3
H index
3
i10 index
67
Citations
Francisco Peñaranda : Citation Profile
Barcelona School of Economics (BSE) | RESEARCH PRODUCTION: 1 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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4 years (2007 - 2011). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Francisco Peñaranda. | Is cited by:
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Main data
Where Francisco Peñaranda has published?
Recent works citing Francisco Peñaranda (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds. (2023). Melin, Olena ; Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001586. Full description at Econpapers || Download paper |
| 2024 | Finite underidentification. (2024). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000381. Full description at Econpapers || Download paper |
| 2024 | GMM weighting matrices in cross-sectional asset pricing tests. (2024). Thimme, Julian ; Schlag, Christian ; Meinerding, Christoph ; Laurinaityte, Nora. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000438. Full description at Econpapers || Download paper |
| 2023 | Empirical evaluation of overspecified asset pricing models. (2023). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:338-351. Full description at Econpapers || Download paper |
| 2023 | Rejoinder on: Identification Robust Testing of Risk Premia in Finite Samples*. (2023). Kleibergen, Frank ; Zhan, Zhaoguo ; Kong, Lingwei. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:2:p:311-315.. Full description at Econpapers || Download paper |
Works by Francisco Peñaranda:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | A Unifying Approach to the Empirical Evaluation of Asset Pricing Models In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2010 | A unifying approach to the empirical evaluation of asset pricing models.(2010) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2011 | ON THE IMPACT OF FUNDAMENTALS, LIQUIDITY, AND COORDINATION ON MARKET STABILITY In: International Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2010 | On the impact of fundamentals, liquidity and coordination on market stability.(2010) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | Portfolio choice beyond the traditional approach In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Duality in mean-variance frontiers with conditioning information In: Economics Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2010 | Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach In: Economics Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2011 | Understanding portfolio efficiency with conditioning information In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | On the drivers of commodity co-movement: Evidence from biofuels In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team