.
Penaranda, Francisco's
Scholarly Papers
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Aggregate Statistics
Total 614
Total Citations 8
1.
Penaranda, Francisco Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
272(53,911)
2
Mean-Variance Analysis, Background Risks, Estimation Error, Expected Utility, Multi-Period Portfolio Choice
2.
Understanding Portfolio Efficiency with Conditioning Information
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Penaranda, Francisco Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Posted:
12 Feb 09
Last Revised:
03 Jul 09
86(149,436)
1
Penaranda, Francisco Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
38
1
beta-pricing, dynamic portfolio strategies, Jensen’s alpha, mean-variance frontiers, sharpe ratios
Penaranda, Francisco Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Posted:
12 Feb 09
Last Revised:
17 Feb 09
48
1
Beta-pricing, Dynamic portfolio strategies, Jensen's alpha, Mean-variance frontiers, Sharpe ratios
3.
Penaranda, Francisco Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Rupérez Micola, Augusto Universitat Pompeu Fabra
74(163,916)
Biofuels, co-movement, ethanol, oil, structural breaks, threshold regressions
4.
Penaranda, Francisco Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Danielsson, Jon London School of Economics - Department of Accounting and Finance
67(173,456)
Carry trades, currency crises, efficient method of moments, global games
5.
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
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Penaranda, Francisco Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Sentana, Enrique Centro de Estudios Monetarios y Financieros (CEMFI)
Posted:
28 Jul 10
Last Revised:
16 Sep 11
62(180,700)
2
Penaranda, Francisco Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Sentana, Enrique Centro de Estudios Monetarios y Financieros (CEMFI)
36
2
CU-GMM, factor pricing models, forward premium puzzle, generalised empirical likelihood, stochastic discount factor
Penaranda, Francisco Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Sentana, Enrique Centro de Estudios Monetarios y Financieros (CEMFI)
21
2
CU-GMM, Factor Pricing Models, Forward Premium Puzzle, Generalized Empirical Likelihood, Stochastic Discount Factor
Penaranda, Francisco Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Sentana, Enrique Centro de Estudios Monetarios y Financieros (CEMFI)
5
2
CU-GMM, Factor pricing models, Forward premium puzzle, Generalised Empirical Likelihood, Stochastic discount factor
6.
Penaranda, Francisco Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Sentana, Enrique Centro de Estudios Monetarios y Financieros (CEMFI)
52(196,945)
1
Asset Pricing, Asymptotic Slopes, Dynamic Portfolio Strategies, GMM, Representing portfolios, Singular Covariance Matrix
7.
Penaranda, Francisco Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Sentana, Enrique Centro de Estudios Monetarios y Financieros (CEMFI)
1(343,238)
2
Asset Pricing, Dynamic Portfolio Strategies, Representing portfolios, Stochastic Discount Factors
