Publicaciones en colaboración con investigadores/as de Universitat de València (4)

2011

  1. Mean-VaR Portfolio Selection Under Real Constraints

    Computational Economics, Vol. 37, Núm. 2, pp. 113-131

  2. Minimising value-at-risk in a portfolio optimisation problem using a multi-objective genetic algorithm

    International Journal of Risk Assessment and Management, Vol. 15, Núm. 5-6, pp. 453-477

2009

  1. Toeholds and takeover probability: Implications for investment strategies

    Studies in Economics and Finance, Vol. 26, Núm. 2, pp. 69-86

2003

  1. Motives for partial acquisitions between firms in the Spanish stock market

    European Journal of Finance, Vol. 9, Núm. 6, pp. 581-601