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Publications

by members of

Universidad Michoacana de San Nicolás de Hidalgo → Facultad de Contaduria y Ciencias Administrativas

Michacan University of San Nicolas de Hidalgo → Faculty of Accounting and Management

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Journal articles |

Journal articles

2024

  1. Oscar V. De la Torre-Torres & María de la Cruz del Río-Rama & Álvarez-García José, 2024, "Non-Commodity Agricultural Price Hedging with Minimum Tracking Error Portfolios: The Case of Mexican Hass Avocado," Agriculture, MDPI, volume 14, issue 10, pages 1-28, September.
  2. Oscar V. De la Torre-Torres & Francisco Venegas-Martínez & José Álvarez-García, 2024, "The Benefits of Workforce Well-Being on Profitability in Listed Companies: A Comparative Analysis between Europe and Mexico from an ESG Investor Perspective," JRFM, MDPI, volume 17, issue 3, pages 1-23, March.
  3. Oscar V. De la Torre-Torres & José Álvarez-García & María de la Cruz del Río-Rama, 2024, "An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading," Mathematics, MDPI, volume 12, issue 3, pages 1-20, February.
  4. Oscar V. De la Torre-Torres, 2024, "The cost of doing nothing: Testing the benefits of water disposal risk reduction with water management Activism investing in Latin America," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 19, issue 2, pages 1-27, Abril - J.

2022

  1. Benjamín Vallejo-Jiménez & Francisco Venegas-Martínez & Oscar V. De la Torre-Torres & José Álvarez-García, 2022, "Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain," Mathematics, MDPI, volume 10, issue 16, pages 1-14, August.
  2. Oscar V. De la Torre-Torres & Evaristo Galeana-Figueroa & María de la Cruz Del Río-Rama & José Álvarez-García, 2022, "Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)," Mathematics, MDPI, volume 10, issue 8, pages 1-28, April.

2021

  1. Oscar V. De la Torre-Torres & Francisco Venegas-Martínez & Mᵃ Isabel Martínez-Torre-Enciso, 2021, "Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models," Mathematics, MDPI, volume 9, issue 2, pages 1-22, January.
  2. Oscar V. De la Torre-Torres & Evaristo Galeana-Figueroa & José Álvarez-García, 2021, "A Markov-Switching VSTOXX Trading Algorithm for Enhancing EUR Stock Portfolio Performance," Mathematics, MDPI, volume 9, issue 9, pages 1-28, May.
  3. De la Torre Torres, Oscar Valdemar & Santillán Salgado, Roberto Joaquín & López Herrera, Francisco, 2021, "How the use of Markov-Switching Sharpe Ratio can improve Mexican Pension Funds Investment Decisions / Cómo el uso de Razones de Sharpe cambiantes según un proceso de Markov puede mejorar las decisiones de inversión de los portafolios de pensiones mex," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 1, pages 59-80, enero-jun.

2020

  1. Oscar Valdemar de la Torre-Torres & Luis Guadalupe Mac�as-Trejo & Francisco L�pez-Herrera, 2020, "La eficiencia media-varianza de un portafolio sobreponderado en acciones socialmente responsables de México y Estados Unidos," Estudios Gerenciales, Universidad Icesi, volume 36, issue 154, pages 91-99.
  2. Oscar V. De la Torre-Torres & Dora Aguilasocho-Montoya & María de la Cruz del Río-Rama, 2020, "A Two-Regime Markov-Switching GARCH Active Trading Algorithm for Coffee, Cocoa, and Sugar Futures," Mathematics, MDPI, volume 8, issue 6, pages 1-19, June.
  3. Oscar V. De la Torre-Torres & Evaristo Galeana-Figueroa & José Álvarez-García, 2020, "Markov-Switching Stochastic Processes in an Active Trading Algorithm in the Main Latin-American Stock Markets," Mathematics, MDPI, volume 8, issue 6, pages 1-23, June.
  4. López Herrera, Francisco & Macías Trejo, Luis Guadalupe & De la Torre Torres, Oscar Valdemar, 2020, "Desempeño de ocho de las criptomonedas de mayor capitalización de mercado / Performance of Eight of the Cryptocurrencies of Greater Market Capitalization," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 10, issue 1, pages 103-128, enero-jun.

2019

  1. Oscar V. De la Torre-Torres & Evaristo Galeana-Figueroa & José Álvarez-García, 2019, "A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading," Energies, MDPI, volume 13, issue 1, pages 1-24, December.
  2. Oscar V. De la Torre-Torres & Dora Aguilasocho-Montoya & José Álvarez-García, 2019, "Active portfolio management in the Andean countries'' stock markets with Markov-Switching GARCH models," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 601-616, Agosto 20.

2018

  1. Oscar V. De la Torre-Torres & Evaristo Galeana-Figueroa & José Álvarez-García, 2018, "Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico," Sustainability, MDPI, volume 11, issue 1, pages 1-18, December.
  2. De la Torre Torres, Oscar V. & Galeana Figueroa, Evaristo & Alvarez-García, José, 2018, "The Cost Of Homogeneity In Life Cycle Pension Funds: An Explanation To Demand'S Inelasticity Of Mexican Pension Funds With A Performance Attribution Test," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 24, issue 2, pages 97-103.

2017

  1. Oscar Valdemar De la Torre Torres & Luis Guadalupe Macías Trejo, 2017, "Los beneficios de la inversión socialmente responsable en el desempeño de fondos de pensiones mexicanos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 3, pages 67-87, Julio-Sep.
  2. Oscar De la Torre Torres & Mª Isabel Martínez Torre Enciso, 2017, "Is socially responsible investment useful in Mexico? A multi-factor and ex-ante review," Contaduría y Administración, Accounting and Management, volume 62, issue 1, pages 222-238, Enero-Mar.

2016

  1. De la Torre, Oscar & Galeana, Evaristo & Aguilasocho, Dora, 2016, "The Use Of The Sustainable Investment Against The Broad Market One. A First Test In The Mexican Stock Market / El Uso De La Inversión Sustentable En Comparación De La Inversión Convencional. Una Primera Revisión Para El Mercado De Valores Mexicano," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 22, issue 3, pages 117-123.

2015

  1. Óscar V. De la Torre Torres. & Evaristo Galeana Figueroa. & Dora Aguilasocho Montoya., 2015, "An Actual Position Benchmark for Mexican Pension Funds Performance," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 43, issue 2, pages 133-154, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/432015/DelaTorr.
  2. Oscar V. De la Torre Torres & María Isabel Martínez Torre-Enciso, 2015, "Revisión de la Inversión Sustentable en La Bolsa Mexicana Durante Periodos de Crisis," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 2, pages 115-130, Julio-Dic.
  3. Oscar V. De la Torre Torres & Evaristo Galeana Figueroa & María Isabel Martínez Torre Enciso & Dora Aguilasocho Montoya, 2015, "A minimum variance benchmark to measure the performance of pension funds in Mexico," Contaduría y Administración, Accounting and Management, volume 60, issue 3, pages 593-614, julio-sep.

2013

  1. Oscar De la Torre Torres., 2013, "Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 39, issue 2, pages 119-144, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/392013/DelaTorr.
  2. María Isabel Martínez Torre-Enciso & Oscar V. De la Torre Torres, 2013, "¿Son los Índices IPC Mexicano e IBEX35 Español una Adecuada Definición de Cartera de Mercado? Una Revisión de este Supuesto Empleando el Estadístico de Kandel y Stambugh en un Contexto Muestral," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 8, issue 2, pages 227-247, Julio-Dic.
  3. De la Torre Torres Oscar Valdemar & Martínez Torre Enciso, María Isabel, 2013, "¿Han sido el IBEX35 y el IPC definiciones financieramente eficientes del portafolio de mercado?," Contaduría y Administración, Accounting and Management, volume 58, issue 4, pages 223-252, octubre-d.
  4. De la Torre Torres, Oscar Valdemar, 2013, "Estimación de alfa en fondos con beneficios definidos mediante una matriz t-Student O-GARCH. Una evaluación de las pensiones civiles del Estado de Michoacán /Estimation of Alpha in Defined Benefit Pension Funds with a t-Student O-GARCH Matrix : a tes," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 3, issue 1, pages 39-72, enero-jun.

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