Browsing All of EconStor by Author Serur, Juan Andrés
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2019 | A model free approach to the pricing of downside risk in Argentinean stocks | Dapena, José P.; Serur, Juan Andrés; Siri, Julián R. |
2019 | Unraveling the value premium: A reward for risk or mispricing? | Serur, Claudio E.; Siri, Julián R.; Serur, Juan Andrés; Dapena, José P. |
2019 | Risk on-risk off: A regime switching model for active portfolio management | Dapena, José P.; Serur, Juan Andrés; Siri, Julián R. |
2021 | Decomposing the VIX index into greed and fear | Serur, Juan Andrés; Dapena, José P.; Siri, Julián R. |