Gabriel Montes-Rojas

City University of London

Senior Lecturer in Economics

Northampton Square

London, EC1V OHB

United Kingdom

  • City University of London

SCHOLARLY PAPERS

8

DOWNLOADS

1,220

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (8)

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1.

Portfolio Selection in Quantile Decision Models

Number of pages: 62 Posted: 13 Dec 2019 Last Revised: 06 Aug 2020
Luciano I. de Castro, Antonio F. Galvao, Gabriel Montes-Rojas and Jose Olmo
Tippie College of Business, Michigan State University, City University of London and Universidad de Zaragoza
Downloads 306 (154,096)
Citation 4

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Optimal asset allocation, Expected Utility, Quantile Utility, Portfolio Theory, Risk Attitude

2.

Mutual Fund Flows, Monetary Policy and Financial Stability

Number of pages: 57 Posted: 25 Jun 2016
Ayelen Banegas, Gabriel Montes-Rojas and Lucas Siga
Board of Governors of the Federal Reserve System, City University of London and Department of Economics, University of Essex
Downloads 285 (165,957)
Citation 2

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Mutual fund flows, monetary policy, first-mover advantage

3.

Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis

Number of pages: 41 Posted: 23 Oct 2010 Last Revised: 04 Jul 2011
Antonio F. Galvao, Gabriel Montes-Rojas and Tommaso Gabrieli
Michigan State University, City University of London and University of Reading - Henley Business School
Downloads 170 (269,530)
Citation 2

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4.

Tests of Asset Pricing with Time-Varying Factor Loads

Number of pages: 36 Posted: 20 Mar 2016 Last Revised: 04 Nov 2017
Antonio F. Galvao, Gabriel Montes-Rojas and Jose Olmo
Michigan State University, City University of London and Universidad de Zaragoza
Downloads 152 (295,913)

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Asset pricing theories, realized measures, slope homogeneity tests, stochastic discount factor, two-pass regressions.

5.

Elicitation of Elasticity of Intertemporal Substitution, Risk and Time Preferences

Downloads 120 (300,805)

Elicitation of Elasticity of Intertemporal Substitution, Risk and Time Preferences

Number of pages: 38 Posted: 11 Nov 2020 Last Revised: 14 Jul 2022
Luciano I. de Castro, Antonio F. Galvao, Gabriel Montes-Rojas and Jose Olmo
Tippie College of Business, Michigan State University, City University of London and Universidad de Zaragoza
Downloads 120 (356,688)

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Quantile Preference, Risk Attitude, Elasticity of Intertemporal Substitution, Discount Factor, Experiment

6.

Quantile Continuous Treatment Effects

Number of pages: 57 Posted: 25 Sep 2017
Javier Alejo, Antonio F. Galvao and Gabriel Montes-Rojas
Universidad Nacional de Mar del Plata, Michigan State University and City University of London
Downloads 106 (387,488)

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Continuous treatment; quantile treatment effects; quantile regression

7.

Experiments on Portfolio Selection: A Comparison between Quantile Preferences and Expected Utility Decision Models

Number of pages: 77 Posted: 11 May 2021
Luciano I. de Castro, Antonio F. Galvao, Jeong Yeol Kim, Gabriel Montes-Rojas and Jose Olmo
Tippie College of Business, Michigan State University, University of Arizona, City University of London and Universidad de Zaragoza
Downloads 81 (459,831)
Citation 1

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8.

Regulation and Moonlighting of Public Health Professionals: Evidence from Indonesia

Posted: 10 Mar 2015 Last Revised: 08 Feb 2023
Gabriel Montes-Rojas and Sarmistha Pal
City University of London and University of Surrey

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Dual practice of health professionals, Ministry of health regulation, Moonlighting, Private gain, Fuzzy regression discontinuity, Indonesia