Photo of Martín Carlos Lozano Banda

Martín Carlos Lozano Banda

PhD

  • 8 Citations
  • 1 h-Index
20072018

Research output per year

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Personal profile

Education/Academic qualification

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

Award Date: 1 Jan 2017

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

Award Date: 1 Jan 2016

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

Award Date: 1 Jan 2015

Finance, Post-doc, University of Manchester

Award Date: 1 Jan 2012

Finance, Doctor Europeus, University of Edinburgh

Award Date: 1 Jan 2010

Quantitative Finance, PhD, University of the Basque Country

Award Date: 1 Jan 2010

Quantitative Finance , Master Degree, Complutense University

Award Date: 1 Jan 2006

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

Award Date: 1 Jan 2002

Economics, Bachelor Degree, Tecnológico de Monterrey

Award Date: 1 Jan 1997

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Research Output

  • 8 Citations
  • 1 h-Index
  • 6 Article
  • 1 Paper

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

  • Econometrics of asset pricing

    Lozano Banda, M. C., 1 Jan 2014.

    Research output: Contribution to conferenceArticle

    Evaluating alternative methods for testing asset pricing models with historical data

    Lozano Banda, M. C. & Rubio, G., Jan 2011, In : Journal of Empirical Finance. 18, 1, p. 136–146

    Research output: Contribution to journalArticle

  • 8 Citations (Scopus)

    Stochastic discount factor models and the generalized method of moments

    Lozano Banda, M. C., 1 May 2009.

    Research output: Contribution to conferenceArticle

    The efficiency of the SDF and Beta methods at evaluating multi-factor asset-pricing models

    Lozano Banda, M. C., Hyde, S. & Garrett, I., 1 Jan 2009.

    Research output: Contribution to conferencePaper

  • Activities

    • 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

    Quarterly Review of Economics and Finance (Journal)

    Martín Carlos Lozano Banda (Reviewer)

    1 Jan 2011

    Activity: Publication peer-review and editorial work typesEditorial activity

    Journal of Banking and Finance (Journal)

    Martín Carlos Lozano Banda (Reviewer)

    1 Jan 2010

    Activity: Publication peer-review and editorial work typesEditorial activity