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Electronic Journal of Applied Statistical Analysis(1)
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European Research on Management and Business Economics(1)
Harnessing Human Capital Analytics for Competitive Advantage(1)
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scopus(4)
A comparative performance review of the Venezuelan, Latin-American and emerging markets stock indexes with the North-American ones using a Gaussian two-regime Markov-switching model
ArticleAbstract: En el presente artículo se utiliza un modelo markoviano de cambio de régimen con dos estados para mePalabras claves:Desempeño de inversiones en Venezuela, Emerging markets, Investment performance in Venezuela, Markov-Switching models, MERCADOS EMERGENTES, Modelos markovianos de cambio de régimen, Portfolio selection, Selección de portafoliosAutores:Galeana-Figueroa E., José Álvarez-García, la Torre-Torres O.D.Fuentes:scopusUsing Markov-Switching models in Italian, British, U.S. and Mexican equity portfolios: A performance test
ArticleAbstract: In this paper we test the use of Markov Switching models in equity trading strategies, following BroPalabras claves:Active portfolio management, Automated trading strategy, Markov Switching Models, Warning systemsAutores:Galeana-Figueroa E., José Álvarez-García, la Torre-Torres O.D.Fuentes:scopusThe cost of homogeneity in life cycle pension funds: An explanation to demand's inelasticity of Mexican pension funds with a performance attribution test
ArticleAbstract: In the present paper we study the lack of alpha generation in the main defined contribution pensionPalabras claves:Alpha generation, COMPETITIVENESS, Informed decision, Life cycle investment., Pension funds, Portfolio selection, Simulation modelingAutores: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