Carlos
Esparcia Sanchis
Researcher in the period 2019-2021
Antonio
Díaz Pérez
Publications by the researcher in collaboration with Antonio Díaz Pérez (5)
2022
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The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis
Economic Analysis and Policy, Vol. 75, pp. 39-60
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The impact of COVID-19 induced panic on stock market returns: A two-year experience
Economic Analysis and Policy, Vol. 76, pp. 1075-1097
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The role of stablecoins: Cryptocurrencies sought stability and found gold and dollars
Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF 2022 (Springer International Publishing), pp. 209-215
2021
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Dynamic optimal portfolio choice under time-varying risk aversion
International Economics, Vol. 166, pp. 1-22
2019
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Assessing risk aversion from the investor's point of view
Frontiers in Psychology