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Harnessing Human Capital Analytics for Competitive Advantage(1)
Mathematics(1)
Revista Portuguesa de Estudos Regionais(1)
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Economía financiera(2)
Ciencias de la Tierra de África(1)
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scopus(3)
Evidence of stock market integration and short-term active portfolio opportunities in the emu countries with a gaussian markov-switching test
ArticleAbstract: In this paper we tested, with a two-regime Gaussian Markov-switching model, the weekly performance oPalabras claves:Active portfolio management, EMU stock markets integration, financial market integration, Markov-Switching modelsAutores:Galeana-Figueroa E., José Álvarez-García, la Torre-Torres O.D.Fuentes:scopusUsing Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)
ArticleAbstract: In this study, we tested the benefit of using Markov-Switching (M-S) models to forecast the views ofPalabras claves:Active portfolio management, Algorithmic trading, Black–Litterman, Markov-switching, mean–variance portfolio efficiency, optimal portfolio selection, optimal portfolio selection uncertaintyAutores:Del Río‐Rama M.d.l.C., Galeana-Figueroa E., José Álvarez-García, la Torre-Torres O.D.Fuentes:scopusTotal quality management practices and employees' satisfaction
Book PartAbstract: In this chapter, the results of an empirical case carried out in 2014 in a thermal centre in Spain aPalabras claves:Autores:Aguilasocho-Montoya D., Del Río‐Rama M.d.l.C., Galeana-Figueroa E., José Álvarez-GarcíaFuentes:scopus