Academic department

Finance, Accounting and Management Control

Main campus

Bordeaux

Grants and awards

2008

Award for best Msc. thesis in Economics and Finance national contest : Concours des mémoires de l'économie et de la finance. PRMIA (Professional Risk Managers' International Association) and AFGAP (Association Francaise des Gestionnaires Actif-Passif)
-

2006

Edhec Foundation Scholarship
EDHEC, France

Publications from the last 5 years

Articles

MANTILLA GARCIA, D., MARTELLINI, L., GARCIA-HUITRÓN, M.E. and MARTINEZ-CARRASCO, M.A. (2024). Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans. Journal of Banking & Finance, 159, pp. 107061.

MANTILLA GARCIA, D., GARCÍA-HUITRÓN, M.E., CONCHA-PERDOMO, A. and ALDANA-GALINDO, J.R. (2023). Is my pension fund more expensive? Estimating equivalent assets-based and contribution-based management fees. Journal of Business Research, 167, pp. 114101.

MANTILLA GARCIA, D., MALAGON, J. and ALDANA-GALINDO, J.R. (2022). Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility? Finance Research Letters, 47(part A), pp. 102577.

MANTILLA GARCIA, D., MARTELLINI, L., MILHAU, V. and RAMIREZ-GARRIDO, H.E. (2022). Improving Interest Rate Risk Hedging Strategies through Regularization. Financial Analysts Journal, 78(4), pp. 18-36.

MANTILLA GARCIA, D., TER HORST, E.A., AUDEGUIL, E. and MOLINA, G. (2021). Asset Dependency Structures and Portfolio Insurance Strategies. International Journal of Theoretical and Applied Finance, 24(03), pp. 2150016.

Conference papers (with selection committee)

MANTILLA GARCIA, D., GARCIA-HUITRÓN, M.E., ALDANA-GALINDO, J.R. and CONCHA-PERDOMO, A. (2021). Is My Pension Fund More Expensive? Estimating Equivalent AUM-based and Contributions-based Management Fees. In: Business Association of Latin American Studies (BALAS) 2021 Annual Conference. Universidad de Los Andes, Bogota.

Books chapters and other contributions

MANTILLA GARCIA, D., BECERRA CAMARGO, O.R., GARCIA-HUITRÓN, M.E. and HOFSTETTER GASCÓN, M. (2025). Nota Macro n° 59: Fondos generacionales en el nuevo sistema de pensiones: Recomendaciones de regulación. Facultad de Economía - Universidad de los Andes.

MANTILLA GARCIA, D. (2024). Back to the funding ratio: Addressing the duration puzzle and retirement income risk of defined contribution pension plans", In: ASMF Seminar. University of Amsterdam, School of Economics.

MANTILLA GARCIA, D. (2024). Retirement Income Loss Control Strategies. In: TiSEM's seminars: Quantitative Finance and Actuarial Science Workshop. Tilburg University, School of Economics.

MANTILLA GARCIA, D. (2021). Technical Notes: PLAC Network Best Practices Series: Target-Income Design of Incentives, Benchmark Portfolios and Performance Metrics for Pension Funds. Inter-American Development Bank.