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Details about Oscar Valdemar De la Torre Torres

E-mail:
Homepage:https://oscardelatorretorres.com
Postal address:Av. Bosques de Santa María Priv 190 C 25
Workplace:Facultad de Contaduria y Ciencias Administrativas (Faculty of Accounting and Management), Universidad Michoacana de San Nicolás de Hidalgo (Michacan University of San Nicolas de Hidalgo), (more information at EDIRC)

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

  1. An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading
    Mathematics, 2024, 12, (3), 1-20 Downloads
  2. Non-Commodity Agricultural Price Hedging with Minimum Tracking Error Portfolios: The Case of Mexican Hass Avocado
    Agriculture, 2024, 14, (10), 1-28 Downloads
  3. 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 Downloads View citations (1)
  4. 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 Downloads

2022

  1. 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 Downloads View citations (1)
  2. Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)
    Mathematics, 2022, 10, (8), 1-28 Downloads View citations (1)

2021

  1. A Markov-Switching VSTOXX Trading Algorithm for Enhancing EUR Stock Portfolio Performance
    Mathematics, 2021, 9, (9), 1-28 Downloads View citations (3)
  2. Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models
    Mathematics, 2021, 9, (2), 1-22 Downloads View citations (3)
  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 Downloads

2020

  1. A Two-Regime Markov-Switching GARCH Active Trading Algorithm for Coffee, Cocoa, and Sugar Futures
    Mathematics, 2020, 8, (6), 1-19 Downloads
  2. 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 Downloads
  3. La eficiencia media-varianza de un portafolio sobreponderado en acciones socialmente responsables de México y Estados Unidos
    Estudios Gerenciales, 2020, 36, (154), 91-99 Downloads
  4. Markov-Switching Stochastic Processes in an Active Trading Algorithm in the Main Latin-American Stock Markets
    Mathematics, 2020, 8, (6), 1-23 Downloads

2019

  1. A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading
    Energies, 2019, 13, (1), 1-24 Downloads View citations (6)
  2. 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 Downloads View citations (1)

2018

  1. Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico
    Sustainability, 2018, 11, (1), 1-18 Downloads View citations (1)
  2. 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 Downloads View citations (1)

2017

  1. Is socially responsible investment useful in Mexico? A multi-factor and ex-ante review
    Contaduría y Administración, 2017, 62, (1), 222–238 Downloads View citations (2)
  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 Downloads

2016

  1. 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 Downloads

2015

  1. A minimum variance benchmark to measure the performance of pension funds in Mexico
    Contaduría y Administración, 2015, 60, (3), 593-614 Downloads
  2. An Actual Position Benchmark for Mexican Pension Funds Performance
    Economía: teoría y práctica, 2015, 43, (2), 133-154 Downloads
  3. 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 Downloads

2013

  1. 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 Downloads
  2. 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 Downloads
  3. ¿Han sido el IBEX35 y el IPC definiciones financieramente eficientes del portafolio de mercado?
    Contaduría y Administración, 2013, 58, (4), 223-252 Downloads
  4. ¿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 Downloads

Editor

  1. Revista de Investigación en Ciencias Contables y Administrativas
    Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas
  2. Revista de Investigación en Ciencias Contables y Administrativas
    Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas
 
Page updated 2025-07-16