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Persistent link: https://www.econbiz.de/10011640595
Spanish Abstract: En el presente trabajo realizamos un análisis del atractivo de la inversión en Vehículos de Inversión Microfinanciera (VIMs).Comenzamos describiendo las principales características de dichos medios de inversión para, a continuación, repasar la literatura científica...
Persistent link: https://www.econbiz.de/10013050911
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
The aim of this work is to study the degree of efficiency achieved by foreign banks installed in Spain between 2000 - 2020 through 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
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/10015326370
This article aims to identify the most relevant variables that allow through a neural network model (RNA), with supervised learning, in a kind of error correction and feedforward perceptron multilayer architecture to achieve the best predictors of low risk, in the process of microcredit....
Persistent link: https://www.econbiz.de/10009664397
Persistent link: https://www.econbiz.de/10001721951
Persistent link: https://www.econbiz.de/10012133617
The group of duration models has grown rapidly during last years, offering manynew approaches for interest rate risk management in delta or delta-gamma frameworks.This paper attempts to make up for the lack of empirical evidence concerning theperformance of some of the most realistic duration...
Persistent link: https://www.econbiz.de/10005515870
Although traditional immunization offers protection against parallel movements of theterm structure of interest rates (TSIR) exclusively, numerous studies have shown that thisstrategy offers near perfect immunization at an empirical level. This work reveals some of thefactors that justify this...
Persistent link: https://www.econbiz.de/10005212524