Capera Romero, L. and Opschoor, A. (2026). Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment Journal of Applied Econometrics.
Laura Capera
University
Vrije Universiteit Amsterdam
E-mail
Research field
Finance
Interests
Banking, Competition Policy, Finance, Industrial Organization, Innovation, Regional and Urban Economics
Website
Biography
Laura Capera is an Assistant Professor at the Finance Department at Vrije Universiteit Amsterdam. She obtained her PhD in Economics from Tilburg University in 2020. She applies industrial organization methods to analyze the effects of innovation and regulatory changes on competition and financial access across geographic markets.
List of publications
Capera Romero, L. and Opschoor, A. (2026). Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment Journal of Applied Econometrics.
Capera Romero, L.M., Artiga Gonzalez, T., Karmaziene, E. and Yuan, X. (2025). Green Gains: The Impact of REITs’ Environmental Performance on Sustainability-Linked Loan Interest Rates Finance Research Letters, 71:1--7.
Menkveld, AlbertJ., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neususs, S., Razen, M., Weitzel, U., Abad-Diaz, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, JamieT., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, JamesJ., Avetikian, AlejandroT., Bach, A., Baidoo, E., Bakalli, G., Bao, L., Barbon, A., Bashchenko, O., Bindra, ParampreetC., Bjønnes, GeirH., Black, JeffreyR., Black, BernhardS., Bogoev, D., Bohorquez Correa, S., Bondarenko, O., Bos, CharlesS., Bosch-Rosa, C., Bouri, E., Brownlees, C., Calamia, A., Cao, V.N., Capelle-Blancard, G., Capera Romero, LauraM., Mazzola, F., van Dijk, M., Verwijmeren, P., Vogel, S., Wagner, W., van der Wel, M., Yang, A. and Zhou, C. (2024). Nonstandard Errors The Journal of Finance, 79(3):2339--2390.