Francisco Penaranda
Francisco Penaranda
Associate Professor of Economics, Queens College CUNY
Verified email at qc.cuny.edu - Homepage
Title
Cited by
Cited by
Year
Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
F Peñaranda, E Sentana
Journal of Econometrics 170 (2), 303-324, 2012
44*2012
A unifying approach to the empirical evaluation of asset pricing models
F Peñaranda, E Sentana
Review of Economics and Statistics 97 (2), 412-435, 2015
34*2015
Understanding portfolio efficiency with conditioning information
F Peñaranda
Journal of Financial and Quantitative Analysis 51 (3), 985-1011, 2016
16*2016
Duality in mean-variance frontiers with conditioning information
F Peñaranda, E Sentana
Journal of Empirical Finance 38, 762-785, 2016
14*2016
On the impact of fundamentals, liquidity, and coordination on market stability
J Daníelsson, F Peñaranda
International Economic Review 52 (3), 621-638, 2011
11*2011
Portfolio choice beyond the traditional approach
F Peñaranda
Available at SSRN 1003123, 2007
102007
Empirical evaluation of overspecified asset pricing models
E Manresa, F Peñaranda, E Sentana
CEPR Discussion Paper No. DP12085, 2017
62017
On the drivers of commodity co-movement: evidence from biofuels
F Peñaranda, A Rupérez-Micola
42009
Nonparametric specification testing of conditional asset pricing models
F Peñaranda, JM Rodríguez-Poo, S Sperlich
Journal of Business & Economic Statistics, 1-39, 2021
32021
Targets, Predictability, and Performance
F Peñaranda, L Wu
Management Science, 2021
2021
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Articles 1–10