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Screening rules and portfolio performance
León, A., L. Navarro, and B. Nieto.
The
North American Journal of Economics and Finance, – 2018
One-sided performance measures under Gram-Charlier distributions
León, A., and M. Moreno
Journal
of Banking and Finance – 2017
Does Stock Return Predictability Affect ESO Fair Value?”.
Carmona, J., A. Leon and A. Vaello-Sebastia
European Journal of Operational Research – 2012
New measures of monetary policy surprises and jumps in interest rates
Leon, A. and S. Sebestyén
Journal of Banking & Finance – 2012
A simulation-based algorithm for American executive stock option valuation
León A., and A. Vaello
Finance Research Letters – 2010
American GARCH employee stock option valuation
León, A., and A. Vaello
Journal of Banking and Finance – 2009
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
Investment option under CIR interest rates
Carmona, J., and A. León
Finance Research Letters – 2007
Modeling the euro overnight rate
Benito, F., A. León and J. Nave
Journal of Empirical Finance – 2007
The relationship between risk and expected return in Europe
León, A., J, Nave and G. Rubio
Journal of Banking and Finance – 2007
Autoregresive conditional volatility, skewness and kurtosis
León, A., G. Rubio and G. Serna
The Quarterly Review of Economics and Finance – 2005
A note on adjusting correlations matrices
Leon, A., Peris, J. E., Silva-Reus, J. A. and B. Subiza
Applied Mathematical Finance – 2002