| Evaluating alternative methods for testing asset pricing models with historical data M Lozano, G Rubio Journal of Empirical Finance 18 (1), 136-146, 2011 | 23 | 2011 |
| Estimating and evaluating the Fama-French and Carhart models ML Banda, M Lozano | 7 | 2006 |
| Portfolio performance of linear SDF models: an out-of-sample assessment ML M Guidolin, E Hansen Quantitative Finance, 2018 | 5 | 2018 |
| Trade-offs between efficiency and robustness in the empirical evaluation of asset pricing models I Garrett, S Hyde, M Lozano Trade offs between efficiency and robustness in the empirical evaluation of …, 2011 | 3 | 2011 |
| Econometrics of Asset Pricing: Methodological Review and Empirical Exercise M Lozano Available at SSRN 1754762, 2009 | 2 | 2009 |
| The Efficiency vs. Pricing Accuracy Trade-Off in GMM Estimation of Multifactor Linear Asset Pricing Models J Arismendi-Zambrano, M Guidolin, M Lozano Pricing Accuracy Trade-Off in GMM Estimation of Multifactor Linear Asset …, 2022 | | 2022 |
| 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, ML Banda Eastern Finance Association Annual Meeting, 2009 | | 2009 |
| Empirical asset pricing review ML Banda, M Lozano Jornada de Investigación en Finanzas, 2008 | | 2008 |
| Evaluation of alternative methods for testing asset pricing models using artificial data ML Banda, M Lozano Internal Seminar, 2008 | | 2008 |
| Evaluation of asset-pricing models using historical data ML Banda, M Lozano, G Rubio XV Finance Forum by The Spanish Association of Finance (AEFIN), 2007 | | 2007 |
| Testing asset pricing models ML Banda, M Lozano Brown Bag Seminar, 2007 | | 2007 |
| Review of the methods for estimating asset pricing models ML Banda, M Lozano | | 2006 |
| ESSAYS ON ESTIMATING AND TESTING ASSET PRICING MODELS M Lozano, II Económico | | |
