Serna Calvo, Gregorio Manuel
Publications
- Articles 19
- Books 0
- Book chapters 3
- Conferences 1
- Working papers 0
- Technical reports 0
- Research projects 0
- Supervised theses 0
- Patent or software license 0
Proposal for calculating regulatory capital requirements for reverse mortgages
- de la Fuente, I.
- Navarro, E.
- Serna, G.
Socio-Economic Planning Sciences - 2023
Editor: Elsevier Ltd
10.1016/j.seps.2023.101659 View at source
- ISSN/ISBN 0038-0121
On the predictive ability of conditional market skewness
- Serna, G.
Quarterly Review of Economics and Finance - 2022
Editor: Elsevier B.V.
10.1016/j.qref.2022.11.001 View at source
- ISSN/ISBN 1062-9769
On the predictive ability of conditional market skewness
- Gregorio Serna Calvo
Documentos de Trabajo (IAES, Instituto Universitario de Análisis Económico y Social) (p. 1-20) - 2021
Editor: Instituto Universitario de Análisis Económico y Social (IAES)
- ISSN/ISBN 1139-6148
Estimating regulatory capital requirements for reverse mortgages. An international comparison
- Fuente, I.D.L.
- Navarro, E.
- Serna, G.
International Review of Economics and Finance (p. 239-252) - 2021
Editor: Elsevier Inc.
10.1016/j.iref.2021.03.001 View at source
- ISSN/ISBN 1059-0560
Measuring bulk shipping prices risk
- Población, J.
- Serna, G.
Maritime Economics and Logistics (p. 291-309) - 2021
Editor: Palgrave Macmillan
10.1057/s41278-019-00129-3 View at source
- ISSN/ISBN 1479-294X
Reverse mortgage risks. Time evolution of VAR in lump-sum solutions
- de la Fuente, I.
- Navarro, E.
- Serna, G.
Mathematics (p. 1-17) - 2020
Editor: MDPI AG
10.3390/math8112043 View at source
- ISSN/ISBN 2227-7390
Hedging voyage charter rates on illiquid routes
- Mirantes, A.G.
- Población, J.
- Serna, G.
International Journal of Shipping and Transport Logistics (p. 197-211) - 2020
Editor: Inderscience Publishers
10.1504/ijstl.2020.107231 View at source
- ISSN/ISBN 1756-6525
Una alternativa per al finançament de les necessitats de les persones grans: la hipoteca inversa
- Iván de la Fuente Merencio
- Eliseo Navarro Arribas
- Gregorio Serna Calvo
Anuari de l'envelliment: Illes Balears (p. 71-84) - 2019
Editor: Universidad de las Islas Baleares = Universitat de les Illes Balears
- ISSN/ISBN 2174-7997
A common long-term trend for bulk shipping prices
- Población, J.
- Serna, G.
Maritime Economics and Logistics (p. 421-432) - 2018
Editor: Palgrave Macmillan Ltd.
10.1057/s41278-017-0065-9 View at source
- ISSN/ISBN 1479-294X
This researcher has no books.
Analysing the dynamics of the refining margin: Implications for valuation and hedging
- Mirantes, A.G.
- Población, J.
- Serna, G.
Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing (p. 101-124) - 2022
Editor: CRC Press
10.1201/9781003265399-6 View at source
- ISSN/ISBN 9781032208176
Estimating the no-negative-equity guarantee in reverse mortgages: International sensitivity analysis
- de la Fuente, I.
- Navarro, E.
- Serna, G.
Contributions to Management Science (p. 223-239) - 2018
Editor: Springer
10.1007/978-3-319-95285-7_13 View at source
- ISSN/ISBN 2197-716X
Analysing the dynamics of the refining margin: Implications for valuation and hedging
- Mirantes, A.G.
- Población, J.
- Serna, G.
Commodities (p. 95-118) - 2015
Editor: CRC Press
- ISSN/ISBN 9781498712323
Estimating regulatory capital requirements for reverse mortgages: An international comparison
- De La Fuente, I.
- Navarro, E.
- Serna, G.
Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018 (p. 301-304) - 2018
Editor: Springer International Publishing AG
10.1007/978-3-319-89824-7_54 View at source
- ISSN/ISBN 9783319898230
This researcher has no working papers.
This researcher has no technical reports.
This researcher has no research projects.
This researcher has no supervised thesis.
This researcher has no patents or software licenses.
Research groups
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Ciencias Actuariales y Financieras / Actuarial and Financial Sciences
Role: Responsable
Researcher profiles
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ORCID
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Dialnet id