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Francisco Penaranda

4 published titles

Duality in mean-variance frontiers with conditioning information

1 edition

  • Centre for Economic Policy Research
  • 2007
  • Details

Understanding portfolio efficiency with conditioning information

1 edition

  • Financial Markets Group, London School of Economics and Political Science
  • 2009
  • Details

A unifying approach to the empirical evaluation of asset pricing models

1 edition

  • Centre for Economic Policy Research
  • 2010
  • Details

On the drivers of commodity co-movement : evidence from biofuels

1 edition

  • Financial Markets Group, Research Centre
  • Details

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