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 2 4 210
Should a skeptical portfolio insurer use an optimal or a risk-based multiplier? 0 0 1 14 0 0 2 27
Total Working Papers 0 0 1 133 1 2 6 237


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 1 79
ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES 0 0 0 4 0 0 3 24
Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? 0 0 1 2 0 1 2 9
Dynamic allocation strategies for absolute and relative loss control 0 0 0 0 0 0 1 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 0 1 28 0 1 10 169


Statistics updated 2025-05-12