| A model-free measure of aggregate idiosyncratic volatility and the prediction of market returns R Garcia, D Mantilla-Garcia, L Martellini Journal of Financial and Quantitative Analysis 49 (5-6), 1133-1165, 2014 | 79 | 2014 |
| Idiosyncratic risk and the cross-section of stock returns R Garcia, D Mantilla-Garcia, L Martellini July 5, 57, 2011 | 32 | 2011 |
| Growth optimal portfolio insurance for long-term investors D Mantilla-García Journal Of Investment Management, 2014 | 9 | 2014 |
| Predicting Stock Returns in the presence of Uncertain Structural Breaks and Sample Noise D Mantilla-Garcia, V Vaidyanathan Working Paper, Edhec Business School, 2011 | 6 | 2011 |
| Is my pension fund more expensive? Estimating equivalent assets-based and contribution-based management fees D Mantilla-García, ME García-Huitrón, A Concha-Perdomo, ... Journal of Business Research 167, 114101, 2023 | 5 | 2023 |
| Improving interest rate risk hedging strategies through regularization D Mantilla-Garcia, L Martellini, V Milhau, HE Ramirez-Garrido Financial Analysts Journal 78 (4), 18-36, 2022 | 5 | 2022 |
| Maximizing the volatility return: A risk-based strategy for homogeneous groups of assets D Mantilla-Garcia Available at SSRN 2740052, 2016 | 5 | 2016 |
| Dynamic allocation strategies for absolute and relative loss control D Mantilla-García Algorithmic Finance 3 (3-4), 209-231, 2014 | 5 | 2014 |
| Aggregate Idiosyncratic Volatility and the Cross-Sectional Variance of Stock Returns R Garcia, D Mantilla-Garcıa, L Martellini Working paper, 2012 | 3 | 2012 |
| Back to The Funding Ratio! Improving Incentives and Retirement Security in Defined Contribution Plans with a Hedgeable Liability Measure D Mantilla-Garcia, MG Huitron, M Martinez-Carrasco, L Martellini | 2 | 2022 |
| From Defined-Contribution Towards Target-Income Retirement Systems D Mantilla-Garcia, M Martinez-Carrasco, ME Garcia Huitron, A Muralidhar Available at SSRN 3585154, 2020 | 2 | 2020 |
| A predictive system with heteroscedastic expected returns and economic constraints M Bonelli, D Mantilla-Garcıa | 2 | 2015 |
| Diseño de incentivos, portafolios de referencia, e indicadores de desempeño para fondos de pensiones, basado en el objetivo de ingresos de jubilación D Mantilla-García Good Practices Document of the Network for Pensions in Latin America and the …, 2021 | 1 | 2021 |
| Predicting stock returns in the presence of uncertain structural changes and sample noise D Mantilla-García, V Vaidyanathan Financial Markets and Portfolio Management 31 (3), 357-391, 2017 | 1 | 2017 |
| Should a skeptical portfolio insurer use an optimal or a risk-based multiplier? M Bonelli, D Mantilla-García Proceedings of International Academic Conferences, 2014 | 1 | 2014 |
| Growth optimal portfolio insurance and the benefits of high correlation D Mantilla-Garcia Koris International working paper, 2012 | 1 | 2012 |
| Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans D Mantilla-Garcia, L Martellini, ME Garcia-Huitrón, MA Martinez-Carrasco Journal of Banking & Finance 159, 107061, 2024 | | 2024 |
| Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? D Mantilla-Garcia, J Malagon, JR Aldana-Galindo Finance Research Letters 47, 102577, 2022 | | 2022 |
| PLAC Network Best Practices Series: Target-Income Design of Incentives, Benchmark Portfolios and Performance Metrics for Pension Funds D Mantilla-García Inter-American Development Bank, 2021 | | 2021 |
| Asset Dependency Structures And Portfolio Insurance Strategies D Mantilla-Garcia, EA Ter Horst, E Audeguil, G Molina International Journal of Theoretical and Applied Finance 24 (03), 2150016, 2021 | | 2021 |
Rene GarciaProfessor, Université de MontréalBestätigte E-Mail-Adresse bei umontreal.ca
