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Relevancia del patrón de persistencia de Hurst en la gestión de portafolios de renta variable
Martínez Patiño, Manuel Andrés; Ariza Garzón, … - In: Revista de Métodos Cuantitativos para la Economía y … 32 (2021), pp. 66-82
evidence of persistence and evaluating the impact of their presence in the decision making of investment portfolios. The … methodology of the rescaled range is used in the estimation of the Hurst coefficient as a measure of persistence and the results … persistence and the results of its inference were compared with independently optimized portfolios. A better risk …
Persistent link: https://www.econbiz.de/10014494525
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Crecimiento económico y demográfico regional en Colombia, 1985-2012
Galvis Aponte, Luis Armando - In: Revista de economía institucional 17 (2015) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10011529404
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Antecedentes teóricos de la incidencia de la política monetaria en los ciclos económicos
Rivas Santos, Pablo - In: Pensamiento crítico : revista del Instituto de … 20 (2015) 1, pp. 99-123
Persistent link: https://www.econbiz.de/10011521146
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Indicadores de inflación subyacente para Costa Rica basados en exclusion y en reponderación
Rodríguez Vargas, Adolfo; Vega Monge, Melissa - In: Revista de ciencias económicas 32 (2014) 1, pp. 117-162
Persistent link: https://www.econbiz.de/10011477772
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Relevancia del patrón de persistencia de Hurst en la gestión de portafolios de renta variable
Martínez Patiño, Manuel Andrés; Ariza Garzón, … - In: Revista de métodos cuantitativos para la economía y … 32 (2021), pp. 66-82
evidence of persistence and evaluating the impact of their presence in the decision making of investment portfolios. The … methodology of the rescaled range is used in the estimation of the Hurst coefficient as a measure of persistence and the results … persistence and the results of its inference were compared with independently optimized portfolios. A better risk …
Persistent link: https://www.econbiz.de/10012796057
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Análisis PANIC del desempleo español
García-Cintado, Alejandro C.; Romero-Ávila, Diego; … - In: El trimestre económico 83 (2016) 3, pp. 611-646
Persistent link: https://www.econbiz.de/10011631314
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Volatilidad y persistencia de los índices de precios en Lima metropolitana
Ayala, Alfonso - In: Revista de economía San Marcos 2 (2015) 1, pp. 116-131
Persistent link: https://www.econbiz.de/10011648692
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Financial Dollarization, the portfolio approach and expectations: evidence for Latin America (1995-2005)
Alan, Sanchez - Banco Central de Reserva del Perú - 2006
The aim of this research is to evaluate to what extent the actual level and dynamics of financial dollarization prevalent in Latin America can be explained by the portfolio approach proposed by Ize and Levi Yeyati (2003). Inasmuch as the result of a portfolio optimization is sensible to the...
Persistent link: https://www.econbiz.de/10005200368
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Persistencia en el Desempleo de Uruguay
Spremolla, Alessandra - In: Latin American Journal of Economics-formerly Cuadernos … 38 (2001) 113, pp. 73-89
determine whether the effects of transitory economic shocks had significant persistence in time. The objective of this paper is …
Persistent link: https://www.econbiz.de/10005812045
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Los fondos de inversion inmobiliaria en España 1994-2005: Analisis del rendimiento y persistencia
Lopez, M. C.; Lopez, C.; Maside, J. M. - In: Regional and Sectoral Economic Studies 6 (2006) 2
purpose of this paper is to study the performance and persistence of the Spanish Real Estate Mutual Funds universe from the … specific persistence tests. The results show that the overall mutual funds deliver a negative abnormal risk …-adjusted performance. There is evidence of persistence in the very short-term. …
Persistent link: https://www.econbiz.de/10005406728