Access Statistics for Daniel Mantilla Garcia

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns 0 0 0 119 2 3 16 227
Should a skeptical portfolio insurer use an optimal or a risk-based multiplier? 0 0 0 14 0 0 4 31
Total Working Papers 0 0 0 133 2 3 20 258


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns 0 0 0 19 1 1 13 92
ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES 0 0 1 5 0 0 3 27
Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans 1 3 11 29 1 5 35 87
Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? 0 0 0 2 2 5 15 24
Dynamic allocation strategies for absolute and relative loss control 0 0 0 0 1 2 10 20
Improving Interest Rate Risk Hedging Strategies through Regularization 0 0 0 1 3 3 8 10
Is my pension fund more expensive? Estimating equivalent assets-based and contribution-based management fees 1 1 1 5 1 1 9 18
Predicting stock returns in the presence of uncertain structural changes and sample noise 0 0 0 3 0 0 11 58
Total Journal Articles 2 4 13 64 9 17 104 336


Statistics updated 2026-09-10