• openAccess   Alternative investments for the retail investor in Spanish equities mutual funds 

      Sala Peñalver, Saul Universitat Jaume I (2017-07-17)
      This paper tries to overcome the limitations that retail investor seek when using traditional approaches to asset allocation, particularly in Spanish equities mutual funds. To do so, we structure this paper into three ...
    • openAccess   Institutions, growth and comparative economic development: geographical and methodological perspectives 

      Aparicio-Pérez, Daniel Universitat Jaume I (2024-01-26)
      This thesis investigates the impact of institutions on economic growth and development, a key area in economic research. While recognizing the broad consensus on the importance of institutions, it delves into how specific ...
    • openAccess   The logic of markets: From Micro to Macro Dynamics 

      Caferra, Rocco Universitat Jaume I (2022-03-21)
      This thesis proposes a series of experimental and empirical works considering traders from "isolate atoms" to heterogeneous "interacting particles" operating into the marketplace. Part I discusses the risk propensity of ...
    • openAccess   Three essays on liquidity and contagion 

      Toto, Andrea Universitat Jaume I (2016-04-16)
      The present PhD thesis consists of three papers. In the 1st paper we review credit risk models and models of counterparty risk and contagion and their application in credit risk management, and compare the two primary types ...