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Oscar Valdemar De la Torre Torres

Personal Details

First Name:Oscar
Middle Name:Valdemar
Last Name:De la Torre Torres
Suffix:
RePEc Short-ID:pde1356
http://oscardelatorretorres.com

Affiliation

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

Morelia, Mexico
http://www.fcca.umich.mx/
RePEc:edi:famicmx (more details at EDIRC)

Research output

as
Jump to: Articles Editorship

Articles

  1. Oscar Valdemar de la Torre-Torres & Luis Guadalupe Macías-Trejo & Francisco López-Herrera, 2020. "La eficiencia media-varianza de un portafolio sobreponderado en acciones socialmente responsables de México y Estados Unidos," Estudios Gerenciales, Universidad Icesi, vol. 36(154), pages 91-99, March.
  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, vol. 14(PNEA), pages 601-616, Agosto 20.
  3. 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, vol. 13(1), pages 1-24, December.
  4. 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), vol. 24(2), pages 97-103.
  5. 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, vol. 11(1), pages 1-18, December.
  6. 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, vol. 12(3), pages 67-87, Julio-Sep.
  7. 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, vol. 62(1), pages 222-238, Enero-Mar.
  8. 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 Prime," European Research on Management and Business Economics (ERMBE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), vol. 22(3), pages 117-123.
  9. 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, vol. 43(2), pages 133-154, Julio-Dic.
  10. 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, vol. 60(3), pages 593-614, julio-sep.
  11. 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, vol. 10(2), pages 115-130, Julio-Dic.
  12. 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, vol. 58(4), pages 223-252, octubre-d.
  13. 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 Pen," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 3(1), pages 39-72, enero-jun.
  14. 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, vol. 8(2), pages 227-247, Julio-Dic.
  15. 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, vol. 39(2), pages 119-144, Julio-Dic.

Editorship

  1. Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. 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, vol. 14(PNEA), pages 601-616, Agosto 20.

    Cited by:

    1. 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, vol. 8(6), pages 1-19, June.

  2. 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, vol. 13(1), pages 1-24, December.

    Cited by:

    1. 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, vol. 9(9), pages 1-28, May.
    2. Katarzyna Kuziak & Joanna Górka, 2023. "Dependence Analysis for the Energy Sector Based on Energy ETFs," Energies, MDPI, vol. 16(3), pages 1-30, January.
    3. 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, vol. 9(2), pages 1-22, January.
    4. 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, vol. 10(8), pages 1-28, April.
    5. 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, vol. 8(6), pages 1-19, June.
    6. Nicola Comincioli & Mattia Guerini & Sergio Vergalli, 2024. "Carbon Taxation and Electricity Price Dynamics: Empirical Evidence from the Australian Market," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(12), pages 3131-3161, December.

  3. 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), vol. 24(2), pages 97-103.

    Cited by:

    1. Milos Kopa & Kristina Sutiene & Audrius Kabasinskas & Ausrine Lakstutiene & Aidas Malakauskas, 2022. "Dominance Tracking Index for Measuring Pension Fund Performance with Respect to the Benchmark," Sustainability, MDPI, vol. 14(15), pages 1-28, August.

  4. 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, vol. 11(1), pages 1-18, December.

    Cited by:

    1. Xiaoting Ling & Lijuan Yan & Deming Dai, 2022. "Green Credit Policy and Investment Decisions: Evidence from China," Sustainability, MDPI, vol. 14(12), pages 1-22, June.

  5. 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, vol. 62(1), pages 222-238, Enero-Mar.

    Cited by:

    1. Hager Kossentini & Olfa Belhassine & Amel Zenaidi, 2024. "ESG index performance: European evidence," Journal of Asset Management, Palgrave Macmillan, vol. 25(7), pages 653-665, December.
    2. Jesus Barrena-Martinez & Macarena López-Fernández & Pedro M. Romero-Fernandez, 2018. "Drivers and Barriers in Socially Responsible Human Resource Management," Sustainability, MDPI, vol. 10(5), pages 1-14, May.

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