Concepedia

Lorán Chollete

LC

9

Publications

500

Citations

9

H-Index

2005

Active since

Affiliations

Columbia University(Current)

National Chengchi University

University of Stavanger

Norwegian School of Economics

Lorán Chollete is an author at Columbia University specializing in business, finance, and international finance.

Top concepts

FinanceBusinessManagementAsset PricingGlobal FinanceEmpirical FinanceFinancial EconomicsEconomicsGlobalizationGlobal Strategy

Publications per year

2005–2016

9

Publications

9

Modeling International Financial Returns with a Multivariate Regime-switching Copula

Lorán Chollete, Andréas Heinen, Alfonso Valdesogo · Journal of Financial Econometrics · 2009 · 272 citations

Empirical Finance, International Financial Returns, Portfolio Choice +17

International diversification: A copula approach

Lorán Chollete, Victor de la Peña, Ching-Chih Lu · Journal of Banking & Finance · 2010 · 99 citations

Economic Diversification, International Management, Economics +10

Financial distress and idiosyncratic volatility: An empirical investigation

Jing Chen, Lorán Chollete, Rina Ray · Journal of Financial Markets · 2009 · 40 citations

Empirical Finance, Volatility Modeling, Financial Economics +6

International diversification: An extreme value approach

Lorán Chollete, Victor de la Peña, Ching-Chih Lu · Journal of Banking & Finance · 2011 · 24 citations

Economic Diversification, International Diversification, International Business Strategy +8

The Market Premium for Dynamic Tail Risk

Lorán Chollete · SSRN Electronic Journal · 2011 · 18 citations · Full text

Rows per page

1–5 of 9