The urban agglomeration or metropolitan area of Seville is formed by the municipality of the same name, being the fourth most populated city in Spain; and with 45 municipalities, also forming the fourth most important economic and industrial area of the country. In recent years, due to the deep...

The urban agglomeration or metropolitan area of Seville is formed by the municipality of the same name, being the fourth most populated city in Spain; and with 45 municipalities, also forming the fourth most important economic and industrial area of the country. In recent years, due to the deep...

Spanish Abstract: En este documento se propone un índice de precios para el mercado inmobiliario comercial de España y para los principales segmentos que lo componen. En la actualidad no existen índices de precios oficiales para estos activos, y la disponibilidad de estadísticas no oficiales...

Increasing attention is paid to risk management under the recent regulatory frameworks of the insurance and financial sectors. It is required by the regulator that institutions have a capital to face potential losses from their activity. This capital is usually assessed by means of risk...

Se evalúa el rendimiento ex-dividendo en acciones colombianas entre 1999 y 2007, periodo que incluye la conformación en julio de 2001 de la Bolsa de Valores de Colombia, resultado de la integración de tres bolsas previamente existentes. Contrario a la hipótesis de eficiencia de mercado, se...

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...

The investigation focused on a financing problem, through the analysis of historical data, in a period of 8 years given the feasibility of comparable data, of the company ACME SA. The main objective of this study was to provide an updated characterization of ACME SA's investments, based on the...

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...