Back to
Associate Professor Francisco Barillas Bedoya
Associate Professor

Associate Professor Francisco Barillas Bedoya

  • 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, vol. 55, pp. 1840 - 1874, http://dx.doi.org/10.1017/S0022109019000589
    Journal articles | 2019
    Barillas F; Nimark K, 2019, 'Speculation and the bond market: An empirical no-arbitrage framework', Management Science, vol. 65, pp. 4179 - 4203, http://dx.doi.org/10.1287/mnsc.2018.3027
    Journal articles | 2018
    Barillas F; Shanken J, 2018, 'Comparing Asset Pricing Models', Journal of Finance, vol. 73, pp. 715 - 754, http://dx.doi.org/10.1111/jofi.12607
    Journal articles | 2017
    Barillas F; Nimark KP, 2017, 'Speculation and the term structure of interest rates', Review of Financial Studies, vol. 30, pp. 4003 - 4037, http://dx.doi.org/10.1093/rfs/hhx059
    Journal articles | 2017
    Barillas F; Shanken J, 2017, 'Which alpha?', Review of Financial Studies, vol. 30, pp. 1316 - 1338, http://dx.doi.org/10.1093/rfs/hhw101
    Journal articles | 2009
    Barillas F; Hansen LP; Sargent TJ, 2009, 'Doubts or variability?', Journal of Economic Theory, vol. 144, pp. 2388 - 2418, http://dx.doi.org/10.1016/j.jet.2008.11.014
    Journal articles | 2007
    Barillas F; Fernández-Villaverde J, 2007, 'A generalization of the endogenous grid method', Journal of Economic Dynamics and Control, vol. 31, pp. 2698 - 2712, http://dx.doi.org/10.1016/j.jedc.2006.08.005
    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, vol. 31, pp. 101 - 107, http://dx.doi.org/10.2307/3552599
    Journal articles | 2002
    Arvin BM; Barillas F, 2002, 'Foreign aid, poverty reduction, and democracy', Applied Economics, vol. 34, pp. 2151 - 2156, http://dx.doi.org/10.1080/00036840210136718