Details about Oscar Valdemar De la Torre Torres
Access statistics for papers by Oscar Valdemar De la Torre Torres.
Last updated 2025-07-08. Update your information in the RePEc Author Service.
Short-id: pde1356
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Journal Articles
2024
- An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading
Mathematics, 2024, 12, (3), 1-20
- Non-Commodity Agricultural Price Hedging with Minimum Tracking Error Portfolios: The Case of Mexican Hass Avocado
Agriculture, 2024, 14, (10), 1-28
- The Benefits of Workforce Well-Being on Profitability in Listed Companies: A Comparative Analysis between Europe and Mexico from an ESG Investor Perspective
JRFM, 2024, 17, (3), 1-23 View citations (1)
- The cost of doing nothing: Testing the benefits of water disposal risk reduction with water management Activism investing in Latin America
Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2024, 19, (2), 1-27
2022
- Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain
Mathematics, 2022, 10, (16), 1-14 View citations (1)
- Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)
Mathematics, 2022, 10, (8), 1-28 View citations (1)
2021
- A Markov-Switching VSTOXX Trading Algorithm for Enhancing EUR Stock Portfolio Performance
Mathematics, 2021, 9, (9), 1-28 View citations (3)
- Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models
Mathematics, 2021, 9, (2), 1-22 View citations (3)
- 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
Estocástica: finanzas y riesgo, 2021, 11, (1), 59-80
2020
- A Two-Regime Markov-Switching GARCH Active Trading Algorithm for Coffee, Cocoa, and Sugar Futures
Mathematics, 2020, 8, (6), 1-19
- Desempeño de ocho de las criptomonedas de mayor capitalización de mercado / Performance of Eight of the Cryptocurrencies of Greater Market Capitalization
Estocástica: finanzas y riesgo, 2020, 10, (1), 103-128
- La eficiencia media-varianza de un portafolio sobreponderado en acciones socialmente responsables de México y Estados Unidos
Estudios Gerenciales, 2020, 36, (154), 91-99
- Markov-Switching Stochastic Processes in an Active Trading Algorithm in the Main Latin-American Stock Markets
Mathematics, 2020, 8, (6), 1-23
2019
- A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading
Energies, 2019, 13, (1), 1-24 View citations (6)
- Active portfolio management in the Andean countries'' stock markets with Markov-Switching GARCH models
Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2019, 14, (PNEA), 601-616 View citations (1)
2018
- Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico
Sustainability, 2018, 11, (1), 1-18 View citations (1)
- THE COST OF HOMOGENEITY IN LIFE CYCLE PENSION FUNDS: AN EXPLANATION TO DEMAND'S INELASTICITY OF MEXICAN PENSION FUNDS WITH A PERFORMANCE ATTRIBUTION TEST
European Research on Management and Business Economics (ERMBE), 2018, 24, (2), 97-103 View citations (1)
2017
- Is socially responsible investment useful in Mexico? A multi-factor and ex-ante review
Contaduría y Administración, 2017, 62, (1), 222–238 View citations (2)
- Los beneficios de la inversión socialmente responsable en el desempeño de fondos de pensiones mexicanos
Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2017, 12, (3), 67-87
2016
- 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
European Research on Management and Business Economics (ERMBE), 2016, 22, (3), 117-123
2015
- A minimum variance benchmark to measure the performance of pension funds in Mexico
Contaduría y Administración, 2015, 60, (3), 593-614
- An Actual Position Benchmark for Mexican Pension Funds Performance
Economía: teoría y práctica, 2015, 43, (2), 133-154
- Revisión de la Inversión Sustentable en La Bolsa Mexicana Durante Periodos de Crisis
Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2015, 10, (2), 115-130
2013
- 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
Estocástica: finanzas y riesgo, 2013, 3, (1), 39-72
- Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán
Economía: teoría y práctica, 2013, 39, (2), 119-144
- ¿Han sido el IBEX35 y el IPC definiciones financieramente eficientes del portafolio de mercado?
Contaduría y Administración, 2013, 58, (4), 223-252
- ¿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
Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), 2013, 8, (2), 227-247
Editor
- Revista de Investigación en Ciencias Contables y Administrativas
Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas
- Revista de Investigación en Ciencias Contables y Administrativas
Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas
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