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The performance of bank portfolio optimization
Coelho, Catarina; Santos, José Luis; Júdice, Pedro - In: International transactions in operational research : a … 31 (2024) 3, pp. 1458-1485
Persistent link: https://www.econbiz.de/10014470546
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An empirical comparison of the performance of alternative option pricing models
Ferreira, Eva; Gago, Mónica; León Valle, Ángel Manuel; … - In: Investigaciones económicas 29 (2005) 3, pp. 483-523
Persistent link: https://www.econbiz.de/10003317868
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Economic sentiment and yield spreads in Europe
Ferreira, Eva; Martínez Serna, Maria-Isabel; Navarro … - In: European financial management : the journal of the … 14 (2008) 2, pp. 206-221
Persistent link: https://www.econbiz.de/10003694533
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Nonparametric methods for estimating and testing for constant betas in asset pricing models
Esteban, María Victoria; Ferreira, Eva; … - In: Applied economics 47 (2015) 25/27, pp. 2577-2607
Persistent link: https://www.econbiz.de/10010519653
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Optimal dynamic resource allocation to prevent defaults
Ayesta, U.; Erausquin, M.; Ferreira, Eva; Jacko, P. - In: Operations research letters 44 (2016) 4, pp. 451-456
Persistent link: https://www.econbiz.de/10011535335
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Conditional beta pricing models : a nonparametric approach
Ferreira, Eva; Gil-Bazo, Javier; Orbe-Mandaluniz, Susan - In: Journal of banking & finance 35 (2011) 12, pp. 3362-3382
Persistent link: https://www.econbiz.de/10009384179
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Nonparametric estimation of time varying parameters under shape restrictions
Orbe-Mandaluniz, Susan; Ferreira, Eva; Rodríguez Poo, … - In: Journal of econometrics 126 (2005) 1, pp. 53-77
Persistent link: https://www.econbiz.de/10002538630
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Beyond single-factor affine term structure models
Ferreira, Eva; Gil-Bazo, Javier - In: Journal of financial econometrics : official journal of … 2 (2004) 4, pp. 565-591
Persistent link: https://www.econbiz.de/10002349845
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Length of time spent in Chapter 11 bankruptcy : a censored partial regression model
Orbe, Jesus; Ferreira, Eva; Núñez-Antón, Vicente - In: Applied economics 34 (2002) 15, pp. 1949-1957
Persistent link: https://www.econbiz.de/10001702121
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A semiparametric estimation of liquidity effects on option pricing
Ferreira, Eva; Gago, Mónica; Rubio, Gonzalo - In: Spanish economic review : SER 5 (2003) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001761022