Marcelo Gonzalez

University of Chile - School of Economics and Business

Pío Nono Nº1, Providencia

Santiago, R. Metropolitana 7520421

Chile

  • University of Chile - School of Economics and Business

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Portfolio Performance Under Reference-Day Risk

Gonzalez, M., Rodriguez, A., & Stein, R. (2017). Portfolio performance under reference-day risk. Investment Analysts Journal, 46(1), 32-43.
Posted: 24 Aug 2017
Marcelo Gonzalez, Arturo Rodriguez and Roberto Stein
University of Chile - School of Economics and Business, Universidad de Chile and University of Nebraska at Lincoln - Department of Finance

Abstract:

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estimation risk, reference-day risk, mutual funds, performance, alpha

2.

Adjusted Betas under Reference-Day Risk

Gonzalez, M., Rodriguez, A., & Stein, R. (2014). Adjusted betas under reference-day risk. The Engineering Economist, 59(1), 79-88.
Posted: 15 Jan 2013 Last Revised: 22 Aug 2017
Marcelo Gonzalez, Arturo Rodriguez and Roberto Stein
University of Chile - School of Economics and Business, Universidad de Chile and University of Nebraska at Lincoln - Department of Finance

Abstract:

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Adjusted Betas, CAPM, Reference-day risk