The Environmental Sustainability Index (ESI) has been proposed by collaboration of the World Economic Forum, Geneva, Center for International Earth Science Information Network, Columbia University, and Yale Center for Environmental Law and Policy, New Haven as a measure of the overall state of...

En este trabajo se analiza el posicionamiento económico de España en el exterior, mediante la elaboración de un indicador sintético que toma en consideración los intercambios comerciales (bienes, servicios y turismo) y las posiciones de inversión extranjera directa, agregados a través de...

This thesis explores the role of emerging markets in investment portfolios. Could an investment portfolio consisting of emerging market securities have outperformed similar portfolios that did not contain emerging markets over recent years? Gathering data from January 1, 2009 to December 31,...

This paper proposes a parsimonious approach to test non-linear dependence on the conditional mean and variance of hedge funds with respect to several market factors. My approach introduces non-linear dependence by means of empirically relevant polynomial functions of the factors. For comparison...