Pablo Castaneda

Universidad Adolfo Ibanez

Assistant Professor of Finance

Av Diagonal Las Torres 2700

Office 516C

Penalolen, Penalolen 7941169

Chile

http://www.uai.cl/docentes/pablo-castaneda-navarrete

SCHOLARLY PAPERS

8

DOWNLOADS

831

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

Portfolio Choice, Minimum Return Guarantees, and Competition in DC Pension Systems

Number of pages: 21 Posted: 16 May 2009
Pablo Castaneda and Heinz P. Rudolph
Universidad Adolfo Ibanez and The World Bank
Downloads 186 (229,101)
Citation 1

Abstract:

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DC pension system, performance constraints, portfolio selection, strategic interactions

2.

Microfounding the Fama-MacBeth Regression

Number of pages: 59 Posted: 13 Aug 2019 Last Revised: 10 May 2021
Pablo Castaneda and Jorge Sabat
Universidad Adolfo Ibanez and Universidad Diego Portales
Downloads 144 (283,455)

Abstract:

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Factor Models, Rational, Behavioral, Asset Pricing

3.

The Going Public Decision and the Structure of Equity Markets

Journal of International Money and Finance, Vol. 30, No. 7, 2011
Number of pages: 42 Posted: 19 Mar 2010 Last Revised: 12 Nov 2014
Alfonso A. Astudillo, Matías Braun and Pablo Castaneda
World Bank - Development Research Group (DECRG), ESE Business School, Universidad de los Andes and Universidad Adolfo Ibanez
Downloads 140 (289,796)
Citation 2

Abstract:

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Financial Development, Composition of Equity Markets, International Financial Markets

4.

Long Term Risk Assessment in a Defined Contribution Pension System

Number of pages: 31 Posted: 30 May 2007
Pablo Castaneda
Universidad Adolfo Ibanez
Downloads 133 (301,514)
Citation 1

Abstract:

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Dynamic convex risk measure, Pension system, Portfolio selection

5.

On the Structural Estimation of an Optimal Portfolio Rule

Finance Research Letters, Forthcoming
Number of pages: 17 Posted: 06 Jan 2016
Pablo Castaneda and Benjamín Devoto D'Ardaillon
Universidad Adolfo Ibanez and Banco Itaú
Downloads 76 (434,788)

Abstract:

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Benchmark portfolio, Portfolio choice, Relative performance concerns

6.

On the Optimal Portfolio Policy for the Unemployment Insurance Funds in Chile

Number of pages: 18 Posted: 16 May 2009
Pablo Castaneda
Universidad Adolfo Ibanez
Downloads 64 (475,919)

Abstract:

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Individual accounts, martingale methods, portfolio choice, solidarity fund, Unemployment Insurance

7.

Portfolio Choice and Benchmarking: The Case of the Unemployment Insurance Fund in Chile

Number of pages: 25 Posted: 28 May 2009 Last Revised: 18 Nov 2010
Pablo Castaneda
Universidad Adolfo Ibanez
Downloads 51 (528,874)
Citation 2

Abstract:

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Benchmark portfolio, Individual accounts, Portfolio choice, Unemployment Insurance

8.

Upgrading Investment Regulations in Second Pillar Pension Systems: A Proposal for Colombia

World Bank Policy Research Working Paper No. 5775
Number of pages: 52 Posted: 20 Apr 2016
Pablo Castaneda and Heinz P. Rudolph
Universidad Adolfo Ibanez and The World Bank
Downloads 37 (598,667)

Abstract:

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Debt Markets, Emerging Markets, Financial Literacy, Mutual Funds, Investment and Investment Climate