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151 Estrategias de Trading (151 Trading Strategies)
Kakushadze, Zura - 2019
The English version of this paper can be found at "http://ssrn.com/abstract=3247865" http://ssrn.com/abstract=3247865.Spanish Abstract: Este libro proporciona descripciones detalladas, que incluyen más de 550 fórmulas matemáticas, para más de 150 estrategias de trading para una gran cantidad...
Persistent link: https://www.econbiz.de/10012868626
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¿Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)? Evaluación empírica 2008-2016
Luna-Ramírez, Susana; Agudelo, Diego A. - In: Revista de Métodos Cuantitativos para la Economía y … 27 (2019), pp. 55-73
high degree of diversification. This model is applied quarterly, to stock portfolios of the countries of the MILA: Colombia …
Persistent link: https://www.econbiz.de/10014494386
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¿Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)? : evaluación empírica 2008-2016
Luna-Ramírez, Susana; Agudelo, Diego A. - In: Revista de métodos cuantitativos para la economía y … 27 (2019), pp. 55-73
high degree of diversification. This model is applied quarterly, to stock portfolios of the countries of the MILA: Colombia …
Persistent link: https://www.econbiz.de/10012063136
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Diseño De Un Portafolio De Inversión a Partir De Un Modelo De Programación No Lineal : Caso Colombia 2013-2014 (Design of a Investment Portfolio Using Non-Linear Programming: Case...
Ramírez Aristizábal,, John Dairo - 2016
among different asset considering the concept of diversification. This paper focuses on the application of a nonlinear …
Persistent link: https://www.econbiz.de/10013003495
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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
In this article, the behavior of the returns of some assets of MILA is analyzed, with the objective of looking for 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...
Persistent link: https://www.econbiz.de/10014494525
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¿Qué tan sensibles son los mercados financieros al brote por COVID-19? Evidencia de los mercados de Estados Unidos y Colombia
Ramírez Quintero, James Duvan; Marulanda Piedrahita, … - In: Revista de Métodos Cuantitativos para la Economía y … 36 (2023), pp. 1-23
In this article, the market risk associated with the financial markets of New York and Colombia is evaluated in three periods belonging to the 2019-2020-time window, characterized by shocking economic and social conditions such as the oil price war between Saudi Arabia and Russia and the global...
Persistent link: https://www.econbiz.de/10014494562
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Desempeño De Estilos De Inversion En Los Mercados Accionarios Europeos En Los Periodos Previo, Durante Y Post Crisis Subprime (Investment Styles Performance in European Stock Marke...
Sandoval, Eduardo - 2016
Spanish Abstract: En este artículo investigamos el desempeño de los estilos de inversión Value y Growth en los mercados accionarios europeos de acuerdo a la clasificación de MSCI en los subperiodos previo, durante y post crisis financiera subprime. El desempeño se mide a través del alfa de...
Persistent link: https://www.econbiz.de/10013008442
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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
In this article, the behavior of the returns of some assets of MILA is analyzed, with the objective of looking for 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...
Persistent link: https://www.econbiz.de/10012796057
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¿Qué tan sensibles son los mercados financieros al brote por COVID-19? : evidencia de los mercados de Estados Unidos y Colombia
Ramírez Quintero, James Duvan; Marulanda Piedrahita, … - In: Revista de métodos cuantitativos para la economía y … 36 (2023), pp. 1-23
In this article, the market risk associated with the financial markets of New York and Colombia is evaluated in three periods belonging to the 2019-2020-time window, characterized by shocking economic and social conditions such as the oil price war between Saudi Arabia and Russia and the global...
Persistent link: https://www.econbiz.de/10014452083
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Eficiencia de la banca extranjera en España : análisis envolvente de datos e Índice de productividad de Malmquist
Corrás-Arias, Manuel Ángel - In: Atlantic review of economics : AROE 6 (2023) 2, pp. 1-33
The aim of this work is to study the degree of efficiency achieved by foreign banks installed in Spain between 2000 - 2020 throu gh 2 non - parametric models, one static, the data envelopment analysis (DEA), and another dynamic, the Malmquist Productivity Index (MPI). The results of DEA model...
Persistent link: https://www.econbiz.de/10014636544