Daniel Mantilla Garcia : Citation Profile

Universidad de los Andes (Colombia)

2

H index

1

i10 index

34

Citations

RESEARCH PRODUCTION:

8

Articles

2

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 3
   Journals where Daniel Mantilla Garcia has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 1 (2.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2887
   Updated: 2026-07-18    RAS profile: 2026-04-14    
   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:

GUPTA, RANGAN (2)

Demirer, Riza (2)

Wong, Wing-Keung (2)

Shahzad, Syed Jawad Hussain (2)

Jondeau, Eric (2)

Bekiros, Stelios (1)

Arreola Hernandez, Jose (1)

Pizzutilo, Fabio (1)

Ftiti, Zied (1)

Wanger, Benjamin (1)

Brooks, Chris (1)

Cites to:

Campbell, John (11)

Stambaugh, Robert (6)

merton, robert (5)

French, Kenneth (5)

Lettau, Martin (4)

Timmermann, Allan (4)

Brunnermeier, Markus (4)

Ang, Andrew (4)

Parker, Jonathan (4)

Gollier, Christian (4)

Goyal, Amit (4)

Main data

Where Daniel Mantilla Garcia has published?

Recent works citing Daniel Mantilla Garcia (2025 and 2024)

YearTitle of citing document
2025Macroscopic properties of equity markets: stylized facts and portfolio performance. (2025). Wong, Ting-Kam Leonard ; Campbell, Steven ; Song, Qien. In: Papers. RePEc:arx:papers:2409.10859.

Full description at Econpapers || Download paper

2026A mathematical study of the excess growth rate. (2025). Wong, Ting-Kam Leonard ; Campbell, Steven. In: Papers. RePEc:arx:papers:2510.25740.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Commodity correlation risk. (2025). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000170.

Full description at Econpapers || Download paper

2024Noisy market, machine learning and fundamental momentum. (2024). Wang, Yuejie ; Ma, Tian ; Sheng, Haoyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002257.

Full description at Econpapers || Download paper

2025Characteristics of pension fund financial quality: the role of uncommitted funds. (2025). Zimmermann, Yvonne Seiler ; Huynh, Michael. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:4:d:10.1007_s11408-025-00477-6.

Full description at Econpapers || Download paper

2024Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies. (2024). Shahzad, Syed Jawad Hussain ; Krištoufek, Ladislav ; Bouri, Elie ; Ahmad, Tanveer. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04568-9.

Full description at Econpapers || Download paper

2025Multifractal characteristics and return predictability in the Chinese stock markets. (2025). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Ma, Yin-Jie ; Gao, Xing-Lu ; Fu, Xin-Lan. In: Annals of Operations Research. RePEc:spr:annopr:v:352:y:2025:i:3:d:10.1007_s10479-023-05281-x.

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]		paper31
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: 31		article
2022Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2024Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2023Is my pension fund more expensive? Estimating equivalent assets-based and contribution-based management fees In: Journal of Business Research.
[Full Text][Citation analysis]		article0
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
2022Improving Interest Rate Risk Hedging Strategies through Regularization In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
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 July, 10 2026. Contact: CitEc Team