Francisco Peñaranda
Names
| first: | Francisco |
| last: | Peñaranda |
Identifer
| RePEc Short-ID: | ppe491 |
Contact
| homepage: | http://www.econ.upf.edu/~penaranda/ |
Affiliations
-
Barcelona School of Economics (BSE)
/ Universitat Pompeu Fabra
/ Departament d'Economia i Empresa
/ Centre de Recerca en Economia Financera i Comptabilitat (CREFC)
- EDIRC entry
- location:
-
Barcelona School of Economics (BSE)
/ Universitat Pompeu Fabra
/ Departament d'Economia i Empresa
- EDIRC entry
- location:
-
Barcelona School of Economics (BSE)
- EDIRC entry
- location:
Research profile
author of:
- A Unifying Approach to the Empirical Evaluation of Asset Pricing Models (RePEc:cmf:wpaper:wp2010_1004)
by Francisco Peñaranda & Enrique Sentana - Evaluation of Joint Density Forecasts of Stock and Bond Returns: Predictability and Parameter Uncertainty (RePEc:fmg:fmgdps:dp458)
by Francisco Penaranda - Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach (RePEc:fmg:fmgdps:dp497)
by Enrique Sentana & Francisco Penaranda - On the Impact of Fundamentals, Liquidity and Coordination on Market Stability (RePEc:fmg:fmgdps:dp586)
by Francisco Penaranda & Jon Danielsson - Portfolio Choice Beyond the Traditional Approach (RePEc:fmg:fmgdps:dp587)
by Francisco Penaranda - Understanding Portfolio Efficiency with Conditioning Information (RePEc:fmg:fmgdps:dp626)
by Francisco Peñaranda - On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability (RePEc:ier:iecrev:v:52:y:2011:i:3:p:621-638)
by Jón Daníelsson & Francisco Peñaranda - On the impact of fundamentals, liquidity and coordination on market stability (RePEc:upf:upfgen:1003)
by Francisco Peñaranda & Jón Daníelsson - Portfolio choice beyond the traditional approach (RePEc:upf:upfgen:1026)
by Francisco Peñaranda - Duality in mean-variance frontiers with conditioning information (RePEc:upf:upfgen:1058)
by Francisco Peñaranda & Enrique Sentana - Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach (RePEc:upf:upfgen:1101)
by Francisco Peñaranda & Enrique Sentana - Understanding portfolio efficiency with conditioning information (RePEc:upf:upfgen:1146)
by Francisco Peñaranda - On the drivers of commodity co-movement: Evidence from biofuels (RePEc:upf:upfgen:1174)
by Francisco Peñaranda & Augusto Rupérez-Micola - A unifying approach to the empirical evaluation of asset pricing models (RePEc:upf:upfgen:1229)
by Francisco Peñaranda & Enrique Sentana