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 14 224
Should a skeptical portfolio insurer use an optimal or a risk-based multiplier? 0 0 0 14 0 1 3 30
Total Working Papers 0 0 0 133 2 4 17 254


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 2 3 12 91
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 2 2 11 25 7 9 41 81
Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? 0 0 0 2 3 6 10 19
Dynamic allocation strategies for absolute and relative loss control 0 0 0 0 0 2 8 18
Improving Interest Rate Risk Hedging Strategies through Regularization 0 0 0 1 0 0 5 7
Is my pension fund more expensive? Estimating equivalent assets-based and contribution-based management fees 0 0 0 4 1 3 9 17
Predicting stock returns in the presence of uncertain structural changes and sample noise 0 0 0 3 2 3 10 57
Total Journal Articles 2 2 12 59 15 26 98 317


Statistics updated 2026-05-06