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panel data techniques which allow us to estimate the switch probability of an AFP customer. Results confirm the fundamental …
Persistent link: https://www.econbiz.de/10010289487
panel data techniques which allow us to estimate the switch probability of an AFP customer. Results confirm the fundamental …
Persistent link: https://www.econbiz.de/10003746843
panel data techniques which allow us to estimate the switch probability of an AFP customer. Results confirm the fundamental …
Persistent link: https://www.econbiz.de/10009959076
The Black-Litterman (BL) model has been proposed as an alternative to Markowitz's average-variance model for the structuring of financial asset portfolios, allowing the incorporation of perspectives of fundamental analysts and guaranteeing a high degree of diversification. This model is applied...
Persistent link: https://www.econbiz.de/10014494386
Spanish Abstract: En este estudio se estima la probabilidad de transacciones informadas comportamiento y sus efectos en los rendimientos diarios e intradiarios en Latinoamérica. Calculando la probabilidad diaria dinámica de transacciones informadas (Easley, Engle, O'Hara y Wu, 2008), como una...
Persistent link: https://www.econbiz.de/10013058188
, mediante un modelo de datos de panel, se identificó que existe una relación negativa entre los costos de transacción asociados … lower transaction costs associated with liquidity than Peru, Argentina and Colombia. Moreover, using a panel data model we …
Persistent link: https://www.econbiz.de/10013058190
The Black-Litterman (BL) model has been proposed as an alternative to Markowitz's average-variance model for the structuring of financial asset portfolios, allowing the incorporation of perspectives of fundamental analysts and guaranteeing a high degree of diversification. This model is applied...
Persistent link: https://www.econbiz.de/10012063136
Persistent link: https://www.econbiz.de/10001269494
Persistent link: https://www.econbiz.de/10001269495
Persistent link: https://www.econbiz.de/10001053952