Publicaciones

Stock volatility and pension funds under an individual capitalization-based system, Journal of Business Research, 536-541, 67

Commodities and macroeconomic factors: Unconditional volatility measures, Emerging Markets Finance and Trade, 89-111, 50

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Journal of Banking and Finance

Journal of International Money and Finance

Default investment strategies in a defined contribution pension system: A pension risk model application for the Chilean case, Journal of Pension Economics and Finance, 379-414, 12

Profitability of Chile´s defined-contribution-based pension system during the multifund era., Emerging Markets Finance and Trade, 4-25, 49

Why does Junior put all his eggs in one basket: A potential rational explanation for holding concentrated portfolios, Journal of Financial Economics, 775-796, 109

TRENDS IN REAL COMMODITY PRICES: HOW REAL IS REAL?, RESOURCES POLICY, 37, 30-47