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 | 47 | 2016 |
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 | 27 | 2015 |
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 | 21 | 2019 |
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 | 17 | 2018 |
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 | 13 | 2021 |
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 | 11 | 2017 |
¿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 | 10 | 2021 |
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 | 10 | 2020 |
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 | 9 | 2015 |
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 | 6 | 2018 |
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 | 6 | 2018 |
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 | 6 | 2013 |
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 | 5 | 2021 |
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 | 5 | 2015 |
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 | 5 | 2010 |
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 | 4 | 2020 |
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 | 4 | 2020 |
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 | 4 | 2020 |