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Associate Professor Francisco Barillas Bedoya

Associate Professor Francisco Barillas Bedoya

Professor
  • PhD, New York University
  • MA, University of British Columbia
  • BSc,Trent University
Business School
School of Banking and Finance

Francisco Barillas is an Associate Professor in the School of Banking and Finance at the University of New South Wales in Sydney, Australia. Francisco’s research encompasses theoretical and empirical asset pricing, in particular portfolio choice, asset pricing tests, and macrofinance.
E-mail
f.barillas@unsw.edu.au
Location
UNSW Business School - Ref E12 Level 3, Room 333C
  • Journal articles | 2020
    Barillas F; Kan R; Robotti C; Shanken J, 2020, 'Model comparison with sharpe ratios', Journal of Financial and Quantitative Analysis, 55, pp. 1840 - 1874,
    Journal articles | 2019
    Barillas F; Nimark K, 2019, 'Speculation and the bond market: An empirical no-arbitrage framework', Management Science, 65, pp. 4179 - 4203,
    Journal articles | 2018
    Barillas F; Shanken J, 2018, 'Comparing Asset Pricing Models', Journal of Finance, 73, pp. 715 - 754,
    Journal articles | 2017
    Barillas F; Nimark KP, 2017, 'Speculation and the term structure of interest rates', Review of Financial Studies, 30, pp. 4003 - 4037,
    Journal articles | 2017
    Barillas F; Shanken J, 2017, 'Which alpha?', Review of Financial Studies, 30, pp. 1316 - 1338,
    Journal articles | 2009
    Barillas F; Hansen LP; Sargent TJ, 2009, 'Doubts or variability?', Journal of Economic Theory, 144, pp. 2388 - 2418,
    Journal articles | 2007
    Barillas F; Fernández-Villaverde J, 2007, 'A generalization of the endogenous grid method', Journal of Economic Dynamics and Control, 31, pp. 2698 - 2712,
    Journal articles | 2005
    Macklem T; Barillas F, 2005, 'Recent developments in the Canada-US unemployment rate gap: Changing patterns in unemployment incidence and duration', Canadian Public Policy, 31, pp. 101 - 107,
    Journal articles | 2002
    Arvin BM; Barillas F, 2002, 'Foreign aid, poverty reduction, and democracy', Applied Economics, 34, pp. 2151 - 2156,