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Details about Silvia Mayoral

Workplace:Universidad de Navarra

Access statistics for papers by Silvia Mayoral.

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

Short-id: pma640


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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 Downloads View citations (2)
    See also Journal Article in Computational Statistics & Data Analysis (2010)
  2. Determination of Risk Pricing Measures from Market Prices of Risk
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads
    See also Journal Article in Insurance: Mathematics and Economics (2008)

2006

  1. On a relationship between distorted and spectral risk measures
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Optimizing Measures of Risk: A Simplex-like Algorithm
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (1)
  3. 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 Downloads

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 Downloads View citations (2)
  2. Data-driven smooth tests for the martingale difference hypothesis
    Computational Statistics & Data Analysis, 2010, 54, (8), 1983-1998 Downloads View citations (4)
    See also Working Paper (2007)

2009

  1. Corporation as a Crucial Ally Against Corruption
    Journal of Business Ethics, 2009, 87, (1), 319-332 Downloads View citations (5)
  2. Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm
    European Journal of Operational Research, 2009, 192, (2), 603-620 Downloads View citations (8)

2008

  1. Determination of risk pricing measures from market prices of risk
    Insurance: Mathematics and Economics, 2008, 43, (3), 437-443 Downloads View citations (2)
    See also Working Paper (2007)
 
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