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Optimal portfolio allocation and asset centrality revisited
Olmo, Jose - In: Quantitative finance 21 (2021) 9, pp. 1475-1490
Persistent link: https://www.econbiz.de/10012624148
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Downside risk efficiency under market distress
Gonzalo, Jesus; Olmo, Jose - 2009
Persistent link: https://www.econbiz.de/10003972376
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Forecasting the performance of hedge fund styles
Olmo, Jose; Sanso-Navarro, Marcos - In: Journal of banking & finance 36 (2012) 8, pp. 2351-2365
Persistent link: https://www.econbiz.de/10009656253
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Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús; Olmo, Jose - In: International economic review 55 (2014) 3, pp. 819-838
Persistent link: https://www.econbiz.de/10010423939
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Testing downside risk efficiency under market distress
Gonzalo, Jesús (contributor); Olmo, Jose (contributor) - 2008
Persistent link: https://www.econbiz.de/10003774249
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The measurement and application of risk in economics and finance
Olmo, Jose (contributor); Pilbeam, Keith (contributor) - 2008
Persistent link: https://www.econbiz.de/10003822475
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Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion
Gonzalo, Jesús; Olmo, Jose - 2016
Persistent link: https://www.econbiz.de/10011541391
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Strategic optimal portfolio choice with financial frictions
Labord, Ricardo; Olmo, Jose - 2016
Persistent link: https://www.econbiz.de/10011488739
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Strategic asset allocation revisited
Laborda, Ricardo; Olmo, Jose - 2015
Persistent link: https://www.econbiz.de/10011412825
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Nonlinear time varying risk aversion and strategic optimal portfolio allocation
Olmo, Jose - 2015
Persistent link: https://www.econbiz.de/10011412827