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 0 3 206
Should a skeptical portfolio insurer use an optimal or a risk-based multiplier? 0 1 1 14 0 1 4 27
Total Working Papers 0 1 1 133 0 1 7 233


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 0 0 0 78
ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES 0 0 0 4 0 0 2 21
Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? 0 0 1 1 0 0 3 7
Dynamic allocation strategies for absolute and relative loss control 0 0 0 0 0 0 4 9
Predicting stock returns in the presence of uncertain structural changes and sample noise 0 0 0 3 0 1 4 45
Total Journal Articles 0 0 1 27 0 1 13 160


Statistics updated 2024-09-04