Marcos Escobar
Author
Alternate names M.E. Escobar, Marcos Escobar, Marcos Fidel Guzmán Escobar, M. Escobar
Past institutions Instituto Tecnologico de Orizaba, Tecnológico Nacional de México, Western University, Toronto Metropolitan University, Western Caspian University +5 more
H-index: 12
I10-index: 14
Works count: 85
Citations count: 456
Robust portfolio choice with derivative trading under stochastic volatility
2015 · Marcos Escobar, Sebastián Ferrando, et al. · Journal of Banking & Finance
Optimal investment under multi-factor stochastic volatility
2016 · Marcos Escobar, Sebastián Ferrando, et al. · Quantitative Finance
Portfolio Optimization In Affine Models With Markov Switching
2015 · Marcos Escobar, Daniela Neykova, et al. · International Journal of Theoretical and Applied Finance