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Martín Carlos Lozano Banda

PhD

  • 0 Citations
  • 0 h-Index
20182018
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Personal profile

Education/Academic qualification

Statistics, University Expert, Universidad Nacional de Educación a Distancia (UNED)

Statistics, Master Degree, Universidad Nacional de Educación a Distancia (UNED)

Applied Statistics , University Expert, Universidad Nacional de Educación a Distancia (UNED)

Finance, Post-doc, University of Manchester

Finance, Doctor Europeus, University of Edinburgh

Quantitative Finance, PhD, University of the Basque Country

Quantitative Finance , Master Degree, Complutense University

Finance, Master Degree, EGADE Business School - Tecnológico de Monterrey

Economics, Bachelor Degree, Tecnológico de Monterrey

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Stochastic discount factor Business & Economics
Multifactor model Business & Economics
Portfolio performance Business & Economics
Generalized method of moments Business & Economics
Testing Business & Economics
Multifactor asset pricing model Business & Economics
Asset pricing models Business & Economics
Sharpe ratio Business & Economics

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

Research Output 2018 2018

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

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

Quarterly Review of Economics and Finance (Journal)

Martín Carlos Lozano Banda (Reviewer)
1 Jan 2011

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

African Journal of Marketing Management (Journal)

Martín Carlos Lozano Banda (Reviewer)
1 Jan 2010

Activity: Publication peer-review and editorial work typesEditorial activity