| Evaluating alternative methods for testing asset pricing models with historical data M Lozano, G Rubio Journal of Empirical Finance 18 (1), 136-146, 2011 | 17 | 2011 |
| Portfolio performance of linear SDF models: an out-of-sample assessment ML M Guidolin, E Hansen Quantitative Finance, 2018 | 1 | 2018 |
| Trade-offs between efficiency and robustness in the empirical evaluation of asset pricing models S Hyde | 1 | 2011 |
| Econometrics of Asset Pricing: Methodological Review and Empirical Exercise M Lozano Available at SSRN 1754762, 2009 | 1 | 2009 |
| Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations M Guidolin, M Lozano, JA Zambrano Economics, Finance and Accounting Department Working Paper Series, 2020 | | 2020 |
| Portfolio Choice in the Presence of Estimation Error: A Pricing Model Filter Approach M Lozano Available at SSRN 2476321, 2014 | | 2014 |
| Performance of Asset Allocation Strategies in Europe: An Out-of-Sample Assessment M Lozano, F Navarro Sanchez Available at SSRN 2474542, 2014 | | 2014 |
| Diversification: A Bittersweet Story. M Lozano Available at SSRN 2373738, 2013 | | 2013 |
| Business Undergraduate Programs in Mexico: A Forward Looking View M Lozano Available at SSRN 2273147, 2012 | | 2012 |
| Financial Crisis: Imbalances, Irrationality and Regulation M Lozano Advances in Management, February, 2012 | | 2012 |
| The Efficiency of the SDF and Beta Methods at Evaluating Multi-Factor Asset-Pricing Models I Garrett, S Hyde, M Lozano Available at SSRN 1361501, 2008 | | 2008 |
| ESSAYS ON ESTIMATING AND TESTING ASSET PRICING MODELS M Lozano, II Económico | | |
