Details about Martin Lozano

Access statistics for papers by Martin Lozano.

Last updated 2026-04-15. Update your information in the RePEc Author Service.

Short-id: plo259

Working Papers

2009

1. Evaluating alternative methods for testing asset pricing models with historical data
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Evaluating alternative methods for testing asset pricing models with historical data, Journal of Empirical Finance, Elsevier (2011) View citations (6) (2011)

Undated

2. Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth

Journal Articles

2011

1. Evaluating alternative methods for testing asset pricing models with historical data
   Journal of Empirical Finance, 2011, 18, (1), 136-146 View citations (6)
   See also Working Paper Evaluating alternative methods for testing asset pricing models with historical data, MPRA Paper (2009) View citations (2) (2009)