Martin Lozano

Independent

SCHOLARLY PAPERS

7

DOWNLOADS

880

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Econometrics of Asset Pricing: Methodological Review and Empirical Exercise

Number of pages: 115 Posted: 04 Feb 2011
Martin Lozano
Independent
Downloads 296 (129,800)

Abstract:

Loading...

Empirical Asset Pricing

2.

Portfolio Choice in the Presence of Estimation Error: A Pricing Model Filter Approach

Number of pages: 43 Posted: 06 Aug 2014
Martin Lozano
Independent
Downloads 153 (240,266)

Abstract:

Loading...

Asset allocation, asset pricing, estimation error, mean-variance model, stochastic discount factor model, diversification, out-of-sample performance

3.

Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment

BAFFI CAREFIN Centre Research Paper No. 2018-85
Number of pages: 37 Posted: 03 Aug 2018
Massimo Guidolin, Erwin Hansen and Martin Lozano
Bocconi University - Department of Finance, University of Chile - Department of Business Administration and Independent
Downloads 141 (256,650)

Abstract:

Loading...

Linear asset pricing models, Stochastic discount factor, Portfolio selection, Out-of-sample performance

4.

Financial Crisis: Imbalances, Irrationality and Regulation

Advances in Management, February 2012
Number of pages: 3 Posted: 26 Nov 2011
Martin Lozano
Independent
Downloads 112 (304,401)

Abstract:

Loading...

Financial crisis

5.

Performance of Asset Allocation Strategies in Europe: An Out-of-Sample Assessment

Number of pages: 21 Posted: 01 Aug 2014
Martin Lozano and Francisco Navarro Sanchez
Independent and Independent
Downloads 79 (380,216)

Abstract:

Loading...

asset allocation, portfolio choice, estimation error, out-of-sample performance, European portfolios

6.

Diversification: A Bittersweet Story.

Number of pages: 2 Posted: 02 Jan 2014
Martin Lozano
Independent
Downloads 74 (394,585)

Abstract:

Loading...

Diversification

7.

Business Undergraduate Programs in Mexico: A Forward Looking View

Number of pages: 5 Posted: 04 Jun 2013
Martin Lozano
Independent
Downloads 25 (606,588)

Abstract:

Loading...

Educación superior, México