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Variance swaps, non-normality and macroeconomic and financial risks

Nieto Domenech, Belen; Novales, Alfonso; Rubio, Gonzalo - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 257-270

Persistent link: https://www.econbiz.de/10010467548

Screening rules and portfolio performance

León Valle, Ángel Manuel; Navarro, Lluís; Nieto … - In: The North American journal of economics and finance : a … 48 (2019), pp. 642-662

Persistent link: https://www.econbiz.de/10012120318

Formación de precios en el mercado bursátil : teoría y evidencia empírica

Rubio, Gonzalo - In: Información comercial española / Cuadernos económicos (1991), pp. 157-186

Persistent link: https://www.econbiz.de/10001122052

Performance measurement of managed portfolios : a survey

Rubio, Gonzalo - In: Investigaciones económicas 17 (1993) 1, pp. 3-41

Persistent link: https://www.econbiz.de/10001142457

Quality portfolios and funding liquidity crises

Rubio, Gonzalo - In: Spanish journal of finance & accounting : the official … 49 (2020) 3, pp. 322-344

Persistent link: https://www.econbiz.de/10012255977

Further evidence on performance evaluation : portfolio holdings, recommendations, and turnover costs

Rubio, Gonzalo - 1992

Persistent link: https://www.econbiz.de/10013444281

Some insights on the behavior of the mutual fund industry in Spain

Moreno, Manuel; Rubio, Gonzalo - In: Diversification and portfolio management of mutual funds, (pp. 272-311). 2007

Persistent link: https://www.econbiz.de/10003410832

Portfolio choice and the effects of liquidity

González Flores, Ana; Rubio, Gonzalo - 2007

Persistent link: https://www.econbiz.de/10008662434

Portfolio choice and the effects of liquidity

González Flores, Ana; Rubio, Gonzalo - In: SERIEs : Journal of the Spanish Economic Association 2 (2011) 1, pp. 53-74

This paper discusses how to introduce liquidity into the well known mean-variance framework of portfolio selection using a representative sample of Spanish equity portfolios. Either by estimating mean-variance liquidity constrained frontiers or directly estimating optimal portfolios for...

Persistent link: https://www.econbiz.de/10009355567

Stock returns with consumption and illiquidity risks

Márquez De la Cruz, Elena; Nieto, Belén; Rubio, Gonzalo - In: International review of economics & finance : IREF 29 (2014), pp. 57-74

Persistent link: https://www.econbiz.de/10010431504