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 6 12 220
Should a skeptical portfolio insurer use an optimal or a risk-based multiplier? 0 0 0 14 1 1 1 28
Total Working Papers 0 0 0 133 3 7 13 248


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 6 8 86
ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES 1 1 1 5 1 1 3 25
Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? 0 0 0 2 3 3 4 12
Dynamic allocation strategies for absolute and relative loss control 0 0 0 0 3 5 5 15
Predicting stock returns in the presence of uncertain structural changes and sample noise 0 0 0 3 0 4 4 51
Total Journal Articles 1 1 1 29 9 19 24 189


Statistics updated 2026-01-09