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Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion

Gonzalo, Jesús; Olmo, Jose - 2016

Persistent link: https://www.econbiz.de/10011541391

Conditional stochastic dominance tests in dynamic settings

Gonzalo, Jesús; Olmo, Jose - In: International economic review 55 (2014) 3, pp. 819-838

Persistent link: https://www.econbiz.de/10010423939

Changes in the transmission of monetary policy during crisis episodes : evidence from the euro area and the U.S.

Olmo, Jose; Sanso-Navarro, Marcos - In: Economic modelling 48 (2015), pp. 155-166

Persistent link: https://www.econbiz.de/10011452513

Strategic asset allocation revisited

Laborda, Ricardo; Olmo, Jose - 2015

Persistent link: https://www.econbiz.de/10011412825

Nonlinear time varying risk aversion and strategic optimal portfolio allocation

Olmo, Jose - 2015

Persistent link: https://www.econbiz.de/10011412827

Which extreme values are really extreme?

Gonzalo, Jesús; Olmo, Jose - In: Journal of financial econometrics : official journal of … 2 (2004) 3, pp. 349-369

Persistent link: https://www.econbiz.de/10002214341

Machine learning the carbon footprint of Bitcoin mining

Calvo Pardo, Héctor F.; Mancini, Tullio; Olmo, Jose - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-30

Building on an economic model of rational Bitcoin mining, we measured the carbon footprint of Bitcoin mining power consumption using feed-forward neural networks. We found associated carbon footprints of 2.77, 16.08 and 14.99 MtCO2e for 2017, 2018 and 2019 based on a novel bottom-up approach,...

Persistent link: https://www.econbiz.de/10012821293

Portfolio selection in quantile decision models

Castro, Luciano I. de; Galvao, Antonio F.; … - In: Annals of finance 18 (2022) 2, pp. 133-181

Persistent link: https://www.econbiz.de/10013278978

Granger causality detection in high-dimensional systems using feedforward neural networks

Calvo Pardo, Héctor F.; Mancini, Tullio; Olmo, Jose - In: International journal of forecasting 37 (2021) 2, pp. 920-940

Persistent link: https://www.econbiz.de/10012792882

Growth in a cross-section of cities : location, increasing returns or random growth?

González-Val, Rafael; Olmo, Jose - 2011

Persistent link: https://www.econbiz.de/10010206316