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Mostrando ítems 1-8 de 8
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Derivados Financieros / Financial Derivatives
Cueto Muñoz, José Manuel; Figuerola Ferretti Garrigues, Isabel Catalina (02/09/2021) -
Derivados Financieros / Financial Derivatives
Cueto Muñoz, José Manuel; Figuerola Ferretti Garrigues, Isabel Catalina (01/09/2022) -
Derivados Financieros / Financial Derivatives
Cueto Muñoz, José Manuel; Figuerola Ferretti Garrigues, Isabel Catalina (11/09/2023) -
Gestión de riesgos Financieros y Derivados / Financial Risk Management & Derivatives
Cueto Muñoz, José Manuel; Díaz Aguiluz, Elena María; Figuerola Ferretti Garrigues, Isabel Catalina (02/09/2021) -
Gestión de riesgos Financieros y Derivados / Financial Risk Management & Derivatives
Cueto Muñoz, José Manuel; Díaz Aguiluz, Elena María; Figuerola Ferretti Garrigues, Isabel Catalina (01/09/2022) -
Gestión de riesgos Financieros y Derivados / Financial Risk Management & Derivatives
Cueto Muñoz, José Manuel; Díaz Aguiluz, Elena María; Figuerola Ferretti Garrigues, Isabel Catalina (11/09/2023) -
How to Explain the Cross-Section of Equity Returns through Common Principal Components
Cueto Muñoz, José Manuel; Grané Chávez, Aurea; Cascos Fernández, Ignacio (2021-04-29)In this paper, we propose a procedure to obtain and test multifactor models based on statistical and financial factors. A major issue in the factor literature is to select the factors included in the model, as well as the ... -
Models for Expected Returns with Statistical Factors
Cueto Muñoz, José Manuel; Cascos Fernández, Ignacio; Grané Chávez, Aurea (2020-12-08)In this paper, we propose multifactor models for the pan-European Equity Market using a block-bootstrap method and compare the results with those of traditional inferential techniques. The new factors are built from ...