Published Papers:  

• "On the Impact of Fundamentals, Liquidity and Coordination on Market Stability" (2010), joint with Jón Daníelsson. Forthcoming in International Economic Review.
• ''Portfolio Choice Beyond the Traditional Approach'' (2008). Revista de Economía Financiera 15, 50-90.

Working Papers:  

• "The Emergence of Biofuels and the Co-movement between Crude Oil and Agricultural Prices" (2009), joint with Augusto Rupérez Micola. Revised version of UPF WP 1174.
• ''Understanding Portfolio Efficiency with Conditioning Information" (2009). UPF WP 1146.
• "Duality in Mean-Variance Frontiers with Conditioning Information" (2008), joint with Enrique Sentana. Revised version of CEPR DP 6566.
• ''Spanning Tests in Portfolio and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach" (2008), joint with Enrique Sentana. Revised version of CEPR DP 4422. Includes suplemental appendices.
• ''On the Accuracy of Vector Autoregressive Models for Dynamic Asset Allocation''(2007). Revised version of CEMFI WP 419.

Finance Lunch Seminars at UPF.