Publications in collaboration with researchers from Banco de España (3)

2016

  1. Multivariate moments expansion density: Application of the dynamic equicorrelation model

    Journal of Banking and Finance, Vol. 72, pp. S216-S232

  2. Multivariate moments expansion density: application of the dynamic equicorrelation model

    Documentos de trabajo - Banco de España

2015

  1. Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation

    Documentos de trabajo - Banco de España