4 papers in the archive (2024), average empirical rigor 5.4/10, average math complexity 3.5/10. Quadrant mix: Philosophers ×1, Street Traders ×3.
Works mostly in Risk Management & Tail Risk, Fixed Income & Interest Rates, Factor Investing & Asset Pricing.
Frequent co-authors: Fernando Acebes (4), David Poza (2), Jose M Gonzalez-Varona (2), Adolfo Lopez-Paredes (2), José Manuel González-Varona (1), Adolfo López-Paredes (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
Obtaining a viable schedule baseline that meets all project constraints is one of the main issues for project managers. The literature on this topic focuses mainly on methods to obtain schedules that meet resource restrictions and, more recently, financial limitations. The methods provide different
The project managers who deal with risk management are often faced with the difficult task of determining the relative importance of the various sources of risk that affect the project. This prioritisation is crucial to direct management efforts to ensure higher project profitability. Risk matrices
The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies. More specifically, the approach uses extensive Monte Carlo simu
Project managers need to manage risks throughout the project lifecycle and, thus, need to know how changes in activity durations influence project duration and risk. We propose a new indicator (the Activity Risk Index, ARI) that measures the contribution of each activity to the total project risk wh