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Teoría de Markowitz con metodología EWMA para la toma de decisión sobre cómo invertir su dinero

Betancourt Bejarano, Katherine; García Díaz, Carlos Mario - In: Atlantic review of economics : AROE 1 (2013)

risk. Given the above, this paper presents a model of efficient portfolio optimization based on Markowitz´s theory, using … EWMA methodology for the calculation of portfolio risk. …

Persistent link: https://www.econbiz.de/10010231579

POLÍTICA DE DIVIDENDOS, RIESGO, ENDEUDAMIENTO Y ESTRUCTURA DE PROPIEDAD: UN ANÁLISIS PARA EL MERCADO ESPAÑOL

Vera, Antonio Mínguez - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2006

This paper analyzes the relationship between the dividend and debt policies, firm risk and the director’s ownership …. Firstly, the results show that the payment of dividends reduces the risk and the leverage, and increases the ownership …. Secondly, the firm risk presents a negative effect on the debt ratio and on the payment of dividends and a positive …

Persistent link: https://www.econbiz.de/10005212513

EVIDENCIA ADICIONAL DEL EFECTO SOBRE-REACCIÓN EN EL MERCADO ESPAÑOL DE CAPITALES

Forner, Carlos; Marhuenda, Joaquín - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2002

In a previous work, Forner and Marhuenda (2001) find that the contrarian strategy, thatis, the forming of a zero-investment portfolio that buys the stocks that have performed poorly inthe past (losers) and sells those that have performed well (winners), does not yield abnormallypositive returns...

Persistent link: https://www.econbiz.de/10005515799

- RENDIMIENTOS BURSÁTILES Y EFICIENCIA PRODUCTIVA: EL CASO DE LA BANCA ESPAÑOLA

Villarroya, Joaquín Maudos; Muñoz, Manuel Illueca - Instituto Valenciano de Investigaciones Económicas (IVIE) - 1998

relate the efficiency with bank management quality, we first analysed the effect of efficiency on the systematic risk of …

Persistent link: https://www.econbiz.de/10005515872