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Francisco Peñaranda

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This is information that was supplied by Francisco Peñaranda in registering through RePEc. If you are Francisco Peñaranda , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Francisco
Middle Name:
Last Name: Peñaranda
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RePEc Short-ID: ppe491

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.upf.edu/~penaranda/
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Affiliation

(in no particular order)

Works

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Working papers

  1. Francisco Peñaranda & Enrique Sentana, 2010. "A unifying approach to the empirical evaluation of asset pricing models," Economics Working Papers 1229, Department of Economics and Business, Universitat Pompeu Fabra.
  2. Francisco Peñaranda & Augusto Rupérez-Micola, 2009. "On the drivers of commodity co-movement: Evidence from biofuels," Economics Working Papers 1174, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2011.
  3. Francisco Peñaranda, 2009. "Understanding Portfolio Efficiency with Conditioning Information," FMG Discussion Papers dp626, Financial Markets Group.
  4. Francisco Peñaranda & Enrique Sentana, 2008. "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers 1101, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
  5. Francisco Penaranda, 2007. "Portfolio Choice Beyond the Traditional Approach," FMG Discussion Papers dp587, Financial Markets Group.
  6. Francisco Peñaranda & Enrique Sentana, 2007. "Duality in mean-variance frontiers with conditioning information," Economics Working Papers 1058, Department of Economics and Business, Universitat Pompeu Fabra.
  7. Francisco Peñaranda & Jón Daníelsson, 2007. "On the impact of fundamentals, liquidity and coordination on market stability," Economics Working Papers 1003, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2010.
  8. Francisco Peñaranda, 2004. "Are Vector Autoregressions And Accurate Model For Dynamic Asset Allocation?," Working Papers wp2004_0419, CEMFI.
  9. Francisco Penaranda, 2003. "Evaluation of Joint Density Forecasts of Stock and Bond Returns: Predictability and Parameter Uncertainty," FMG Discussion Papers dp458, Financial Markets Group.

Articles

  1. Jón Daníelsson & Francisco Peñaranda, 2011. "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(3), pages 621-638, 08.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2009-10-10
  2. NEP-CFN: Corporate Finance (1) 2007-11-17
  3. NEP-ECM: Econometrics (3) 2004-10-18 2008-07-30 2010-08-06
  4. NEP-ENE: Energy Economics (1) 2009-10-10
  5. NEP-ETS: Econometric Time Series (1) 2005-02-06
  6. NEP-FIN: Finance (2) 2004-10-18 2005-02-06
  7. NEP-IFN: International Finance (1) 2007-03-10
  8. NEP-MST: Market Microstructure (1) 2007-03-10
  9. NEP-ORE: Operations Research (1) 2010-08-06
  10. NEP-RMG: Risk Management (1) 2005-02-06
  11. NEP-UPT: Utility Models & Prospect Theory (2) 2007-04-09 2007-05-12

Statistics

This author is among the top 5% authors according to these criteria:
  1. Strength of students

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Co-authorship network on CollEc

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