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 1 4 13 222
Should a skeptical portfolio insurer use an optimal or a risk-based multiplier? 0 0 0 14 0 2 2 29
Total Working Papers 0 0 0 133 1 6 15 251


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 5 10 89
ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES 0 1 1 5 0 3 3 27
Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? 0 0 0 2 0 4 5 13
Dynamic allocation strategies for absolute and relative loss control 0 0 0 0 2 6 8 18
Predicting stock returns in the presence of uncertain structural changes and sample noise 0 0 0 3 0 3 7 54
Total Journal Articles 0 1 1 29 3 21 33 201


Statistics updated 2026-03-04