Access Statistics for Oscar Valdemar De la Torre Torres

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov-Switching VSTOXX Trading Algorithm for Enhancing EUR Stock Portfolio Performance 0 1 1 3 0 1 1 20
A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading 0 0 0 14 0 0 1 60
A Two-Regime Markov-Switching GARCH Active Trading Algorithm for Coffee, Cocoa, and Sugar Futures 0 0 0 1 0 0 4 13
A minimum variance benchmark to measure the performance of pension funds in Mexico 0 0 0 4 0 0 1 43
Active portfolio management in the Andean countries'' stock markets with Markov-Switching GARCH models 0 0 0 9 0 0 0 18
An Actual Position Benchmark for Mexican Pension Funds Performance 0 0 0 9 0 0 1 48
An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading 0 0 0 3 0 0 4 11
Desempeño de ocho de las criptomonedas de mayor capitalización de mercado / Performance of Eight of the Cryptocurrencies of Greater Market Capitalization 0 0 0 3 0 0 3 7
Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico 0 0 0 8 0 0 0 48
Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models 0 0 2 33 0 0 9 53
Estimación de alfa en fondos con beneficios definidos mediante una matriz t-Student O-GARCH. Una evaluación de las pensiones civiles del Estado de Michoacán /Estimation of Alpha in Defined Benefit Pension Funds with a t-Student O-GARCH Matrix: a test in pensiones civiles del Estado de Michoacán 0 0 0 3 0 0 0 41
How the use of Markov-Switching Sharpe Ratio can improve Mexican Pension Funds Investment Decisions / Cómo el uso de Razones de Sharpe cambiantes según un proceso de Markov puede mejorar las decisiones de inversión de los portafolios de pensiones mexicanos 0 0 0 6 0 0 4 25
Is socially responsible investment useful in Mexico? A multi-factor and ex-ante review 0 0 0 4 0 0 6 39
La eficiencia media-varianza de un portafolio sobreponderado en acciones socialmente responsables de México y Estados Unidos 0 0 1 4 0 0 2 15
Los beneficios de la inversión socialmente responsable en el desempeño de fondos de pensiones mexicanos 0 0 0 2 0 0 0 29
Markov-Switching Stochastic Processes in an Active Trading Algorithm in the Main Latin-American Stock Markets 0 0 0 0 0 0 1 10
Non-Commodity Agricultural Price Hedging with Minimum Tracking Error Portfolios: The Case of Mexican Hass Avocado 0 0 0 0 1 2 11 11
Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán 0 0 0 10 0 0 0 48
Revisión de la Inversión Sustentable en La Bolsa Mexicana Durante Periodos de Crisis 0 0 0 1 0 0 6 21
Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain 1 2 2 33 1 2 2 45
THE COST OF HOMOGENEITY IN LIFE CYCLE PENSION FUNDS: AN EXPLANATION TO DEMAND'S INELASTICITY OF MEXICAN PENSION FUNDS WITH A PERFORMANCE ATTRIBUTION TEST 0 0 0 3 0 0 1 22
THE USE OF THE SUSTAINABLE INVESTMENT AGAINST THE BROAD MARKET ONE. A FIRST TEST IN THE MEXICAN STOCK MARKET / EL USO DE LA INVERSIÓN SUSTENTABLE EN COMPARACIÓN DE LA INVERSIÓN CONVENCIONAL. UNA PRIMERA REVISIÓN PARA EL MERCADO DE VALORES MEXICANO 0 0 1 10 0 0 4 49
The Benefits of Workforce Well-Being on Profitability in Listed Companies: A Comparative Analysis between Europe and Mexico from an ESG Investor Perspective 0 2 9 19 3 5 17 32
The cost of doing nothing: Testing the benefits of water disposal risk reduction with water management Activism investing in Latin America 0 0 0 0 0 0 0 0
Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1) 0 0 1 10 0 1 6 30
¿Han sido el IBEX35 y el IPC definiciones financieramente eficientes del portafolio de mercado? 0 0 0 4 0 0 2 56
¿Son los Índices IPC Mexicano e IBEX35 Español una Adecuada Definición de Cartera de Mercado? Una Revisión de este Supuesto Empleando el Estadístico de Kandel y Stambugh en un Contexto Muestral 0 0 0 0 0 0 1 7
Total Journal Articles 1 5 17 196 5 11 87 801

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Statistics updated 2025-08-05