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 0 2 3 208
Should a skeptical portfolio insurer use an optimal or a risk-based multiplier? 0 0 1 14 0 0 3 27
Total Working Papers 0 0 1 133 0 2 6 235


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 1 79
ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES 0 0 0 4 2 3 4 24
Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? 0 1 1 2 0 1 2 8
Dynamic allocation strategies for absolute and relative loss control 0 0 0 0 0 0 2 10
Predicting stock returns in the presence of uncertain structural changes and sample noise 0 0 0 3 0 0 3 47
Total Journal Articles 0 1 1 28 3 5 12 168


Statistics updated 2025-02-05