Publicacións nas que colabora con Javier Perote Peña (3)

2019

  1. Flexible distribution functions, higher-order preferences and optimal portfolio allocation

    Quantitative Finance, Vol. 19, Núm. 4, pp. 699-703

2015

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

    Documentos de trabajo - Banco de España

2012

  1. On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty

    Economics Letters, Vol. 115, Núm. 2, pp. 244-248