Docencia

Castillo, J.A., Mora-Valencia, A., Perote, J. (2018). Moral hazard and default risk of SMEs with collateralized loans. Finance Research Letters (en prensa).

Del Brio, E.B., Mora-Valencia, A., Perote, J. (2018). Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall. International Review of Financial Analysis (en prensa).

Lacomba, J.A., Lagos, F., Perote, J. (2017). The Lazarillo’s game: Sharing resources with asymmetric conditions. PLOS ONE 12/7, e0180421.

Ñíguez, T-M. Perote, J. (2017). Moments expansion densities for quantifying financial risk. North American Journal of Economics and Finance 42, 56-69.

Del Brio, E. B., Mora-Valencia, A., Perote, J. (2017). The kidnapping of Europe: High-order moments’ transmission between developed and emerging markets. Emerging Markets Review 31, 96-115.

Cortés, L.M., Mora-Valencia, A., Perote, J. (2017). Measuring firm size distribution with semi-nonparametric densities. Physica A 485, 35-47.

Mora-Valencia, A., Perote, J., Tobar, J. (2017). The Return Performance of Cubic Market Model: An Application to Emerging Markets. Emerging Markets, Finance and Trade 53, 2233-2241.

Mora-Valencia, A., Ñíguez, T.M., Perote, J. (2017). Multivariate approximations to portfolio return distributions. Computational and Mathematical Organization Theory 23, 347-361.

Del Brio, E.B., Lopes-e-Silva, I., Perote, J. (2016). Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management. Economia Politica 33, 379-402.

Ñíguez, T.M., Perote, J. (2016). The Multivariate Moments Expansion Density: An Application of the Dynamic Equicorrelation Model. Journal of Banking and Finance 72, S216-S232.

Cortes, L.M, Mora-Valencia, A., Perote, J. (2016). The productivity of top researchers: A semi-non-parametric approach. Scientometrics 118, 891-915.

Perote, J., Perote-Peña and Vorsatz, M. J. (2015). Strategic Behavior in Regressions: An Experimental Study. Theory and Decision 79, 517-546.

Del Brio, E.B., Mora-Valencia, A., Perote, J. (2014). VaR Performance during the Subprime and Sovereign Debt Crises: An Application to Emerging Markets. Emerging Markets Review 20, 23-41.

Del Brio, E.B., Mora-Valencia, A., Perote, J. (2014). Semi-Nonparametric VaR Forecasts for Hedge Funds during the Recent Crisis. Physica A 401, 23-41.

Publicaciones anteriores pueden encontrarse en este enlace.