Search Results

Understanding Portfolio Efficiency with Conditioning Information,
Francisco Peñaranda, from Financial Markets Group (2009)

Registered author: Francisco Peñaranda

ON THE IMPACT OF FUNDAMENTALS, LIQUIDITY, AND COORDINATION ON MARKET STABILITY,
Jon Danielsson and Francisco Peñaranda, in International Economic Review (2011)

On the impact of fundamentals, liquidity and coordination on market stability,
Jon Danielsson and Francisco Penaranda, from London School of Economics and Political Science, LSE Library (2007)

On the drivers of commodity co-movement: evidence from biofuels,
Francisco Peñaranda and Augusto Micola, from London School of Economics and Political Science, LSE Library (2011)
Keywords: biofuels; commodities; co-movement; ethanol; oil; structural breaks

A Unifying Approach to the Empirical Evaluation of Asset Pricing Models,
Francisco Peñaranda and Enrique Sentana, in The Review of Economics and Statistics (2015)
Keywords: regression, SDF, normalizations, linear factor, pricing models, GMM procedures, excess returns, gross returns, asymptotic approximations

Portfolio management with big data,
Francisco Penaranda and Enrique Sentana, from C.E.P.R. Discussion Papers (2024)
Keywords: Machine learning; Mean-variance analysis; Stochastic discount factors

Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach,
Francisco Peñaranda and Enrique Sentana, in Journal of Econometrics (2012)
Keywords: Asset pricing; Continuously updated GMM; Generalised empirical likelihood; Generalised inverse; Representing portfolios; Singular covariance matrix;

Duality in mean-variance frontiers with conditioning information,
Francisco Peñaranda and Enrique Sentana, in Journal of Empirical Finance (2016)
Keywords: Asset pricing; Conditional moment restrictions; Dynamic portfolio strategies; Representing portfolios; Sieve minimum distance; Stochastic discount factors;

Targets, Predictability, and Performance,
Francisco Peñaranda and Liuren Wu, in Management Science (2022)
Keywords: market timing, return targeting, risk targeting, Sharpe ratio, information ratio

On the impact of fundamentals, liquidity and coordination on market stability,
Francisco Peñaranda and Jon Danielsson, from Department of Economics and Business, Universitat Pompeu Fabra (2010)
Keywords: global games, efficient method of moments, carry trades, tail risk, strategic behavior, financial crises

Duality in mean-variance frontiers with conditioning information,
Francisco Peñaranda and Enrique Sentana, from Department of Economics and Business, Universitat Pompeu Fabra (2007)
Keywords: Asset Pricing, Dynamic Portfolio Strategies, Representing portfolios, Stochastic Discount Factors

Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach,
Francisco Peñaranda and Enrique Sentana, from Department of Economics and Business, Universitat Pompeu Fabra (2010)
Keywords: Asset Pricing, Continuously Updated GMM, Generalised Empirical Likelihood, Generalised Inverse, Representing Portfolios, Singular Covariance Matrix

A unifying approach to the empirical evaluation of asset pricing models,
Francisco Peñaranda and Enrique Sentana, from Department of Economics and Business, Universitat Pompeu Fabra (2010)
Keywords: CU-GMM, Factor pricing models, Forward premium puzzle, Generalised Empirical Likelihood, Stochastic discount factor.

Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach,
Francisco Peñaranda and Enrique Sentana, from CEMFI (2004)

Duality in Mean-Variance Frontiers with Conditioning Information,
Francisco Peñaranda and Enrique Sentana, from CEMFI (2007)

A Unifying Approach to the Empirical Evaluation of Asset Pricing Models,
Francisco Peñaranda and Enrique Sentana, from CEMFI (2010)

Portfolio management with big data,
Francisco Peñaranda and Enrique Sentana, from CEMFI (2024)
Keywords: Conditioning information, intertemporal portfolio decisions, machine learning, mean-variance analysis, stochastic discount factors.

A Unifying Approach to the Empirical Evaluation of Asset Pricing Models,
Francisco Peñaranda and Enrique Sentana, from Barcelona School of Economics (2010)
Keywords: CU-GMM, Factor pricing models, Forward premium puzzle, Generalised Empirical Likelihood, Stochastic discount factor

Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach,
Enrique Sentana and Francisco Peñaranda, from Financial Markets Group (2004)

On the Impact of Fundamentals, Liquidity and Coordination on Market Stability,
Francisco Peñaranda and Jon Danielsson, from Financial Markets Group (2007)

Empirical Evaluation of Overspecified Asset Pricing Models,
Enrique Sentana, Elena Manresa and Francisco Penaranda, from C.E.P.R. Discussion Papers (2017)
Keywords: Factor pricing models; Set estimation; Stochastic discount factor; Underidentification tests; Continuously updated gmm

Empirical evaluation of overspecified asset pricing models,
Elena Manresa, Francisco Peñaranda and Enrique Sentana, in Journal of Financial Economics (2023)
Keywords: Continuously updated GMM; Factor pricing models; Set estimation; Stochastic discount factor; Underidentification tests;

On the drivers of commodity co-movement: Evidence from biofuels,
Francisco Peñaranda and Augusto Rupérez-Micola, from Department of Economics and Business, Universitat Pompeu Fabra (2011)
Keywords: biofuels, commodities, co-movement, ethanol, oil, structural breaks

Empirical Evaluation of Overspecified Asset Pricing Models,
Elena Manresa, Francisco Peñaranda and Enrique Sentana, from CEMFI (2017)
Keywords: Continuously updated GMM, factor pricing models, set estimation, stochastic discount factor, underidentification tests.

On the divers of commodity co-movement: Evidence from biofuels,
Augusto Ruperez Micola and Francisco Penaranda, from Luxembourg School of Finance, University of Luxembourg (2011)
Keywords: biofuels, commodities, co-movement, ethanol, oil, structural breaks.

On the drivers of commodity co-movement: Evidence from biofuels,
Francisco Peñaranda and Augusto Rupérez Micola, from Financial Markets Group (2011)

Nonparametric Specification Testing of Conditional Asset Pricing Models,
Francisco Peñaranda, Juan M. Rodríguez-Poo and Stefan Sperlich, in Journal of Business & Economic Statistics (2022)

Effects of Cannabis Legalization on Road Safety: A Literature Review,
Francisco González-Sala, Macarena Tortosa-Pérez, María Peñaranda-Ortega and Francisco Tortosa, in IJERPH (2023)
Keywords: cannabis; marijuana; legalization; traffic accidents; road safety; systematic review

Characteristics of monographic special issues in Ibero-American psychology journals: visibility and relevance for authors and publishers,
Francisco González Sala, Julia Osca Lluch, Francisco Tortosa Gil and María Peñaranda Ortega, in Scientometrics (2017)
Keywords: Monographic issue, Special issue, Ibero-American journals, Psychology, Number of citations

El impacto de las reformas actuales sobre la distribución de ingresos en el Perú: aspectos adicionales y comentarios,
Cesar Peñaranda, from Departamento de Economía - Pontificia Universidad Católica del Perú (1974)

La protección aduanera y el crecimiento económico,
Cesar Peñaranda, from Departamento de Economía - Pontificia Universidad Católica del Perú (1972)

Anteproyecto de decreto ley de la propiedad social: comentarios y planteamientos alternativos,
Cesar Peñaranda, from Departamento de Economía - Pontificia Universidad Católica del Perú (1974)

Integración andina: dimensionamiento del mercado subregional y distribución de ingresos,
Cesar Peñaranda, from Departamento de Economía - Pontificia Universidad Católica del Perú (1976)

Transcriptome Profiling of Rabbit Parthenogenetic Blastocysts Developed under In Vivo Conditions,
Carmen Naturil-Alfonso, María dels Desamparats Saenz- de-Juano, David S Peñaranda, José S Vicente and Francisco Marco-Jiménez, in PLOS ONE (2012)

El impacto de las reformas actuales sobre la distribución de ingresos en el Perú: Aspectos adicionales,
César Peñaranda C., in Apuntes. Revista de ciencias sociales (1974)

Crecimiento, equidad y pobreza,
César A. Peñaranda C., in Apuntes. Revista de ciencias sociales (2001)

El comercio internacional de servicios profesionales: América Latina y el Caribe en la Ronda Uruguay,
César Peñaranda C., from Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL) (1990)

Transferencias fiscales y políticas públicas,
Ximena Serrudo Peñaranda, in Revista Latinoamericana de Desarrollo Economico (2008)
Keywords: transferencias fiscales; Bolivia; políticas públicas; descentralización

Minorías, acción pública de inconstitucionalidad y democracia deliberativa,
María Luisa Rodríguez Peñaranda, from Universidad Externado de Colombia, Facultad de Derecho (2005)
Keywords: minorías, acción pública de inconstitucionalidad, democracia deliberativa

Who is Who? En la Minería Boliviana,
Jaime Peñaranda Subieta, from Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana (1996)
Keywords: Minería Boliviana; barones del estaño; inversiones

Indicadores de Contaminación,
Jaime Peñaranda Subieta, from Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana (1996)
Keywords: Contaminación; centros mineros; Bolivia; agua; Instituto de Investigaciones Socio - Económicas; IISEC

Determinantes de la diversificación de exportaciones en Sudamérica: un análisis con datos de panel,
Diego Andrés Peñaranda Molina, from Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana (2021)
Keywords: Estudios Empíricos de Comercio; Modelos de Datos de Panel; Instituto de Investigaciones Socio-Económicas; IISEC

El sistema de visas en Bolivia y su impacto en el turismo,
Lily Peñaranda Ferrufino, from Universidad Privada Boliviana (2023)
Keywords: desarrollo sostenible, turismo, política migratoria, visa, Bolivia

The Effect of Commuting Costs to Employment Centers on Urban Property Values: A Spatial Analysis in Bogotá, Colombia,
Fernando Carriazo and Julian Peñaranda, from Universidad de los Andes, Facultad de Economía, CEDE (2015)
Keywords: spatial econometrics, non-parametric methods, hedonic model, commuting costs

A coevolutionary understanding of agroenvironmental change: A case-study of a rural community in Brazil,
Raquel Moreno-Peñaranda and Giorgos Kallis, in Ecological Economics (2010)
Keywords: Coevolution Evolution Organic farming Tobacco Brazil

Beneficios económicos del implante coclear para la hipoacusia sensorineural profunda,
Agusto Peñaranda and Jorge Perdomo Calvo, from University Library of Munich, Germany (2011)
Keywords: Cost-benefit analysis; hearing loss; cochlear implants; hearing aids; Colombia

Conservation Debates: People’s Perceptions and Values towards a Privately Protected Area in Southern Ecuador,
Verónica Iñiguez-Gallardo, Fabián Reyes-Bueno and Olga Peñaranda, in Land (2021)
Keywords: tropical dry forest; conservation values; perceptions; customary land uses; Ecuador

What is the state made of? Coca, roads, and the materiality of state formation in the frontier,
Isabel Peñaranda Currie, Silvia Otero-Bahamon and Simón Uribe, in World Development (2021)
Keywords: State-building; Infrastructure; Post conflict; Rebel governance; Colombia; FARC; Roads;

Analysis of the accuracy of weight loss information search engine results on the internet,
F. Modave, N.K. Shokar, E. Peñaranda and N. Nguyen, in American Journal of Public Health (2014)
Keywords: article; consumer health information; diet; exercise; health behavior; human; Internet; mass medium; search engine; statistics; weight reduction, Blogging; Consumer Health Information; Diet; Exercise; Health Behavior; Humans; Internet; Mass Media; Search Engine; Weight Loss

Experimental Urban Planning: Tensions Behind the Proliferation of Urban Laboratories in Latin America,
Sergio Montero, Ryan Anders Whitney and Isabel Peñaranda, in Planning Theory & Practice (2023)

Economic analysis of the long-term consequences of farming practices in the barley cropping area of Jordan,
David Hughes, Walter Butcher, Abdullah Jaradat and Water Penaranda, in Agricultural Systems (1995)

Diamagnetic interactions in disordered suspensions of metastable superconducting granules,
A. Peñaranda, C.E. Auguet and L. Ramırez-Piscina, in The European Physical Journal B: Condensed Matter and Complex Systems (2002)
Keywords: PACS. 41.20.Gz Magnetostatics; magnetic shielding, magnetic induction, boundary-value problems – 74.80.Bj Granular, melt-textured, and amorphous superconductors; powders,

Un nuevo sistema del derecho penal: consideraciones sobre la teoría de la imputación de Günther Jakobs,
Enrique Peñaranda Ramos, Carlos Suárez González and Manuel Cancio Meliá, from Universidad Externado de Colombia, Facultad de Derecho (1999)
Keywords: derecho penal, teoría de la imputación, Günther Jakobs

Atlas municipal de los Objetivos de Desarrollo Sostenible en Bolivia 2020,
Lykke Andersen, Stefano Canelas, Alejandra Gonzales Rocabado and Lily Peñaranda, from Universidad Privada Boliviana (2020)
Keywords: Desarrollo Sostenible, ODS, Bolivia, Municipios

Associated factors, health-related quality of life, and reported costs of chronic otitis media in adults at two otologic referral centers in a middle-income country,
Lucia C Pérez-Herrera, Daniel Peñaranda, Sergio Moreno-López, Ana M Otoya-Tono, Lorena Gutiérrez- Velasco, Juan Manuel García and Augusto Peñaranda, in PLOS ONE (2020)

Mesa Redonda sobre Propiedad Social,
Luis H. Pásara, Gerardo Cárdenas, César Peñaranda and José María Salcedo, in Apuntes. Revista de ciencias sociales (1973)

Multi-Method END Study in the Search for 'Defects' in an Aeronautical Radar Element,
Gaston Sanglier, Jose Miguel, Jose Antonio Penaranda and y Gabriel Del Ojo, in Modern Applied Science (2020)

Capacidades organizacionales requeridas en las industrias creativas del sector “hacedores del carnaval de Barranquilla”,
Carlos Fábregas-Rodado, Juan Miranda-Passo, María Londoño-Carpio and Mónica Vargas-Peñaranda, in Revista Económica (2023)
Keywords: Cultura; Economía; Organizaciones; Innovación

Collaborative Engineering Environments for Virtual Organisations,
Nicolas Penaranda Verdeza, Nathalie Galeano, David Romero, Ricardo Mejia and Arturo Molina, in International Journal of Information Technology and Management (2009)
Keywords: CEEs; collaborative engineering environments; virtual organisations; system engineering; product transfer; collaborative networks; collaboration; knowledge sharing; product development; manufacturing information; information management.

Knowledge and organizational performance in franchised restaurants in Colombia,
César-Augusto Bernal, Norbey Amaya, Alicia Gaviria-Peñaranda and Anne Marie Zwerg-Villegas, in International Journal of Emerging Markets (2020)
Keywords: Restaurant franchise, Emerging markets, Franchise, Knowledge, Multiple correspondence analysis, Resource-based view, Competitive advantage, Organizational performance

Comparison of four methods for parameter estimation of mono- and multi-junction photovoltaic devices using experimental data,
Luz Elena Peñaranda Chenche, Oscar Saul Hernandez Mendoza and Enio Pedone Bandarra Filho, in Renewable and Sustainable Energy Reviews (2018)
Keywords: Photovoltaic devices; Solar cells; Multi-junction; Mono-junction; Parameter estimation methods;

Tratamiento farmacológico de primera línea para la depresión en la población adulta (>18 anos): evaluación económica para Colombia,
María Ximena Rojas, Ludy Alexandra Parada, Adriana Bohorquez Peñaranda and María Nelcy Rodríguez Malagón, in Coyuntura Económica (2013)
Keywords: Depression [Mesh], Drug Therapy [Mesh], Cost-Benefit Analysis [Mesh]

Political economics and citizens’ engagement in Croatia: a differential analysis,
Francisco Bastida Francisco Bastida, in Public Sector Economics (2023)
Keywords: SDG16; Croatia; political economics; citizens’ engagement; trust; partisanship

Microwave calorimeter for dielectric and thermal analysis of materials,
Juan R. Sánchez, José D. Gutiérrez-Cano, Pedro J. Plaza-González, Felipe L. Penaranda-Foix and José M. Catalá-Civera, in Energy (2023)
Keywords: Thermal analysis; Dielectric properties; Thermal properties; Microwave heating; Calorimetry;

Effects of Football Training and Match-Play on Hamstring Muscle Strength and Passive Hip and Ankle Range of Motion during the Competitive Season,
Víctor Moreno-Pérez, Gil Rodas, Marcelo Peñaranda-Moraga, Álvaro López-Samanes, Daniel Romero-Rodríguez, Per Aagaard and Juan Del Coso, in IJERPH (2022)
Keywords: soccer; muscle injury; fatigue; team sport; flexibility; elite athlete

UV photonic integrated circuits for far-field structured illumination autofluorescence microscopy,
Chupao Lin, Juan Santo Domingo Peñaranda, Jolien Dendooven, Christophe Detavernier, David Schaubroeck, Nico Boon, Roel Baets and Nicolas Le Thomas, in Nature Communications (2022)

Supercurrent mediated by helical edge modes in bilayer graphene,
Prasanna Rout, Nikos Papadopoulos, Fernando Peñaranda, Kenji Watanabe, Takashi Taniguchi, Elsa Prada, Pablo San-Jose and Srijit Goswami, in Nature Communications (2024)

Effects of Eco-Organic Feed on Growth Performance, Biometric Indices, and Nutrient Retention of Gilthead Seabream ( Sparus aurata ),
Eslam Tefal, Ana Tomás-Vidal, Silvia Martínez-Llorens, Ignacio Jauralde, David Sánchez-Peñaranda and Miguel Jover-Cerdá, in Sustainability (2023)
Keywords: sustainable aquaculture; organic diets; amino acids; organic fish; organic production; fishmeal substitution

La valoración de la coyuntura económica desde la perspectiva del consumidor,
Francisco Alvira, in EKONOMIAZ. Revista vasca de Economía (1988)
Keywords: La perspectiva del consumidor, valoración económica, encuestas, psicología del consumo

Política tecnológica de las comunidades europeas,
Francisco Caballero, in EKONOMIAZ. Revista vasca de Economía (1992)
Keywords: Política tecnológica comunitaria, I+D

La evaluación en el sector público,
Francisco Alvira, in EKONOMIAZ. Revista vasca de Economía (1993)
Keywords: Evaluación de la administración pública

Instituciones, políticas públicas y desarrollo,
Francisco González, in Revista de Economía Institucional (1999)

Leoncio Martins Rodrigues, La clase obrera en el Brasil,
Zapata Francisco, in Revue Tiers Monde (1970)

Carl Solberg, Immigration and nationalism. Argentina and Chile, 1890-1914,
Zapata Francisco, in Revue Tiers Monde (1971)

L'affirmation de la bourgeoisie péruvienne comme acteur politique dans les années quatre-vingt,
Francisco Durand, in Revue Tiers Monde (1990)

Chile in Mesa-Lago's Market, Socialist, and Mixed Economies: Chile, Cuba, and Costa Rica,
Francisco León, in Annual Proceedings (2001)
Keywords: Chile, Mesa-Lagos, Market, Socialist, Mixed, Economies, Chile, Costa

Las Negociaciones Internacionales Actuales de Cuba,
Francisco León, in Annual Proceedings (2002)
Keywords: Negociaciones, Internacionales, Actuales

Innovación en gobernanza: entornos colaborativos y liderazgos relacionales,
Francisco Longo, in EKONOMIAZ. Revista vasca de Economía (2012)
Keywords: public management, innovation, leadership

Editorial,
Francisco Aranha, in RAE - Revista de Administração de Empresas (2008)

E-service em bibliotecas: geração de valor para pesquisadores por meio de cooperação indireta,
Francisco Aranha, in RAE - Revista de Administração de Empresas (2000)

Indicadores de potencial de consumo dos municípios paulistas,
Francisco Aranha, in RAE - Revista de Administração de Empresas (1998)

Business geographics for educators and researchers - 30 may 1996 proceedings,
Francisco Aranha, in RAE - Revista de Administração de Empresas (1997)

Cálculo: um curso moderno e suas aplicações,
Francisco Aranha, in RAE - Revista de Administração de Empresas (1990)

Editorial,
Francisco Aranha, in RAE - Revista de Administração de Empresas (2008)

Sistemas de informação geográfica: uma arma estratégica para o database marketing,
Francisco Aranha, in RAE - Revista de Administração de Empresas (1996)

Editorial,
Francisco Aranha, in RAE - Revista de Administração de Empresas (2008)

Editorial,
Francisco Aranha, in RAE - Revista de Administração de Empresas (2008)

Economia industrial: fundamentos teóricos e práticos no Brasil,
Francisco Alves, in RAE - Revista de Administração de Empresas (2003)

Data mining solutions: methods and tools for solving real-world problems / Data mining techniques for marketing, sales and custumer support,
Francisco Aranha, in RAE - Revista de Administração de Empresas (1999)