allocation strategies for absolute and relative loss control In: Algorithmic Finance.
[Citation analysis]		article0
2014Should a skeptical portfolio insurer use an optimal or a risk-based multiplier? In: Proceedings of International Academic Conferences.
[Full Text][Citation analysis]		paper0
2021ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team