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Biography
Dr. Francisco Guijarro

Universidad Politécnica de Valencia, Spain


Email: fraguima@upvnet.upv.es


Research fields

Asset Management

Portfolio Management


Qualifications

2003 Ph.D., Economics, Universidad Politécnica de Valencia, Spain

2001 M.Sc, Statistics,Universidad de Valencia, Spain

1998 B.Sc, Computer Science, Universidad Politécnica de Valencia, Spain


Publications (selected)

  1. Credit Risk Management: A Multicriteria Approach to Assess Creditworthiness, Mathematical and Computer Modelling,2013.Francisco Guijarro, Fernando García, Vicente Giménez.
  2. Estimating Returns and Conditional Volatility: A Comparison Between the ARMA-GARCH-M Models and the Backpropagation Neural Network, International Journal of Complex Systems in Science,2012. Francisco Guijarro, Fernando García, Ismael Moya, Javier Oliver.
  3. Monitoring Credit Risk in the Social Economy Sector by Means of a Binary Goal Programming Model, Service Business, 2012. Francisco Guijarro, Fernando García, Ismael Moya.
  4. Ranking Residential Properties by a Multicriteria Single Price Model, Journal of the Operational Research Society,2011. Francisco Guijarro, Fernando García, Roberto Cervelló.
  5. The Curvature of the Tracking Frontier: A New Criterion for the Partial Index Tracking Problem, Mathematical and Computer Modelling, 2011. Francisco Guijarro, Fernando García, Ismael Moya.
  6. Mixed Valuation Methods: a Combined AHP-GP Procedure for Individual and Group MulticriteriaAgricultural Valuation, Annals of Operations Research, 2011. Francisco Guijarro, Jerónimo Aznar, José MaríaMoreno-Jiménez.
  7. Crisis Bursátil: ¿EsPreferibleunaEstrategia de GestiónActiva o Pasiva?,Innovar, 2011. Francisco Guijarro, Fernando García.
  8. A Goal Programming Approach to Estimating Performance Weights for Ranking Firms, Computers & Operations Research, 2010. Francisco Guijarro, Fernando García, Ismael Moya.
  9. An ANP Framework for Property Pricing Combining Quantitative and Qualitative Attributes, Journal of the Operational Research Society, 2010. Francisco Guijarro, Jerónimo Aznar, Javier Ferrís.
  10. Ranking Spanish Savings Banks: A Multicriteria Approach, Mathematical and Computer Modelling, 2010. Francisco Guijarro, Fernando García, Ismael Moya.
  11. An Algorithm for Variable Selection in Firm Valuation Models, International Journal of Business Performance and Supply Chain Modelling, 2009. Francisco Guijarro, Fernando García, Ismael Moya.
  12. Estimating Regression Parameters with Imprecise Input Data in an Appraisal Context, European Journal of Operational Research, 2007. Francisco Guijarro, Jerónimo Aznar.
  13. Modelling Aesthetic Variables in the Valuation of Paintings: An Interval Goal Programming Approach, Journal of the Operational Research Society, 2007. Francisco Guijarro, Jerónimo Aznar.

Profile Details

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