Marcos Escobar - Concepedia

Author

Marcos Escobar

Toronto Metropolitan University

Also Known As

Escobar, Marcos, M. Escobar, M.E. Escobar, MARCOS ESCOBAR, Marcos Escobar, Marcos Fidel Guzmán Escobar

Publications

481

Citations

H-Index

Concepts

All Affiliations

Toronto Metropolitan University Western University Technical University of Munich

About

Marcos Escobar is an author at Toronto Metropolitan University specializing in asset pricing, business, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	11	11	272
2	Engineering	7	7	177
3	Management	4	4	81
4	Accounting	2	2	44
5	Computer Science	2	2	38

Marcos Escobar

Publications

296

Citations

H-Index

Page 1

	Year	Citations
Robust portfolio choice with derivative trading under stochastic volatility Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov Journal of Banking & Finance Multivariate Stochastic VolatilityPortfolio OptimizationAsset PricingEngineeringBusiness	2015	71
Optimal investment under multi-factor stochastic volatility Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov Quantitative Finance EconomicsPortfolio OptimizationMultivariate Stochastic VolatilityAsset PricingManagement	2016	29
PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING Marcos Escobar, Daniela Neykova, Rudi Zagst International Journal of Theoretical and Applied Finance EngineeringStochastic AnalysisOperations ResearchFinancial MathematicsAsset Pricing	2015	27
Dynamic derivative strategies with stochastic interest rates and model uncertainty Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov Journal of Economic Dynamics and Control Dynamic Economic ModelEconomicsTerm Structure ModelAsset PricingDynamic Derivative Strategies	2017	25
Pricing a CDO on stochastically correlated underlyings Marcos Escobar, Barbara Götz, Luis Seco, Quantitative Finance Mathematical ProgrammingCovariance MatrixEngineeringAsset PricingComputational Finance	2009	23
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity Volker Bergen, Marcos Escobar, Alexey Rubtsov, Quantitative Finance Mathematical ProgrammingPortfolio ManagementPortfolio ChoiceAsset PricingUncertainty Quantification	2018	21
Pricing of mountain range derivatives under a principal component stochastic volatility model Marcos Escobar, Pablo Olivares Applied Stochastic Models in Business and Industry Option PricingMultivariate Stochastic VolatilityVolatility ModelingAsset PricingMaturity Time	2012	20
Portfolio choice with stochastic interest rates and learning about stock return predictability Marcos Escobar, Sebastián Ferrando, Alexey Rubtsov International Review of Economics & Finance EconomicsPortfolio OptimizationAsset PricingPortfolio SelectionStochastic Interest Rates	2015	16
Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs Marcos Escobar, Mikhail Krayzler, Franz Ramsauer, Risks Stochastic Policyholder BehaviorMinimum BenefitsFinancial Risk ManagementAnalytical PricingFinancial Mathematics	2016	15
Pricing of spread options on stochastically correlated underlyings Marcos Escobar, Barbara Götz, Luis Seco, The Journal of Computational Finance Option PricingComputational FinanceFinancial EconomicsAsset PricingSpread Option	2009	13

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