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Estrada, Javier

SSRN Author Rank: 459 by Downloads

IESE Business School

Avenida Pearson 21
Barcelona, 08034
Spain
+34 93 253 4200 (Phone)
+34 93 253 4343 (Fax)

HOME PAGE: http://web.iese.edu/jestrada
email address

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Estrada, Javier's Scholarly Papers Click on the title of any column to sort the table by that column.

Aggregate Statistics

Total
Downloads
22,533

Total
Citations
214

Papers (46)

Authors

Date

Downloads

(Rank)

Citations

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1.

Black Swans and Market Timing: How Not to Generate Alpha | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

28 Nov 07

3,398
(1,116)

2.

Valuation in Emerging Markets | Show Abstract | Download |
Forthcoming in Emerging Markets Review
CASE

Bruner, Robert F.

University of Virginia (UVA) - Darden School of Business

Conroy, Robert M.

University of Virginia (UVA) - Darden School of Business

Estrada, Javier

IESE Business School

Windham Capital Management

University of Virginia (UVA) - Darden School of Business

Posted:

23 Nov 02

2,550
(1,860)

3.

The Cost of Equity in Emerging Markets: A Downside Risk Approach | Show Abstract | Download |
EFMA 2000 Athens, EFA 2000 London, FMA 2000 Edinburgh
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

17 Aug 99

2,325
(2,216)

4.

Mean-Semivariance Behavior (II): The D-CAPM | Show Abstract | Download |
EFMA 2002 London Meetings; IESE Working Paper No. D/493
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

12 Apr 02

843
(12,289)

5.

Adjusting P/E Ratios by Growth and Risk: The PERG Ratio | Show Abstract | Download |
EFMA 2003 Helsinki Meetings
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

06 May 03

816
(12,911)

6.

Repsol-YPF: Valuation in Emerging Markets | Show Abstract | Download |
CASE

Estrada, Javier

IESE Business School

Posted:

01 Aug 02

805
(13,176)

7.

The Cost of Equity in Emerging Markets: A Downside Risk Approach (II) | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

09 Feb 01

794
(13,462)

8.

Incl. Electronic Paper

The Gain-Loss Spread: A New and Intuitive Measure of Risk | View 3 Versions | Show Abstracts | Hide Abstracts|

Estrada, Javier

IESE Business School

Posted:
29 Nov 08
Last Revised:
04 Feb 10

721
(15,511)

9.

The Pricing of Internet Stocks | Show Abstract | Download |
CASE

Estrada, Javier

IESE Business School

IESE-MBA/99

Posted:

15 Feb 01

683
(16,763)

10.

The Pricing of Internet Stocks (II) | Show Abstract | Download |
CASE

Estrada, Javier

IESE Business School

Posted:

15 Feb 01

646
(18,133)

11.

Telefonica: The Dividend Decision | Show Abstract | Download |
CASE

Estrada, Javier

IESE Business School

Gudmundsson, Jon Gardar

IESE, University of Navarra

Posted:

25 May 00

645
(18,171)

12.

Mean-Semivariance Optimization: A Heuristic Approach | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

07 Nov 07

618
(19,373)

13.

Fundamental Indexation and International Diversification | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

05 Dec 06

582
(21,038)

14.

Empirical Distributions of Stock Returns: European Securities Markets, 1990-95 | Show Abstract | Download |
Working Paper 97-23 Departamento de Economia de la Empresa
Working Paper Series

Aparicio, Felipe

Universidad Carlos III de Madrid - Department of Statistics and Econometrics

Estrada, Javier

IESE Business School

Posted:

13 May 97

556
(22,358)

15.

Risk and Return in Emerging Markets: Family Matters | Show Abstract | Download |
Journal of Multinational Financial Management, Vol. 15, pp. 257-272, 2005, EFMA 2004 Basel Meetings Paper
Accepted Paper Series

Estrada, Javier

IESE Business School

Serra, Ana Paula

Universidade do Porto - Faculdade de Economia (FEP)

Posted:
11 Oct 03
Last Revised:
26 Nov 07

502
(25,638)

16.

The Cost of Equity of Internet Stocks: A Downside Risk Approach | Show Abstract | Download |
IESE Working Paper No. D/491
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

11 Feb 04

471
(27,862)

17.

The Fed Model: The Bad, the Worse, and the Ugly | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

21 Jan 06

458
(28,938)

18.

Black Swans, Market Timing, and the Dow | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

26 Jan 08

435
(30,946)

19.

Geometric Mean Maximization: An Overlooked Portfolio Approach? | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

30 Jul 09

406
(33,808)

20.

Black Swans in Emerging Markets | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

04 Sep 08

406
(33,808)

21.

Incl. Electronic Paper

Countries versus Industries in Emerging Markets: A Normative Portfolio Approach | View 2 Versions | Show Abstracts | Hide Abstracts|
- Working Paper
- EFMA 2004 Basel Meetings Paper

Estrada, Javier

IESE Business School

Windham Capital Management

Page, Sebastien

State Street Associates

Posted:
10 Apr 04
Last Revised:
19 May 04

369
(38,059)

22.

Mean-Semivariance Behavior: An Alternative Model of Behavior | Show Abstract | Download |
IESE Working Paper No. D/492
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

19 Sep 01

362
(38,923)

23.

The Enhanced Risk Premium Factor Model & Expected Returns | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

08 Nov 12

348
(40,889)

24.

Random Walks and the Temporal Dimension of Risk | Show Abstract | Download |
Working Paper 97-24 Departamento de Economia de la Empresa
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

12 May 97

347
(41,027)

25.

Investing in the 21st Century: With Occam's Razor and Bogle's Wit | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

02 Jul 06

330
(43,562)

26.

Hilton Hotels, Corp. | Show Abstract | Download |
CASE

Estrada, Javier

IESE Business School

Posted:

01 Aug 02

330
(43,562)

27.

Incl. Electronic Paper

Black Swans, Beta, Risk, and Return | View 2 Versions | Show Abstracts | Hide Abstracts|
- Journal of Applied Finance, Fall/Winter 2012, Volume 22, No.2
- Working Paper

Estrada, Javier

IESE Business School

Vargas Magallón, María

University of Zaragoza

Posted:
16 Oct 10
Last Revised:
07 Sep 12

286
(51,516)

28.

Investing in Emerging Markets: A Black Swan Perspective | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

29 Nov 08

256
(58,329)

29.

Stocks, Bonds, Risk, and the Holding Period: An International Perspective | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

12 Dec 11

248
(60,404)

30.

The Fed Model: A Note | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

10 Nov 05

247
(60,654)

31.

The Glidepath Illusion: An International Perspective | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

22 Feb 13

243
(61,686)

32.

Are Stocks Riskier than Bonds? Not If You Assess Risk Like Warren Buffett | Show Abstract | Download |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

21 Jul 12

197
(76,712)

33.

Countries versus Industries in Europe: A Normative Portfolio Approach | Show Abstract | Download |

Working Paper Series

Estrada, Javier

IESE Business School

Windham Capital Management

Page, Sebastien

State Street Associates

State Street Associates

Posted:

23 Feb 05

190
(79,484)

34.

Geometric Mean Maximization: Expected, Observed, and Simulated Performance | Show Abstract | Download |
Working Paper Series

De Santiago, Rafael

University of Navarra - IESE Business School

Estrada, Javier

IESE Business School

Posted:

04 Aug 11

73
(166,936)

35.

Discount Rates in Emerging Markets: Four Models and an Application | Show Abstract | Download |
Journal of Applied Corporate Finance, Vol. 19, Issue 2, pp. 72-77, Spring 2007
Accepted Paper Series

Estrada, Javier

IESE Business School

Posted:

26 Oct 07

25
(260,621)

36.

Downside Risk in Practice | Show Abstract | Download |
Journal of Applied Corporate Finance, Vol. 18, No. 1, pp. 117-125, Winter 2006
Accepted Paper Series

Estrada, Javier

IESE Business School

Posted:

16 Nov 06

19
(281,343)

37.

The Three‐Factor Model: A Practitioner's Guide | Show Abstract | Download |
Journal of Applied Corporate Finance, Vol. 23, Issue 2, pp. 77-84, 2011
Accepted Paper Series

Estrada, Javier

IESE Business School

Posted:

12 Jul 11

3
(334,125)

38.

Blinded by Growth | Show Abstract | Download |
Journal of Applied Corporate Finance, Vol. 24, Issue 3, pp. 19-25, 2012
Accepted Paper Series

Estrada, Javier

IESE Business School

Posted:

13 Oct 12

0
(352,871)

39.

Project Evaluation in Emerging Markets: Exxon Mobil, Oil, and Argentina (IESE Case F-803-E) | Show Abstract |
Working Paper Series

Estrada, Javier

IESE Business School

Posted:

12 Oct 09

40.

Mean-Semivariance Behavior: A Note | Show Abstract |
Finance Letters, Vol. 1, No. 1, 2003
Accepted Paper Series

Estrada, Javier

IESE Business School

Posted:

06 Jun 03

41.

Insider Trading: Regulation, Deregulation, And Taxation | Show Abstract |
THE SWISS REVIEW OF BUSINESS LAW, May 1994, 209
Accepted Paper Series

Estrada, Javier

IESE Business School

Posted:

27 Oct 99

42.

A (Very) Brief Introduction to Shazam | Show Abstract |
CASE

Estrada, Javier

IESE Business School

Posted:

26 Feb 99

43.

Stock Pricing: Coca-Cola | Show Abstract |
CASE

Estrada, Javier

IESE Business School

Posted:

26 Feb 99

44.

Empirical Evidence on the Impact of European Insider Trading Regulations | Show Abstract |
Working Paper Series

Estrada, Javier

IESE Business School

Peña, Juan Ignacio

Universidad Carlos III de Madrid - Department of Business Administration

Posted:

13 Jul 98

45.

The Distribution of Sentences in Tax-Related Cases: Explaining Success Rates | Show Abstract |
Working Paper Series

Estrada, Javier

IESE Business School

Universidad Carlos III de Madrid - Department of Economics

Posted:

18 Jul 97

46.

Incl. Electronic Paper

Insider Trading: Regulation, Securities Markets, and Welfare Under Risk Aversion | View 2 Versions | Show Abstracts | Hide Abstracts|
- THE QUARTERLY REVIEW OF ECONOMICS AND FINANCE, Vol. 35 No. 4, Winter 1995
- Working Paper 95-09-05

Estrada, Javier

IESE Business School

Posted:
18 May 95
Last Revised:
10 Feb 98

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