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Oscar V. De la Torre-Torres
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The use of the sustainable investment against the broad market one. A first test in the Mexican stock market
O De la Torre, E Galeana, D Aguilasocho
European Research on Management and Business Economics 22 (3), 117-123, 2016
472016
Revisión de la inversión sustentable en la bolsa mexicana durante periodos de crisis
OV Torre Torres, MI Martínez Torre-Enciso
Revista mexicana de economía y finanzas 10 (2), 115-130, 2015
272015
Using Markov-switching models with Markov chain Monte Carlo inference methods in agricultural commodities trading
V Oscar, D Aguilasocho-Montoya, J Álvarez-García, B Simonetti
Soft Computing, 1-14, 2020
21*2020
A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading
D la Torre-Torres, V Oscar, E Galeana-Figueroa, J Álvarez-García
Energies 13 (1), 1-24, 2019
212019
Using Markov-Switching models in Italian, British, US and Mexican equity portfolios: a performance test
OV De la Torre, E Galeana-Figueroa, J Alvarez-García
Electronic Journal of Applied Statistical Analysis 11 (2), 489-505, 2018
172018
Enhancing portfolio performance and VIX futures trading timing with markov-switching GARCH models
OV De la Torre-Torres, F Venegas-Martínez, MI Martínez-Torre-Enciso
Mathematics 9 (2), 185, 2021
132021
Is socially responsible investment useful in Mexico? A multi-factor and ex-ante review
O De la Torre Torres, MIMT Enciso
Contaduría y administración 62 (1), 222-238, 2017
112017
¿Han sido el IBEX35 y el IPC definiciones financieramente eficientes de la cartera de mercado de febrero de 2001 a diciembre de 2010?
OV De la Torre Torres, MT Enciso, M Isabel, MI Martínez Torre Enciso
Contaduría y administración UNAM 58 (4), 223-252, 2013
11*2013
A markov-switching VSTOXX trading algorithm for enhancing EUR stock portfolio performance
OV De la Torre-Torres, E Galeana-Figueroa, J Álvarez-García
Mathematics 9 (9), 1030, 2021
102021
A two-regime Markov-switching GARCH active trading algorithm for coffee, cocoa, and sugar futures
OV De la Torre-Torres, D Aguilasocho-Montoya, MC del Río-Rama
Mathematics 8 (6), 1001, 2020
102020
A mínimum variance benchmark to measure the performance of pension funds in Mexico
V Oscar, EG Figueroa, MIMT Enciso, DA Montoya, OV de la Torre Torres
Contaduría y administración UNAM, forthcoming, 2015
92015
The cost of homogeneity in life cycle pension funds: An explanation to demand's inelasticity of Mexican pension funds with a performance attribution test
V Oscar, EG Figueroa, J Alvarez-García
European Research on Management and Business Economics 24 (2), 97-103, 2018
62018
Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico
D la Torre-Torres, V Oscar, E Galeana-Figueroa, J Álvarez-García
Sustainability 11 (1), 178, 2018
62018
Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán
O De la Torre Torres
Economía: teoría y práctica, 119-144, 2013
62013
Pandemic (COVID-19) news sentiment, economic policy uncertainty and volatility spillover in global leisure and recreation stocks
L Bollain-Parra, OV De la Torre-Torres, D Aguilasocho-Montoya, ...
Pandemics and Travel: COVID-19 Impacts in the Tourism Industry, 141-156, 2021
52021
An actual Position Benchmark for Mexican pension funds performance
ÓV Torre Torres, E Galeana Figueroa, D Aguilasocho Montoya
Economía: teoría y práctica, 133-154, 2015
52015
Theoretical review to the definition of the IBEX35 stock index as the market portfolio in Spain
MI Martínez, O De la Torre, J Bilbao, J Li, TA Mazzuchi
Proceedings of the 2010 international conference on risk and reliability …, 2010
52010
Markov-switching stochastic processes in an active trading algorithm in the main Latin-American stock markets
OV De la Torre-Torres, E Galeana-Figueroa, J Álvarez-García
Mathematics 8 (6), 942, 2020
42020
Desempeño de ocho de las criptomonedas de mayor capitalización de mercado
F López-Herrera, LGM Trejo, OV de la Torre Torre
Estocástica: finanzas y riesgo 10 (1), 103-128, 2020
42020
La eficiencia media-varianza de un portafolio sobreponderado en acciones socialmente responsables de México y Estados Unidos
LG Macías-Trejo, F López-Herrera, OV De la Torre-Torres
Estudios Gerenciales 36 (154), 91-99, 2020
42020
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