Daniel Mantilla-García

1 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-1532-2101

Research Department, Optimal Asset Management, 171 Main St # 298, Los Altos, CA 94022, and EDHEC-Risk Institute

Publications

• A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns — Journal of Financial and Quantitative Analysis 2014