Details about Silvia Mayoral

Access statistics for papers by Silvia Mayoral.

Last updated 2010-09-14. Update your information in the RePEc Author Service.

Short-id: pma640

Working Papers

2007

1. Data-Driven Smooth Tests for the Martingale Difference Hypothesis
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (2)
   See also Journal Article Data-driven smooth tests for the martingale difference hypothesis, Computational Statistics & Data Analysis, Elsevier (2010) View citations (5) (2010)
2. Determination of Risk Pricing Measures from Market Prices of Risk
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra
   See also Journal Article Determination of risk pricing measures from market prices of risk, Insurance: Mathematics and Economics, Elsevier (2008) View citations (3) (2008)

2006

3. On a relationship between distorted and spectral risk measures
   MPRA Paper, University Library of Munich, Germany View citations (2)
4. Optimizing Measures of Risk: A Simplex-like Algorithm
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
5. Random Dynamics and Finance: Constructing Implied Binomial Trees from a Predetermined Stationary Den
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra

Journal Articles

2010

1. A method for determining risk aversion functions from uncertain market prices of risk
   Insurance: Mathematics and Economics, 2010, 47, (1), 84-89 View citations (2)
2. Data-driven smooth tests for the martingale difference hypothesis
   Computational Statistics & Data Analysis, 2010, 54, (8), 1983-1998 View citations (5)
   See also Working Paper Data-Driven Smooth Tests for the Martingale Difference Hypothesis, Faculty Working Papers (2007) View citations (2) (2007)

2009

3. Corporation as a Crucial Ally Against Corruption
   Journal of Business Ethics, 2009, 87, (1), 319-332 View citations (7)
4. Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm
   European Journal of Operational Research, 2009, 192, (2), 603-620 View citations (10)

2008

5. Determination of risk pricing measures from market prices of risk
   Insurance: Mathematics and Economics, 2008, 43, (3), 437-443 View citations (3)
   See also Working Paper Determination of Risk Pricing Measures from Market Prices of Risk, Faculty Working Papers (2007) (2007)