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Riesgo de estimación y gestión de cartera

Martínez Sedano, Miguel Angel - In: Revista de economía aplicada : publicación cuatrimestral 6 (1998) 16, pp. 95-120

Persistent link: https://www.econbiz.de/10001252258

Legal constraints, transaction costs and the evaluation of mutual funds

Martínez Sedano, Miguel Angel - In: The European journal of finance 9 (2003) 3, pp. 199-218

Persistent link: https://www.econbiz.de/10001780707

Formación de precios en el mercado bursátil : teoría y evidencia empírica

Rubio, Gonzalo - In: Información comercial española / Cuadernos económicos (1991), pp. 157-186

Persistent link: https://www.econbiz.de/10001122052

Performance measurement of managed portfolios : a survey

Rubio, Gonzalo - In: Investigaciones económicas 17 (1993) 1, pp. 3-41

Persistent link: https://www.econbiz.de/10001142457

Quality portfolios and funding liquidity crises

Rubio, Gonzalo - In: Spanish journal of finance & accounting : the official … 49 (2020) 3, pp. 322-344

Persistent link: https://www.econbiz.de/10012255977

Further evidence on performance evaluation : portfolio holdings, recommendations, and turnover costs

Rubio, Gonzalo - 1992

Persistent link: https://www.econbiz.de/10013444281

Nonsimultaneous prices and the evaluation of managed portfolios in Spain

Basarrate Urízar, Begoña; Rubio, Gonzalo - In: Applied financial economics 9 (1999) 3, pp. 273-281

Persistent link: https://www.econbiz.de/10001454515

Estimación del coeficiente de aversión relativa al riesgo : propiedades asintóticas de un estimador generalizado de momentos

Alonso, Aurora - In: Revista española de economía 5 (1988) 1, pp. 105-118

Persistent link: https://www.econbiz.de/10001067194

Portfolio choice and the effects of liquidity

González Flores, Ana; Rubio, Gonzalo - 2007

Persistent link: https://www.econbiz.de/10008662434

Portfolio choice and the effects of liquidity

González Flores, Ana; Rubio, Gonzalo - In: SERIEs : Journal of the Spanish Economic Association 2 (2011) 1, pp. 53-74

This paper discusses how to introduce liquidity into the well known mean-variance framework of portfolio selection using a representative sample of Spanish equity portfolios. Either by estimating mean-variance liquidity constrained frontiers or directly estimating optimal portfolios for...

Persistent link: https://www.econbiz.de/10009355567