Category Archives: Pub

The relationship between risk and expected return in Europe

León, A., J, Nave and G. Rubio
Journal of Banking and Finance – 2007

Monday January 7th, 2019Pub, PubFac, PubfacLeonA, Pubfield, Pubyear2007By coralio

Modeling the euro overnight rate

Benito, F., A. León and J. Nave
Journal of Empirical Finance – 2007

Monday January 7th, 2019Pub, PubFac, PubfacLeonA, Pubfield, Pubyear2007By coralio

One-sided performance measures under Gram-Charlier distributions

León, A., and M. Moreno
Journal
of Banking and Finance – 2017

Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2017By coralio

A simulation-based algorithm for American executive stock option valuation

León A., and A. Vaello
Finance Research Letters – 2010

Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2010By coralio

American GARCH employee stock option valuation

León, A., and A. Vaello
Journal of Banking and Finance – 2009

Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, Pubyear2009By coralio

Parametric properties of semi-nonparametric distribution, with application to option valuation

León, A., J. Mencía and E. Sentana
Journal of Business and Economic Statistics – 2009

Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, Pubyear2009By coralio

Screening rules and portfolio performance

León, A., L. Navarro, and B. Nieto.
The
North American Journal of Economics and Finance, – 2018

Wednesday October 10th, 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2018By coralio

Upstream incentives to encourage downstream competition in a vertically separated industry

López Cuñat, Javier M. and J. Sandonís
The Singapore Economic Review – 2018

Monday July 2nd, 2018Pub, PubFac, PubFacLopezJ, PubFacSandonisJ, PubfacSelected, PubfacSelectedLopezJ, PubfacSelectedSandonisJ, PubFeatured, Pubfield, PubfieldFeatured, PubfieldFeaturedIO, PubfieldIO, PubSelected, Pubyear2018By coralio

Social Risk and the Dimensionality of Intentions

Butler J.V. and J.B.Miller
Management Science – 2017

Monday July 2nd, 2018Pub, PubFac, PubfacMillerJ, PubfacSelected, PubfacSelectedMillerJ, Pubfield, PubfieldExperimental, PubSelected, Pubyear2017By coralio

Surprised by the Gambler’s and Hot Hand Fallacies? A Truth in the Law of Small Numbers

Miller J.B. and A. Sanjurjo
Econometrica – 2018

Monday July 2nd, 2018Pub, PubFac, PubfacMillerJ, PubfacSanjurjoA, PubfacSelected, PubfacSelectedMillerJ, PubfacSelectedSanjurjoA, PubFeatured, Pubfield, PubfieldExperimental, PubfieldTheory, PubSelected, Pubyear2018By coralio