| 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 | 50* | 2015 |
| 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 | 49* | 2012 |
| Understanding portfolio efficiency with conditioning information F Peñaranda Journal of Financial and Quantitative Analysis 51 (3), 985-1011, 2016 | 26 | 2016 |
| Empirical evaluation of overspecified asset pricing models E Manresa, F Peñaranda, E Sentana Journal of Financial Economics 147 (2), 338-351, 2023 | 18* | 2023 |
| Duality in mean-variance frontiers with conditioning information F Penaranda, E Sentana Journal of Empirical Finance 38, 762-785, 2016 | 15* | 2016 |
| On the impact of fundamentals, liquidity, and coordination on market stability J Daníelsson, F Peñaranda International Economic Review 52 (3), 621-638, 2011 | 10* | 2011 |
| Portfolio choice beyond the traditional approach F Peñaranda Available at SSRN 1003123, 2007 | 10 | 2007 |
| Inferences about portfolio and stochastic discount factor mean variance frontiers F Penaranda, E Sentana work in progress, CEMFI, 2011 | 9 | 2011 |
| On the drivers of commodity co-movement: evidence from biofuels F Peñaranda, A Rupérez-Micola | 5 | 2009 |
| Nonparametric specification testing of conditional asset pricing models F Peñaranda, JM Rodríguez-Poo, S Sperlich Journal of Business & Economic Statistics 40 (4), 1455-1469, 2022 | 3 | 2022 |
| Discussion of Identification Robust Testing of Risk Premia in Finite Samples F Peñaranda Journal of Financial Econometrics 21 (2), 306-310, 2023 | | 2023 |
| Targets, Predictability, and Performance F Peñaranda, L Wu Management Science 68 (2), 1537-1555, 2022 | | 2022 |
| The emergence of biofuels and the co-movement of crude oil and food prices F Peñaranda, AR Micola | | 2009 |
