Martin Lozano
Martin Lozano
Universidad de Monterrey
Verified email at soas.ac.uk - Homepage
Title
Cited by
Cited by
Year
Evaluating alternative methods for testing asset pricing models with historical data
M Lozano, G Rubio
Journal of Empirical Finance 18 (1), 136-146, 2011
172011
Portfolio performance of linear SDF models: an out-of-sample assessment
ML M Guidolin, E Hansen
Quantitative Finance, 2018
12018
Trade-offs between efficiency and robustness in the empirical evaluation of asset pricing models
S Hyde
12011
Econometrics of Asset Pricing: Methodological Review and Empirical Exercise
M Lozano
Available at SSRN 1754762, 2009
12009
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 Econůmico
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Articles 1–12