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...

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...

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...

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...

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...

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...

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...

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...

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...

The exchange markets and the exchange rates of Asia and Latin America are studied econometrically. Endogenous structural change and cointegration analyzes and impulse-response functions are used. The findings indicate that: 1) the long-term timing of the exchange markets is low; 2) there is no...