Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Oscar De la Torre Torres"'
Autor:
Oscar De la Torre Torres
Publikováno v:
Economía Teoría y Práctica, Iss 39, Pp 119-144 (2013)
En el presente artículo se prueba la utilidad de un proceso de administración activa de portafolios con matrices de covarianzas garch ortogonal ( ogarch ) en la reserva técnica de fondos de pensiones de beneficio definido, como es el caso de la Di
Externí odkaz:
https://doaj.org/article/057ea30ed3454539b894981e84903499
Autor:
Francisco Venegas-Martínez, Benjamín Vallejo-Jiménez, José Álvarez-García, Oscar De la Torre Torres
Publikováno v:
Mathematics; Volume 10; Issue 16; Pages: 2926
This paper aims to simulate portfolio decisions under uncertainty when the diffusion parameters of the risky asset and short rate paid for a bond are both modulated by a time-inhomogeneous Markov chain, with transition probabilities dependent on stat
Publikováno v:
RPER. :55-70
Neste artigo, testamos, com um modelo Gaussiano Markov de comutação de dois regimes, o desempenho semanal do índice MSCI EMU avaliado em euro e os índices MSCI EMU que excluem cada país membro. Fizemos isso para testar a integração de longo pr
Publikováno v:
International Journal of Environmental Research & Public Health; Feb2023, Vol. 20 Issue 3, p1979, 284p
Publikováno v:
International Journal of Environmental Research & Public Health; Feb2022, Vol. 19 Issue 3, p1895-N.PAG, 1p
Tourism is not only affected by pandemics and epidemics but also contributes to their spread, affecting not only tourists but also the communities in their destinations. The COVID-19 pandemic brought about a new crisis, challenging the travel industr