Miguel Fernández‐Martín
Biographic Data
| ID | 9749849 |
|---|---|
| NAME | Miguel Fernández‐Martín |
| GIVEN NAMES | Miguel |
| FAMILY NAME | Fernández‐Martín |
| SIGNATURE | MARTIN M F |
| AFFILIATIONS | Universidad de Valladolid |
| ORCID | 0009-0006-0494-6532 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2024 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Risk analysis of Spanish companies
This paper aims to investigate the determinants of different types of market risk faced by Spanish firms from 2012 to 2019. Using Fama and French's ( Journal of Financial Economics , 1993, 33, 3) three‐factor model, we estimate total risk, diversifiable risk, and systematic or non‐diversifiable risk in the three dimensions proposed by these authors: market risk, size risk, and valuation risk. Risk determinants are derived from a series of economi…
No prominent works on this page.
Risk analysis of Spanish companies
This paper aims to investigate the determinants of different types of market risk faced by Spanish firms from 2012 to 2019. Using Fama and French's ( Journal of Financial Economics , 1993, 33, 3) three‐factor model, we estimate total risk, diversifiable risk, and systematic or non‐diversifiable risk in the three dimensions proposed by these authors: market risk, size risk, and valuation risk. Risk determinants are derived from a series of economi…
Business (1 work) · Financial Markets and Investment Strategies (1 work) · Insurance and Financial Risk Management (1 work) · Risk Management in Financial Firms (1 work)