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El coste de capital en los mercados emergentes

Estrada, Javier - In: Moneda y crédito : revista de economía (2000) 210, pp. 165-175

Persistent link: https://www.econbiz.de/10001512736

The Fed model: A note

Estrada, Javier - In: Finance research letters 3 (2006) 1, pp. 14-22

Persistent link: https://www.econbiz.de/10003300871

Mean-semivariance behavior : downside risk and capital asset pricing

Estrada, Javier - In: International review of economics & finance : IREF 16 (2007) 2, pp. 169-185

Persistent link: https://www.econbiz.de/10003461759

The fed model : the bad, the worse, and the ugly

Estrada, Javier - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 214-238

Persistent link: https://www.econbiz.de/10003852276

Multifactor funds : an early (bearish) assessment

Estrada, Javier - In: The journal of asset management : a major new, … 24 (2023) 4, pp. 299-311

Persistent link: https://www.econbiz.de/10014325372

PVGO and expected stock returns

Estrada, Javier - In: Journal of applied corporate finance : JACF 34 (2022) 4, pp. 109-112

Persistent link: https://www.econbiz.de/10014279990

Multifactor Funds vs. Homemade Factor Diversification Strategies

Estrada, Javier - 2023

Multifactor funds, which offer factor diversification neatly packaged in one product, have a rather short but poor track record; these funds have largely underperformed widely-available broad market funds. This article evaluates the performance of multifactor funds relative to two homemade factor...

Persistent link: https://www.econbiz.de/10014349953

Risk and return in the Spanish stock market : some evidence from individual assets

Sentana, Enrique - 1997

Persistent link: https://www.econbiz.de/10000955509

Riesgo y rentabilidad en el mercado de valores español

Sentana, Enrique - In: Moneda y crédito : revista de economía (1995), pp. 133-160

Persistent link: https://www.econbiz.de/10001184102

The econometrics of the stock market

Sentana, Enrique - In: Investigaciones económicas 17 (1993) 3, pp. 421-444

Persistent link: https://www.econbiz.de/10001162617