• A short note on "Anticipative Portfolio Optimization"  (workingPaper)

  D'Auria, Bernardo ; Salmeron Garrido, Jose Antonio

  2018-09
• Estimation of the common component in Dynamic Factor Models  (workingPaper)

  Caro Navarro, Ángela ; Peña Sánchez de Rivera, Daniel

  2018-06-15
• Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection  (workingPaper)

  Hernández Banadik, Nicolás Jorge ; Martos, Gabriel; Muñoz García, Alberto ; Moguerza, Javier M.

  2018-05-01
• Growth in Stress  (workingPaper)

  González-Rivera, Gloria; Ruiz Ortega, Esther ; Vicente Maldonado, Javier de

  2018-03-23
• Accurate Subsampling Intervals of Principal Components Factors  (workingPaper)

  Vicente Maldonado, Javier de ; Ruiz Ortega, Esther

  2017-12

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