List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Estimation of continuous-time linear DSGE models from discrete-time measurements Journal of Econometrics | 2025-01-16 | Paper |
| Risk sensitive linear approximations Economics Letters | 2024-06-14 | Paper |
| Optimal asset allocation for commodity sovereign wealth funds Quantitative Finance | 2023-06-20 | Paper |
| Peso problems in the estimation of the C‐CAPM Quantitative Economics | 2022-07-11 | Paper |
| Risk matters: breaking certainty equivalence in linear approximations Journal of Economic Dynamics and Control | 2021-12-03 | Paper |
| Optimal control of investment, premium and deductible for a non-life insurance company Insurance Mathematics & Economics | 2021-11-19 | Paper |
Research outcomes over time
This page was built for person: Juan Carlos Parra-Alvarez
