• Mexico

Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

Tatarstan Medicine & Life Sciences
Educational Status Medicine & Life Sciences
Russia Medicine & Life Sciences
evidence Social Sciences
Stochastic discount factor Business & Economics
Students Medicine & Life Sciences
Market discipline Business & Economics
Banking system Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2007 2019

Portfolio performance of linear SDF models: an out-of-sample assessment

Lozano Banda, M. C., Hansen, E. & Guidolin, M., 3 Aug 2018, In : Quantitative Finance. 18, 8, p. 1425-1436 12 p.

Research output: Contribution to journalArticle

Portfolio performance
Sharpe ratio
Capital asset pricing model
Multifactor model
Multi-factor
Anomaly
Business failures
Bankruptcy
Financial ratios
Private firms

Activities 2009 2015

  • 10 Editorial activity

Universal Journal of Industrial and Business Management (Journal)

Martín Carlos Lozano Banda (Reviewer)
1 Jan 2015

Activity: Publication peer-review and editorial work typesEditorial activity

Journal of Accounting, Finance and Economics (Journal)

Martín Carlos Lozano Banda (Member of editorial board)
1 Jan 2014

Activity: Publication peer-review and editorial work typesEditorial activity

Advances in Management (Journal)

Martín Carlos Lozano Banda (Member of editorial board)
1 Jan 2011

Activity: Publication peer-review and editorial work typesEditorial activity