| Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall EB Del Brio, A Mora-Valencia, J Perote International Review of Financial Analysis 70, 101163, 2020 | 49 | 2020 |
| Moral hazard and default risk of SMEs with collateralized loans JA Castillo, A Mora-Valencia, J Perote Finance Research Letters 26, 95-99, 2018 | 47 | 2018 |
| The kidnapping of Europe: high-order moments' transmission between developed and emerging markets EB Del Brio, A Mora-Valencia, J Perote Emerging Markets Review 31, 96-115, 2017 | 45 | 2017 |
| Risk quantification and validation for Bitcoin I Jiménez, A Mora-Valencia, J Perote Operations Research Letters 48 (4), 534-541, 2020 | 42 | 2020 |
| Cuantificación del riesgo operativo en entidades financieras en Colombia A Mora Valencia Cuadernos de Administración 23 (41), 185-211, 2010 | 36 | 2010 |
| The productivity of top researchers: a semi-nonparametric approach LM Cortés, A Mora-Valencia, J Perote Scientometrics 109, 891-915, 2016 | 33 | 2016 |
| VaR performance during the subprime and sovereign debt crises: An application to emerging markets EB Del Brio, A Mora-Valencia, J Perote Emerging Markets Review 20, 23-41, 2014 | 33 | 2014 |
| Risk quantification in turmoil markets A Diaz, G Garcia-Donato, A Mora-Valencia Risk Management 19, 202-224, 2017 | 20 | 2017 |
| Semi-nonparametric VaR forecasts for hedge funds during the recent crisis EB Del Brio, A Mora-Valencia, J Perote Physica A: Statistical Mechanics and its Applications 401, 330-343, 2014 | 20 | 2014 |
| Semi-nonparametric risk assessment with cryptocurrencies I Jiménez, A Mora-Valencia, J Perote Research in International Business and Finance 59, 101567, 2022 | 19 | 2022 |
| Portfolio risk assessment under dynamic (equi) correlation and semi-nonparametric estimation: An application to cryptocurrencies I Jiménez, A Mora-Valencia, TM Ñíguez, J Perote Mathematics 8 (12), 2110, 2020 | 16 | 2020 |
| Expected shortfall assessment in commodity (L) ETF portfolios with semi-nonparametric specifications EB Del Brio, A Mora-Valencia, J Perote The European Journal of Finance 25 (17), 1746-1764, 2019 | 16 | 2019 |
| Measuring firm size distribution with semi-nonparametric densities LM Cortés, A Mora-Valencia, J Perote Physica A: Statistical Mechanics and its Applications 485, 35-47, 2017 | 15 | 2017 |
| Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures E Molina‐Muñoz, A Mora‐Valencia, J Perote International Journal of Finance & Economics 26 (3), 4163-4189, 2021 | 14 | 2021 |
| Market-crash forecasting based on the dynamics of the alpha-stable distribution J Molina-Muñoz, A Mora-Valencia, J Perote Physica A: Statistical Mechanics and its Applications 557, 124876, 2020 | 14 | 2020 |
| Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad G González-Echeverri, A Mora-Valencia, JG Solano Estudios Gerenciales 31 (136), 287-298, 2015 | 14 | 2015 |
| A comparison of the risk quantification in traditional and renewable energy markets D Velásquez-Gaviria, A Mora-Valencia, J Perote Energies 13 (11), 2805, 2020 | 13 | 2020 |
| Skew index: Descriptive analysis, predictive power, and short-term forecast A Mora-Valencia, S Rodríguez-Raga, E Vanegas The North American Journal of Economics and Finance 56, 101356, 2021 | 10 | 2021 |
| Multivariate approximations to portfolio return distribution A Mora-Valencia, TM Ñíguez, J Perote Computational and Mathematical Organization Theory 23, 347-361, 2017 | 10 | 2017 |
| Quantifying risk in traditional energy and sustainable investments A Díaz, G García-Donato, A Mora-Valencia Sustainability 11 (3), 720, 2019 | 9 | 2019 |
Javier Perote PeñaProfesor de EconomíaEmail verificata su usal.es
