Financial Markets Project

El proyecto de investigación “New Methods for the Empirical Analysis of Financial Market” se centra en el desarrollo de nuevas técnicas de estimación de gran aplicación tanto en la valoración de activos financieros como en la gestión de riesgos y de carteras.

Las principales líneas de trabajo de ese proyecto son el desarrollo de:

  1. Distintas técnicas que nos permitan abordar adecuadamente la complejidad en la valoración de activos financieros.
  2. La metodología necesaria para el correcto tratamiento de la incertidumbre de los hogares y las empresas a la hora de la toma de decisiones en lo que respecta tanto a la gestión de riesgos como a la gestión de carteras.

Por todo ello, cabe esperar que los resultados de este proyecto sean de interés tanto para los sectores económicos que están involucrados directamente en la transferencias de riegos, como para la financiación de las empresas y, en general, para todos los ciudadanos a un nivel microeconómico, en particular en lo que respecta a sus expectativas para la jubilación.

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[mkdf_tabs style=”horizontal_with_text”][mkdf_tab icon_pack=”font_awesome” fa_icon=”fa-circle-o” title=”Miembros”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5209″ team_name=”Oliver Linton”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5205″ team_name=”Juan M. Rodriguez-Poo”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5204″ team_name=”Francisco Peñaranda”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5211″ team_name=”Jose María Sarabia”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5199″ team_name=”Antonio de las Heras”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5208″ team_name=”Carmen Murillo”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5203″ team_name=”Faustino Prieto”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5214″ team_name=”Vanesa Jordá”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5212″ team_name=”Alexandra Soberón”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5196″ team_name=”Carmen Trueba”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5207″ team_name=”Luis A. Arteaga”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5210″ team_name=”Patricia Moreno”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5206″ team_name=”Lorena Remuzgo”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5198″ team_name=”Xiaohong Chen”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5202″ team_name=”Enrique Sentana”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5213″ team_name=”Stefan Sperlich”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5197″ team_name=”Cesare Robotti”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5195″ team_name=”Angel León”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5201″ team_name=”Elena Manresa”][mkdf_team team_type=”main-info-below-image” team_name_tag=”h6″ team_social_icon_pack=”” team_image=”5200″ team_name=”Demian Pouzo”]

Si quieres ver en detalle los perfiles de los investigadores de este grupo, click aquí.

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Prieto, F. and J.M. Sarabia (2016). A generalization of the power law distribution with nonlinear exponent. Communications in Nonlinear Science and Numerical Simulation, 42, 215-228.

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Rodriguez-Poo, J.M. and A. Soberon (2016). Nonparametric and semiparametric panel data models: recent developments. Journal of Economic  Surveys. (in press)

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Sarabia, J.M., E. Gomez-Déniz, F. Prieto and V. Jordá (2016). Risk aggregation in multivariate dependent Pareto distributions. Insurance: Mathemathics and Economics, 71, 154-163.

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Peñaranda, F. (2016). Understanding Portfolio Efficiency with Conditioning Information. Journal of Financial and Quantitative Analysis, 51 (3), 985-1011.

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Peñaranda, F. and Sentana, E. (2016). Duality in mean-variance frontiers with conditioning information. Journal of Empirical Finance, 38, 762-785.

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