Details about Daniel Mantilla Garcia
Access statistics for papers by Daniel Mantilla Garcia.
Last updated 2026-04-14. Update your information in the RePEc Author Service.
Short-id: pma2887
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Working Papers
2014
- 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 
2013
- A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns
CIRANO Working Papers, CIRANO View citations (5)
See also Journal Article A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns, Journal of Financial and Quantitative Analysis, Cambridge University Press (2014) View citations (29) (2014)
Journal Articles
2024
- Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans
Journal of Banking & Finance, 2024, 159, (C) View citations (1)
2023
- Is my pension fund more expensive? Estimating equivalent assets-based and contribution-based management fees
Journal of Business Research, 2023, 167, (C)
2022
- Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility?
Finance Research Letters, 2022, 47, (PA) View citations (2)
- Improving Interest Rate Risk Hedging Strategies through Regularization
Financial Analysts Journal, 2022, 78, (4), 18-36
2021
- ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES
International Journal of Theoretical and Applied Finance (IJTAF), 2021, 24, (03), 1-28
2017
- Predicting stock returns in the presence of uncertain structural changes and sample noise
Financial Markets and Portfolio Management, 2017, 31, (3), 357-391
2014
- 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 View citations (29)
See also Working Paper A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns, CIRANO Working Papers (2013) View citations (5) (2013)
- Dynamic allocation strategies for absolute and relative loss control
Algorithmic Finance, 2014, 3, (3-4), 209-231
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