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Modelos de valoración de activos condicionales : un panorama comparativo

Nieto, Belén; Rodríguez, Rosa - In: Investigaciones económicas 29 (2005) 1, pp. 33-71

Persistent link: https://www.econbiz.de/10003316040

The consumption-wealth and book-market ratios in a dynamic asset pricing contex

Nieto, Belén; Rodríguez, Rosa - In: Spanish economic review : SER 8 (2006) 3, pp. 199-226

Persistent link: https://www.econbiz.de/10003372877

Modelos intertemporales de valoración de activos : análisis empírico para el caso español

Rodríguez, Rosa - In: Revista española de economía 14 (1997) 2, pp. 189-213

Persistent link: https://www.econbiz.de/10001239936

Performance evaluation considering the coskewness

Rodríguez, Rosa - In: Managerial Finance 32 (2006) 4, pp. 375-392

Purpose – The paper aims to examine the performance of Spanish mutual funds between 1999 and 2003. Design/methodology/approach – The methodolgy uses the stochastic discount factor (SDF) framework across a variety of models developed in the recent asset pricing literature. This approach is a...

Persistent link: https://www.econbiz.de/10014939860

Seasonality and performance in Spanish mutual funds management

Matallín-Sáez, Juan Carlos; Moreno, David - In: Performance of mutual funds : an international perspective, (pp. 85-107). 2007

Persistent link: https://www.econbiz.de/10003427221

Performance evaluation considering the coskewness: A stochastic discount factor framework

Moreno, David; Rodriguez, Rosa - In: Managerial Finance 32 (2006), pp. 375-392

Purpose – The paper aims to examine the performance of Spanish mutual funds between 1999 and 2003. Design/methodology/approach - The methodolgy uses the stochastic discount factor (SDF) framework across a variety of models developed in the recent asset pricing literature. This approach is a...

Persistent link: https://www.econbiz.de/10010741353