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| Issue Date | Title | Author(s) |
|---|---|---|
| 2022 | Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation estimations with non-crossing conditions | Vidal-Llana, Xenxo; Salort Sánchez, Carlos; Coia, Vincenzo; Guillén, Montserrat |
| 2021 | Rethinking Asset Pricing with Quantile Factor Models | Uribe Gil, Jorge Mario; Guillén, Montserrat; Vidal-Llana, Xenxo |
| 2020 | Risk reference charts for speeding based on telematics information | Guillén, Montserrat; Pérez Marín, Ana María; Alcañiz, Manuela |
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