IVAN
PAYA SASTRE
CATEDRATICO/A DE UNIVERSIDAD
Trino-Manuel
Ñíguez
Publicaciones en las que colabora con Trino-Manuel Ñíguez (4)
2019
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Flexible distribution functions, higher-order preferences and optimal portfolio allocation
Quantitative Finance, Vol. 19, Núm. 4, pp. 699-703
2016
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Pure higher-order effects in the portfolio choice model
Finance Research Letters, Vol. 19, pp. 255-260
2015
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Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation
Documentos de trabajo - Banco de España
2012
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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