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Details about Daniel Mantilla Garcia

E-mail:
Workplace:Facultad de Administración (School of Management), Universidad de los Andes (University of the Andes), (more information at EDIRC)

Access statistics for papers by Daniel Mantilla Garcia.

Last updated 2020-12-04. Update your information in the RePEc Author Service.

Short-id: pma2887


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Working Papers

2014

  1. Should a skeptical portfolio insurer use an optimal or a risk-based multiplier?
    Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences Downloads

2013

  1. A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns
    CIRANO Working Papers, CIRANO Downloads View citations (4)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2014)

Journal Articles

2017

  1. Predicting stock returns in the presence of uncertain structural changes and sample noise
    Financial Markets and Portfolio Management, 2017, 31, (3), 357-391 Downloads

2014

  1. A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns
    Journal of Financial and Quantitative Analysis, 2014, 49, (5-6), 1133-1165 Downloads View citations (15)
    See also Working Paper (2013)
  2. Dynamic allocation strategies for absolute and relative loss control
    Algorithmic Finance, 2014, 3, (3-4), 209-231
 
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