Publikationer pr. år
Publikationer pr. år
Personlig profil
Forskningsprofil
Juan Carlos Parra-Alvarez is Postdoctoral researcher affiliated with the Finance Research Group at Aalborg University Business School. He is also is research fellow at CREATES, Aarhus University, and the Danish Finance Institute. Juan Carlos holds a PhD in Economics and Business from Aarhus University. His research interests lie within the fields of quantitative macroeconomics and finance with a particular focus on the solution and estimation of equilibrium dynamic economies.
Personal website: http://jcparra-alvarez.weebly.com
- Quantitative macroeconomics
- Macro-finance
- Disaster risks
- Asset pricing and asset allocation
Uddannelse (Akademiske kvalifikationer)
Economics and Business, PhD, Aarhus University
Dimissionsdato: 30 jun. 2015
Eksterne ansættelser
Research Fellow, Danish Finance Institute
Research fellow CREATES, Aarhus University
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Netværk
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Peso problems in the estimation of the C-CAPM
Parra-Alvarez, J. C., Posch, O. & Schrimpf, A., jan. 2022, I: Quantitative Economics. 13, 1, s. 259-313 55 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review
Åben adgangFil1 Citationer (Scopus)4 Downloads (Pure) -
Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, B. J., Parra-Alvarez, J. C. & Serrano, R., nov. 2021, I: Insurance: Mathematics and Economics. 101, s. 384-405 22 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review
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Risk matters: Breaking certainty equivalence in linear approximations
Parra-Alvarez, J. C., Posch, O. & Polattimur, H., dec. 2021, I: Journal of Economic Dynamics and Control. 133, 104248.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review
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Estimation of heterogeneous agent models: A likelihood approach
Parra-Alvarez, J. C., Posch, O. & Wang, M-C., 2020.Publikation: Working paper/Preprint › Working paper › Forskning
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Optimal asset allocation for commodity sovereign wealth funds
Parra-Alvarez, J. C., Irarrazabal, A. & Ma, L., 2020.Publikation: Working paper/Preprint › Working paper › Forskning
Aktiviteter
- 1 Organisering af eller deltagelse i workshop, kursus, seminar eller lignende
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Blended Learning Workshop
Louise Brøns Kringelum (Arrangør), Mogens Ove Madsen (Deltager), Hamid Bekamiri (Deltager), Robert Smith (Deltager), Juan Carlos Parra-Alvarez (Deltager), Finn Olesen (Deltager), Agnieszka Urszula Nowinska (Deltager), Allan Næs Gjerding (Deltager), Birgitte Egeskov Jensen (Arrangør), Svetla Trifonova Marinova (Deltager) & Marin Marinov (Deltager)
25 nov. 2021Aktivitet: Deltagelse i faglig begivenhed › Organisering af eller deltagelse i workshop, kursus, seminar eller lignende