Zobrazeno 1 - 10
of 60
pro vyhledávání: '"Evaristo Galeana-Figueroa"'
Publikováno v:
Mercados y Negocios, Vol 1, Iss 42, Pp 5-26 (2020)
In the present paper we test the benefit of overweighting a Global stock portfolio in Emerging markets. This, against a globally full-diversified one. By using a Gaussian two-regime Markov-Switching model in the S&P BMI global, the U.S. S&P 500; the
Externí odkaz:
https://doaj.org/article/d62c234b8afa4daf946312049ea1c8bf
Publikováno v:
Mercados y Negocios, Iss 42, Pp 5-26 (2020)
En el presente trabajo se prueba el beneficio de sobreinvertir un portafolio global de acciones en países emergentes. Esto en comparación a un portafolio globalmente diversificado. Al emplear un modelo markoviano con cambios de régimen, en un cont
Externí odkaz:
https://doaj.org/article/69e0daae125c4435a25472681a4f4d35
Autor:
Oscar V. De la Torre-Torres, Evaristo Galeana-Figueroa, María de la Cruz Del Río-Rama, José Álvarez-García
Publikováno v:
Mathematics, Vol 10, Iss 8, p 1296 (2022)
In this study, we tested the benefit of using Markov-Switching (M-S) models to forecast the views of the 26 most traded stocks in the US in a Black–Litterman (B–L) optimal selection context. With weekly historical data of these stocks from 1 Janu
Externí odkaz:
https://doaj.org/article/8b4cef0eee6d45b19bc23d585211639c
Publikováno v:
Mathematics, Vol 9, Iss 9, p 1030 (2021)
In the present paper, we test the benefit of using Markov-Switching models and volatility futures diversification in a Euro-based stock portfolio. With weekly data of the Eurostoxx 50 (ESTOXX50) stock index, we forecasted the smoothed regime-specific
Externí odkaz:
https://doaj.org/article/9ef0dda166c5439ba250f5e2afc4c347
Publikováno v:
Mathematics, Vol 8, Iss 6, p 942 (2020)
In the present paper, we review the use of two-state, Generalized Auto Regressive Conditionally Heteroskedastic Markovian stochastic processes (MS-GARCH). These show the quantitative model of an active stock trading algorithm in the three main Latin-
Externí odkaz:
https://doaj.org/article/103bdf18432e44f48e3a552bb80aece2
Publikováno v:
Energies, Vol 13, Iss 1, p 129 (2019)
In this paper, we test the use of Markov-switching (MS) GARCH (MSGARCH) models for trading either oil or natural gas futures. Using weekly data from 7 January 1994 to 31 May 2019, we tested the next trading rule: to invest in the simulated commodity
Externí odkaz:
https://doaj.org/article/f1ed0c0910fc4ed59c522c5ab9d0f725
Autor:
Heber Bernardo Magallón González, Evaristo Galeana Figueroa, Oscar Valdemar de la Torre-Torres
Publikováno v:
Mercados y Negocios, Iss 48, Pp 3-26 (2023)
This article proposes two models to analyze profitability banking. Using panel data methodology, it examined the relationship between operational efficiency indicators and banking access channels alternative to the branch with ROA and ROE. The main f
Externí odkaz:
https://doaj.org/article/e46099c760b2400ebc73bf021b04e3af
Publikováno v:
Mercados y Negocios, Iss 47, Pp 25-56 (2022)
This research seeks to answer these questions by analyzing multiple empirical articles carried out at different times, in different countries, and with various innovations. The research is divided into three sections: first, it presents a chronology
Externí odkaz:
https://doaj.org/article/cd25841b2e734933a1ccdc5261870381
Publikováno v:
Economía Teoría y Práctica, Iss 43, Pp 133-154 (2015)
Se propone utilizar y prueba la eficiencia media-varianza de un índice de desempeño de inversiones de ciclo de vida denominado actual position benchmark ( apb ) para medir el comportamiento de la política de inversión de fondos de pensiones mexic
Externí odkaz:
https://doaj.org/article/4df21d3cd6254f55880bb21544af5a52
Publikováno v:
Mercados y Negocios, Iss 42, Pp 5-26 (2020)
In the present paper we test the benefit of overweighting a Global stock portfolio in Emerging markets. This, against a globally full-diversified one. By using a Gaussian two-regime Markov-Switching model in the SP the LATAM S&P, the East Europe S&P,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::77c01eb315dec6c208bb13243445463f
https://doi.org/10.32870/myn.v1i42.7548
https://doi.org/10.32870/myn.v1i42.7548