Works matching AU De la Torre-Torres, Oscar V.

Results: 23

The cost of homogeneity in life cycle pension funds: An explanation to demand's inelasticity of Mexican pension funds with a performance attribution test.

Published in:

European Research on Management & Business Economics, 2018, v. 24, n. 2, p. 97, doi. 10.1016/j.iedeen.2017.11.002

By:

De la Torre Torres, Oscar V.;
Figueroa, Evaristo Galeana;
Alvarez-García, José

Publication type:

Article

Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 16, p. 2926, doi. 10.3390/math10162926

By:

Vallejo-Jiménez, Benjamín;
Venegas-Martínez, Francisco;
De la Torre-Torres, Oscar V.;
Álvarez-García, José

Publication type:

Article

Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1).

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 8, p. N.PAG, doi. 10.3390/math10081296

By:

De la Torre-Torres, Oscar V.;
Galeana-Figueroa, Evaristo;
Del Río-Rama, María de la Cruz;
Álvarez-García, José

Publication type:

Article

A Markov-Switching VSTOXX Trading Algorithm for Enhancing EUR Stock Portfolio Performance.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 9, p. 1030, doi. 10.3390/math9091030

By:

De la Torre-Torres, Oscar V.;
Galeana-Figueroa, Evaristo;
Álvarez-García, José;
Swishchuk, Anatoliy

Publication type:

Article

Markov Chain K-Means Cluster Models and Their Use for Companies' Credit Quality and Default Probability Estimation.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 8, p. 879, doi. 10.3390/math9080879

By:

Gavira-Durón, Nora;
Gutierrez-Vargas, Octavio;
Cruz-Aké, Salvador;
Álvarez-García, José;
Torre-Torres, Oscar V. De la;
Río-Rama, María de la Cruz del

Publication type:

Article

The Markovian Pattern of Social Deprivation for Mexicans with Diabetes.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 7, p. 780, doi. 10.3390/math9070780

By:

Ramírez, José Carlos;
Ortiz-Arango, Francisco;
Mata, Leovardo;
Álvarez-García, José;
De la Torre-Torres, Oscar V.;
de la Cruz del Río-Rama, María

Publication type:

Article

Personalized Cotesting Policies for Cervical Cancer Screening: A POMDP Approach.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 6, p. 679, doi. 10.3390/math9060679

By:

Ebadi, Malek;
Akhavan-Tabatabaei, Raha;
Álvarez-García, José;
De la Torre-Torres, Oscar V.;
de la Cruz del Río-Rama, María

Publication type:

Article

Analyzing the Influence of Transportations on Chinese Inbound Tourism: Markov Switching Penalized Regression Approaches.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 5, p. 515, doi. 10.3390/math9050515

By:

Yamaka, Woraphon;
Zhang, Xuefeng;
Maneejuk, Paravee;
Álvarez-García, José;
Torre-Torres, Oscar V. De la;
Río-Rama, María de la Cruz del

Publication type:

Article

Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 2, p. 185, doi. 10.3390/math9020185

By:

De la Torre-Torres, Oscar V.;
Venegas-Martínez, Francisco;
Martínez-Torre-Enciso, Mᵃ Isabel

Publication type:

Article

A Two-Regime Markov-Switching GARCH Active Trading Algorithm for Coffee, Cocoa, and Sugar Futures.

Published in:

Mathematics (2227-7390), 2020, v. 8, n. 6, p. 1001, doi. 10.3390/math8061001

By:

De la Torre-Torres, Oscar V.;
Aguilasocho-Montoya, Dora;
del Río-Rama, María de la Cruz

Publication type:

Article

Markov-Switching Stochastic Processes in an Active Trading Algorithm in the Main Latin-American Stock Markets.

Published in:

Mathematics (2227-7390), 2020, v. 8, n. 6, p. 942, doi. 10.3390/math8060942

By:

De la Torre-Torres, Oscar V.;
Galeana-Figueroa, Evaristo;
Álvarez-García, José

Publication type:

Article

The Benefits of Workforce Well-Being on Profitability in Listed Companies: A Comparative Analysis between Europe and Mexico from an ESG Investor Perspective.

Published in:

Journal of Risk & Financial Management, 2024, v. 17, n. 3, p. 118, doi. 10.3390/jrfm17030118

By:

De la Torre-Torres, Oscar V.;
Venegas-Martínez, Francisco;
Álvarez-García, José

Publication type:

Article

The cost of doing nothing: Testing the benefits of water disposal risk reduction with water management Activism investing in Latin America.

Published in:

Mexican Journal of Economics & Finance / Revista Mexicana de Economia y Finanzas, 2024, v. 19, n. 2, p. 1, doi. 10.21919/remef.v19i2.954

By:

De la Torre-Torres, Oscar V.

Publication type:

Article

Active portfolio management in the Andean countries' stock markets with Markov-Switching GARCH models.

Published in:

Mexican Journal of Economics & Finance / Revista Mexicana de Economia y Finanzas, 2019, v. 14, p. 601, doi. 10.21919/remef.v14i0.425

By:

De la Torre-Torres, Oscar V.;
Aguilasocho-Montoya, Dora;
Álvarez-García, José

Publication type:

Article

Testing an Algorithm with Asymmetric Markov-Switching GARCH Models in US Stock Trading.

Published in:

Symmetry (20738994), 2021, v. 13, n. 12, p. 2346, doi. 10.3390/sym13122346

By:

De la Torre-Torres, Oscar V.;
Aguilasocho-Montoya, Dora;
Álvarez-García, José

Publication type:

Article

Using Markov-switching models with Markov chain Monte Carlo inference methods in agricultural commodities trading.

Published in:

Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2020, v. 24, n. 18, p. 13823, doi. 10.1007/s00500-019-04629-5

By:

De la Torre-Torres, Oscar V.;
Aguilasocho-Montoya, Dora;
Álvarez-García, José;
Simonetti, Biagio

Publication type:

Article

Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico.

Published in:

Sustainability (2071-1050), 2019, v. 11, n. 1, p. 178, doi. 10.3390/su11010178

By:

De la Torre-Torres, Oscar V.;
Galeana-Figueroa, Evaristo;
Álvarez-García, José

Publication type:

Article

Potential improvements to pension funds performance in Mexico.

Published in:

Revista Espacios, 2019, v. 40, n. 30, p. 295

By:

DE LA TORRE-TORRES, Oscar V.;
ÁLVAREZ-GARCÍA, José;
SANTILLÁN-SALGADO, Roberto J.;
LÓPEZ HERRERA, Francisco

Publication type:

Article

An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading.

Published in:

Mathematics (2227-7390), 2024, v. 12, n. 3, p. 485, doi. 10.3390/math12030485

By:

De la Torre-Torres, Oscar V.;
Álvarez-García, José;
del Río-Rama, María de la Cruz

Publication type:

Article

Non-Commodity Agricultural Price Hedging with Minimum Tracking Error Portfolios: The Case of Mexican Hass Avocado.

Published in:

Agriculture; Basel, 2024, v. 14, n. 10, p. 1692, doi. 10.3390/agriculture14101692

By:

Torre-Torres, Oscar V. De la;
del Río-Rama, María de la Cruz;
José, Álvarez-García

Publication type:

Article

A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading.

Published in:

Energies (19961073), 2020, v. 13, n. 1, p. 129, doi. 10.3390/en13010129

By:

De la Torre-Torres, Oscar V.;
Galeana-Figueroa, Evaristo;
Álvarez-García, José

Publication type:

Article

Systematic review of the scientific literature related to the quintuple helix innovation model and its correlation with business profitability: a bibliometric analysis.

Published in:

Revista del Centro de Investigación. Universidad La Salle, 2024, v. 16, n. 61, p. 225, doi. 10.26457/recein.v16i61.3695

By:

Maza y. Ferrer, Miguel Francisco;
De La Torre Torres, Oscar V.;
Galeana Figueroa, Evaristo

Publication type:

Article

The Impact of COVID-19 News and Investor Sentiment in European Stock Pricing, a Regional, Country, and Economic Sector Review.

Published in:

Revista Portuguesa de Estudos Regionais (RPER), 2022, n. 60, p. 165, doi. 10.59072/rper.vi60.69

By:

De la Torre-Torres, Oscar V.;
Aguilasocho-Montoya, Dora;
Bollain-Parra, Leticia;
Durán-Sánchez, Amador

Publication type:

Article