Ricardo Laborda Herrero

Centro Universitario de la Defensa de Zaragoza

Academia General Militar, Ctra. de Huesca, s/n

Zaragoza, Zaragoza 50009

Spain

SCHOLARLY PAPERS

4

DOWNLOADS

99

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Hedging Demand in Long-Term Asset Allocation With an Application to Carry Trade Strategies

Number of pages: 57 Posted: 14 Jun 2019 Last Revised: 11 Jun 2020
Ricardo Laborda Herrero and Jose Olmo
Centro Universitario de la Defensa de Zaragoza and Universidad de Zaragoza
Downloads 85 (318,263)

Abstract:

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currency carry trade, hedging demand, parametric portfolio policy rules, strategic asset allocation, state variables

Non-Alternative Collective Investment Schemes, Connectedness and Systemic Risk

Number of pages: 63 Posted: 13 Nov 2019 Last Revised: 26 Feb 2020
Ramiro Losada and Ricardo Laborda Herrero
Comision Nacional del Mercado de Valores and Centro Universitario de la Defensa de Zaragoza
Downloads 6 (686,153)

Abstract:

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connectedness, investment schemes, UCITS, securities markets, systemic risk

Non-alternative Collective Investment Schemes, Connectedness and Systemic Risk

CNMV Working Paper 71
Number of pages: 66 Posted: 28 May 2020
Ramiro Losada and Ricardo Laborda Herrero
Comision Nacional del Mercado de Valores and Centro Universitario de la Defensa de Zaragoza
Downloads 1 (736,721)

Abstract:

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Connectedness, investment schemes, UCITS, securities markets, systemic risk

3.

Why Is Investors' Mutual Fund Market Allocation Far from the Optimum?

CNMV Working Paper No. 65 (2017)
Number of pages: 42 Posted: 10 Jun 2019
Ricardo Laborda Herrero and Ramiro Losada
Centro Universitario de la Defensa de Zaragoza and Comision Nacional del Mercado de Valores
Downloads 6 (657,654)

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optimal portfolio of funds, fund characteristics, risk profile, retail, friction

4.

La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico (Non-alternative Collective Investment Schemes, Connectedness and Systemic Risk)

CNMV Working Paper No. 71
Number of pages: 72 Posted: 28 May 2020
Ramiro Losada and Ricardo Laborda Herrero
Comision Nacional del Mercado de Valores and Centro Universitario de la Defensa de Zaragoza
Downloads 1 (702,586)

Abstract:

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interconexión, inversión colectiva, UCITS, mercados de valores, riesgo sistémico