Co-movements of international equity markets: a large-scale factor model approach

Economic Bulletin, 2009

Juliana Caicedo Llano & Catherine Bruneau

Market integration: A risk-budgeting guide for pure alpha investors

Journal of Multinational Financial Management, 2009

Juliana Caicedo Llano & Thomas Dionysopoulos

Exploiting Market Integration for Pure Alpha Investments via Probabilistic Principal Factors Analysis

Journal of Mathematical Finance, 2013

Juliana Caicedo Llano & George Tzagkarakis & Thomas Dionysopoulos

Bootstrap Analysis for Asian REIT’s Portfolios

Hanbook of Asian finance, 2014

Juliana Caicedo Llano & Enareta Kurtbegu

European equity fund managers: luck or skill?!

Economic Bulletin, 2014

Juliana Caicedo Llano & Enareta Kurtbegu

Sparse modeling of volatile financial time series via low-dimensional patterns over learned dictionaries

Algorithmic Finance, 2015

George Tzagkarakis & Juliana Caicedo Llano & Thomas Dionysopoulos

Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions

Computational Economics, 2016

George Tzagkarakis & Juliana Caicedo Llano & Thomas Dionysopoulos

No Working Paper