Javier Perote
Names
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Javier |
| last: |
Perote |
Identifer
Contact
Affiliations
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Universidad de Salamanca
/ Facultad de Economía y Empresa
/ Departamento de Economía e Historia Económica
Research profile
author of:
- Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation (RePEc:bde:wpaper:1520)
by Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote - Multivariate moments expansion density: application of the dynamic equicorrelation model (RePEc:bde:wpaper:1602)
by Trino-Manuel Ñíguez & Javier Perote - Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience (RePEc:bla:jbfnac:v:30:y:2003:i:5-6:p:715-747)
by Esther B. Del Brio & Javier Perote & Julio Pindado - Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions (RePEc:bla:obuest:v:74:y:2012:i:4:p:600-627)
by Trino-Manuel Ñíguez & Javier Perote - Within‐Team Competition In The Minimum Effort Coordination Game (RePEc:bla:pacecr:v:11:y:2006:i:2:p:247-266)
by Enrique Fatas & Tibor Neugebauer & Javier Perote - Prudential regulation and bank solvency based on flexible distributions: An example for evaluating the impact of monetary policy (RePEc:bla:worlde:v:46:y:2023:i:9:p:2780-2807)
by Juan F. Rendón & Lina M. Cortés & Javier Perote - The Impossibility of Strategy-Proof Clustering (RePEc:cea:doctra:e2003_08)
by Javier Perote Peña & Juan Perote Peña - A Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility (RePEc:cea:doctra:e2003_10)
by Javier Perote Peña & Juan Perote Peña - Strategy-Proof Estimators for Simple Regression (RePEc:cea:doctra:e2003_14)
by Javier Perote Peña & Juan Perote Peña - Forecasting the density of asset returns (RePEc:cep:stiecm:479)
by Trino-Manuel Niguez & Javier Perote - Moral hazard index for credit risk to SMEs (RePEc:cii:cepiie:2022-q3-172-22)
by José A. Castillo & Andrés Mora-Valencia & Javier Perote - The productivity of top researchers: A semi-nonparametric approach (RePEc:col:000122:014437)
by Lina M. Cortés & Javier Perote & Andrés Mora-Valencia - Measuring firm size distribution with semi-nonparametric densities (RePEc:col:000122:015300)
by Lina Cortés & Andrés Mora-Valencia & Javier Perote - Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach (RePEc:col:000122:015923)
by Lina M. Cortés & Javier Perote & Andrés Mora-Valencia - Firm size and concentration inequality: A flexible extension of Gibrat’s law (RePEc:col:000122:017205)
by Lina Cortés & Juan M. Lozada & Javier Perote - Uncertainty in Electricity Markets from a seminonparametric Approach (RePEc:col:000122:017304)
by Alfredo Trespalacios & Lina M. Cortés & Javier Perote - Modeling the electricity spot price with switching regime semi-nonparametric distributions (RePEc:col:000122:017618)
by Alfredo Trespalacios & Lina M. Cortés & Javier Perote - Firm size and economic concentration: An analysis from lognormal expansion (RePEc:col:000122:018185)
by Lina Cortés & Juan M. Lozada & Javier Perote - Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts (RePEc:col:000122:018186)
by Alfredo Trespalacios & Lina M. Cortés & Javier Perote - Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions (RePEc:col:000122:019593)
by Lina M Cortés & Juan F. Rendón & Javier Perote - Forecasting Market Crashes: Does Density Specification Matter? (RePEc:eaa:aeinde:v:8:y:2008:i:1_4)
by BRIO, Esther B. & PEROTE, Javier - The impossibility of strategy-proof clustering (RePEc:ebl:ecbull:eb-02d70012)
by Juan Perote-Peña & Javier Perote - Financial contagion drivers during recent global crises (RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042)
by Pineda, Julián & Cortés, Lina M. & Perote, Javier - Moments expansion densities for quantifying financial risk (RePEc:eee:ecofin:v:42:y:2017:i:c:p:53-69)
by Ñíguez, Trino-Manuel & Perote, Javier - Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach (RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301980)
by Cortés, Lina M. & Mora-Valencia, Andrés & Perote, Javier - On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty (RePEc:eee:ecolet:v:115:y:2012:i:2:p:244-248)
by Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David & Perote, Javier - The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach (RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522000787)
by de la Horra, Luis P. & Perote, Javier & de la Fuente, Gabriel - VaR performance during the subprime and sovereign debt crises: An application to emerging markets (RePEc:eee:ememar:v:20:y:2014:i:c:p:23-41)
by Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier - The kidnapping of Europe: High-order moments' transmission between developed and emerging markets (RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115)
by Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier - Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model (RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596)
by Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier - Uncertainty in electricity markets from a semi-nonparametric approach (RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306780)
by Trespalacios, Alfredo & Cortés, Lina M. & Perote, Javier - The drivers of Bitcoin demand: A short and long-run analysis (RePEc:eee:finana:v:62:y:2019:i:c:p:21-34)
by de la Horra, Luis P. & de la Fuente, Gabriel & Perote, Javier - Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall (RePEc:eee:finana:v:70:y:2020:i:c:s1057521917301801)
by Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier - Moral hazard and default risk of SMEs with collateralized loans (RePEc:eee:finlet:v:26:y:2018:i:c:p:95-99)
by Castillo, José A. & Mora-Valencia, Andrés & Perote, Javier - Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003294)
by Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier - How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis (RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000120)
by Perote, Javier & Vicente-Lorente, José D. & Zuñiga-Vicente, Jose Angel - Gram–Charlier densities: Maximum likelihood versus the method of moments (RePEc:eee:insuma:v:51:y:2012:i:3:p:531-537)
by Del Brio, Esther B. & Perote, Javier - Moral hazard index for credit risk to SMEs (RePEc:eee:inteco:v:172:y:2022:i:c:p:311-323)
by Castillo, José A. & Mora-Valencia, Andrés & Perote, Javier - Multivariate semi-nonparametric distributions with dynamic conditional correlations (RePEc:eee:intfor:v:27:y::i:2:p:347-364)
by Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier - Multivariate semi-nonparametric distributions with dynamic conditional correlations (RePEc:eee:intfor:v:27:y:2011:i:2:p:347-364)
by Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier - Multivariate moments expansion density: Application of the dynamic equicorrelation model (RePEc:eee:jbfina:v:72:y:2016:i:s:p:s216-s232)
by Ñíguez, Trino-Manuel & Perote, Javier - Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments (RePEc:eee:joepsy:v:30:y:2009:i:1:p:52-60)
by Neugebauer, Tibor & Perote, Javier & Schmidt, Ulrich & Loos, Malte - Strategy-proof estimators for simple regression (RePEc:eee:matsoc:v:47:y:2004:i:2:p:153-176)
by Perote, Javier & Perote-Pena, Juan - Semi-nonparametric VaR forecasts for hedge funds during the recent crisis (RePEc:eee:phsmap:v:401:y:2014:i:c:p:330-343)
by Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier - Measuring firm size distribution with semi-nonparametric densities (RePEc:eee:phsmap:v:485:y:2017:i:c:p:35-47)
by Cortés, Lina M. & Mora-Valencia, Andrés & Perote, Javier - Market-crash forecasting based on the dynamics of the alpha-stable distribution (RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304532)
by Molina-Muñoz, Jesús & Mora-Valencia, Andrés & Perote, Javier - An investigation of insider trading profits in the Spanish stock market (RePEc:eee:quaeco:v:42:y:2002:i:1:p:73-94)
by Del Brio, Esther B. & Miguel, Alberto & Perote, Javier - Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty (RePEc:eee:reveco:v:75:y:2021:i:c:p:609-624)
by de la Horra, Luis P. & Perote, Javier & de la Fuente, Gabriel - Semi-nonparametric risk assessment with cryptocurrencies (RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001884)
by Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier - Forecasting the density of asset returns (RePEc:ehl:lserod:6845)
by Niguez, Trino-Manuel & Perote, Javier - Strategy-Proof Estimators for Simple Regression (RePEc:ekd:003307:330700120)
by PEROTE-PEÑA Javier & PEROTE-PEÑA Juan - Strategic behavior in regressions: an experimental (RePEc:fda:fdaddt:2012-07)
by Javier Perote & Juan Perote-Peña & Marc Vorsatz - A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets (RePEc:gam:jeners:v:13:y:2020:i:11:p:2805-:d:366071)
by Daniel Velásquez-Gaviria & Andrés Mora-Valencia & Javier Perote - Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts (RePEc:gam:jeners:v:14:y:2021:i:11:p:3345-:d:570264)
by Alfredo Trespalacios & Lina M. Cortés & Javier Perote - Real Options Volatility Surface for Valuing Renewable Energy Projects (RePEc:gam:jeners:v:17:y:2024:i:5:p:1225-:d:1350871)
by Rosa-Isabel González-Muñoz & Jesús Molina-Muñoz & Andrés Mora-Valencia & Javier Perote - Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies (RePEc:gam:jmathe:v:8:y:2020:i:12:p:2110-:d:451220)
by Inés Jiménez & Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote - Efficiency and Sustainability in Teamwork: The Role of Entry Costs (RePEc:gam:jsusta:v:10:y:2018:i:7:p:2334-:d:156422)
by Carlos E. Jijena Michel & Javier Perote & José D. Vicente-Lorente - Determinants of the Public Debt in the Eurozone and Its Sustainability Amid the Covid-19 Pandemic (RePEc:gam:jsusta:v:12:y:2020:i:16:p:6456-:d:397280)
by Hernán Ricardo Briceño & Javier Perote - What Enhances Insider Trading Profitability? (RePEc:kap:atlecj:v:35:y:2007:i:2:p:173-188)
by Esther Brio & Javier Perote - Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback (RePEc:kap:expeco:v:11:y:2008:i:2:p:190-202)
by Tibor Neugebauer & Javier Perote - Positive Definiteness of Multivariate Densities Based on Hermite Polynomials (RePEc:kap:iaecre:v:12:y:2006:i:3:p:425-425:10.1007/s11294-006-9029-z)
by Javier Perote & Esther Brío - Strategic behavior in regressions: an experimental study (RePEc:kap:theord:v:79:y:2015:i:3:p:517-546)
by Javier Perote & Juan Perote-Peña & Marc Vorsatz - Unknown item RePEc:kie:kieliw:1376 (paper)
- Higher-order moments in the theory of diversification and portfolio composition (RePEc:lan:wpaper:18297128)
by Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote - On the stability of the CRRA utility under high degrees of uncertainty (RePEc:lan:wpaper:615773)
by T M Niguez & I Paya & D Peel & J Perote - The Return Performance of Cubic Market Model: An Application to Emerging Markets (RePEc:mes:emfitr:v:53:y:2017:i:10:p:2233-2241)
by Andrés Mora-Valencia & Javier Perote & José Elías Tobar Arias - Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies (RePEc:pal:risman:v:24:y:2022:i:1:d:10.1057_s41283-021-00084-5)
by Inés Jiménez & Andrés Mora-Valencia & Javier Perote - The Lazarillo’s game: Sharing resources with asymmetric conditions (RePEc:plo:pone00:0180421)
by Juan A Lacomba & Francisco Lagos & Javier Perote - Firm size and economic concentration: An analysis from a lognormal expansion (RePEc:plo:pone00:0254487)
by Lina M Cortés & Juan M Lozada & Javier Perote - Multivariate Gram-Charlier Densities (RePEc:pra:mprapa:29073)
by Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier - Multivariate approximations to portfolio return distribution (RePEc:spr:comaot:v:23:y:2017:i:3:d:10.1007_s10588-016-9231-3)
by Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote - Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect (RePEc:spr:csrchp:978-3-319-70007-6_10)
by Esther B. Brio & Javier Perote & Alberto Miguel & Gerardo Gómez - Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management (RePEc:spr:epolit:v:33:y:2016:i:3:d:10.1007_s40888-016-0036-0)
by Esther B. Brio & Ilidio Lopes-e-Silva & Javier Perote - Classroom Experiments: A Useful Tool for Learning about Economic and Entrepreneurial Decisions (RePEc:spr:innchp:978-3-319-24657-4_1)
by Javier Perote & José David Vicente-Lorente & José Ángel Zúñiga-Vicente - The productivity of top researchers: a semi-nonparametric approach (RePEc:spr:scient:v:109:y:2016:i:2:d:10.1007_s11192-016-2072-5)
by Lina M. Cortés & Andrés Mora-Valencia & Javier Perote - The multivariate Edgeworth-Sargan density (RePEc:spr:specre:v:6:y:2004:i:1:p:77-96)
by Javier Perote - Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions (RePEc:spr:sprchp:978-3-030-78965-7_52)
by Jesus-Enrique Molina & Andres Mora-Valencia & Javier Perote - The demand for Divisia money in the United States: evidence from the CFS Divisia M3 aggregate (RePEc:taf:apeclt:v:27:y:2020:i:1:p:41-45)
by Gabriel De La Fuente & Luis P. De La Horra & Javier Perote - Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications (RePEc:taf:eurjfi:v:25:y:2019:i:17:p:1746-1764)
by Esther B. Del Brio & Andrés Mora-Valencia & Javier Perote - Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's t (RePEc:taf:eurjfi:v:6:y:2000:i:2:p:225-239)
by Ignacio Mauleon & Javier Perote - Flexible distribution functions, higher-order preferences and optimal portfolio allocation (RePEc:taf:quantf:v:19:y:2019:i:4:p:699-703)
by Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote - Gram-Charlier densities: a multivariate approach (RePEc:taf:quantf:v:9:y:2009:i:7:p:855-868)
by Esther B. Del Brio & Trino-Manuel Niguez & Javier Perote - Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns (RePEc:taf:uteexx:v:67:y:2022:i:3:p:218-233)
by Bernardo León-Camacho & Andrés Mora-Valencia & Javier Perote - Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures (RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4163-4189)
by Enrique Molina‐Muñoz & Andrés Mora‐Valencia & Javier Perote - Within-Team Competition in the Minimum Effort Coordination Game (RePEc:wpa:wuwpex:0503006)
by Enrique Fatas & Tibor Neugebauer & Javier Perote - Theory And Misbehavior Of First-Price Auctions: The Importance Of Information Feedback In Experimental Markets (RePEc:wpa:wuwpex:0503008)
by Tibor Neugebauer & Javier Perote - Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments (RePEc:wpa:wuwpex:0503009)
by Tibor Neugebauer & Javier Perote & Ulrich Schmidt & Malte Loos - Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments (RePEc:zbw:ifwkwp:1376)
by Neugebauer, Tibor & Perote, Javier & Schmidt, Ulrich & Loos, Malte