Daniel Mantilla Garcia

Facultad de Administración

Email: d.mantillag@uniandes.edu.co

Extensión 2300

Ubicación SD_921

Academic Background

  • PhD. in Finance

Doctoral degree

EDHEC Business School. Nice, France. 2011

  • MSc in Risk and Asset Management

Master degree

EDHEC Business School. Nice, France. 2007

  • B.A. in Industrial Engineering.

Bachelor degree

Universidad de los Andes. Bogotá, Colombia. 2005

 Area

  • Finance
down Curriculum Vitae  

 Research interests

Financial Markets, Asset Pricing, Portfolio Insurance, Optimal Retirement Solutions.

 

 

 

 

 

 



 

Projects 

         Research 

Improvements and Relevance of Long-Term Investment Strategies (2018-2021)

FUNDED BY INTERNAL GRANT

Assets' Dependence Structure Implications for Portfolio Insurance Strategies

Mantilla D. (2019) Assets' Dependence Structure Implications for Portfolio Insurance Strategies.

2019


Maximizing the Volatility Return: A Risk-Based Strategy for Homogeneous Groups of Assets

Mantilla D. (2018) Maximizing the Volatility Return: A Risk-Based Strategy for Homogeneous Groups of Assets.

2018


Predicting stock returns in the presence of uncertain structural changes and sample noise

Mantilla D. (2017) Predicting stock returns in the presence of uncertain structural changes and sample noise. Financial Markets and Portfolio Management (ISSN 1555-497X) 31 (-), pp. 357-391.

2017


An Alternative Model of Expected Returns and its Implications for Return Predictability

Mantilla D. (2015) An Alternative Model of Expected Returns and its Implications for Return Predictability.

2015


Growth Optimal Portfolio Insurance for Long-Term Investors

Mantilla D. (2015) Growth Optimal Portfolio Insurance for Long-Term Investors. Journal of Investment Management (ISSN 0154-5914) 13 (-), pp. 59-93.

2015


A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns

Mantilla D. (2014) A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns. Journal of Financial and Quantitative Analysis (ISSN 0022-1090) 49 (-), pp. 1133-1165.

2014


Dynamic allocation strategies for absolute and relative loss control

Mantilla D. (2014) Dynamic allocation strategies for absolute and relative loss control. Algorithmic Finance (ISSN 2158-5571) 3 (-), pp. 209-231.

2014


Dynamic-Allocation-Based Portfolio Insurance for Long-Term Investors Pensions & Investments

Mantilla D. (2014) Dynamic-Allocation-Based Portfolio Insurance for Long-Term Investors Pensions & Investments . 1 (-), pp. ---.

2014


Should a Skeptical Portfolio Insurer Use an Optimal or a Risk-Based Multiplier?

Mantilla D. (2014) Should a Skeptical Portfolio Insurer Use an Optimal or a Risk-Based Multiplier?.

2014


Tail-Risk Tracking Error Estimation with Copulas and Implications for Portfolio Insurance

Mantilla D. (2014) Tail-Risk Tracking Error Estimation with Copulas and Implications for Portfolio Insurance.

2014


Essays on Idiosyncratic Risk and Return Predictability

Mantilla D. (2011) Essays on Idiosyncratic Risk and Return Predictability. - (-), pp. ---.

2011


Optimal portfolio choice: An Extreme Risk Management Approach, Cahiers du Centre

Mantilla D. (2008) Optimal portfolio choice: An Extreme Risk Management Approach, Cahiers du Centre . - (-), pp. ---.

2008


 

 

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