3
H index
0
i10 index
23
Citations
Oscar Valdemar De la Torre Torres : Citation Profile
Universidad Michoacana de San Nicolás de Hidalgo | RESEARCH PRODUCTION: 27 Articles EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
11 years (2013 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Oscar Valdemar De la Torre Torres. | Is cited by:
| Cites to:
|
Main data
Where Oscar Valdemar De la Torre Torres has published?
Recent works citing Oscar Valdemar De la Torre Torres (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Volatility transmission in the property market during two inflationary periods: The 2008–2009 global financial crisis and the COVID-19 crisis. (2024). Asiri, Maram S ; Hasan, Fakhrul ; Aljohani, Bader M ; Fadul, Abubaker ; Alkhathami, Abdulrahman D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s027553192400206x. Full description at Econpapers || Download paper |
| 2025 | Mexican White Corn Spot Price Hedging with US Agricultural Futures Portfolios Using the Surplus Efficient Frontier. (2025). de la Torre-Torres, Oscar V ; Lpez-Torres, Rodolfo A ; de la Cruz, Mara ; Lvarez-Garca, Jos. In: Agriculture. RePEc:gam:jagris:v:15:y:2025:i:17:p:1862-:d:1738714. Full description at Econpapers || Download paper |
| 2024 | A Framework for Investment and Risk Assessment of Agricultural Projects. (2024). Afonso, Paulo ; Lizot, Mauro ; Trentin, Marcelo Gonalves ; Vilani, Leonir ; de Lima, Jose Donizetti ; Zanin, Antonio. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:9:p:378-:d:1462445. Full description at Econpapers || Download paper |
| 2024 | The cost of doing nothing: Testing the benefits of water disposal risk reduction with water management Activism investing in Latin America. (2024). de la Torre-Torres, Oscar V. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:19:y:2024:i:2:a:8. Full description at Econpapers || Download paper |
| 2024 | Carbon Taxation and Electricity Price Dynamics: Empirical Evidence from the Australian Market. (2024). Comincioli, Nicola ; Guerini, Mattia ; Vergalli, Sergio. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:12:d:10.1007_s10640-024-00908-4. Full description at Econpapers || Download paper |
| 2024 | ESG index performance: European evidence. (2024). Zenaidi, Amel ; Belhassine, Olfa ; Kossentini, Hager. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:7:d:10.1057_s41260-024-00361-4. Full description at Econpapers || Download paper |
Oscar Valdemar De la Torre Torres is editor of
| Journal | |
|---|---|
| Revista de Investigacin en Ciencias Contables y Administrativas | |
| Revista de Investigacin en Ciencias Contables y Administrativas |
Works by Oscar Valdemar De la Torre Torres:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | La eficiencia media-varianza de un portafolio sobreponderado en acciones socialmente responsables de México y Estados Unidos In: Estudios Gerenciales. [Full Text][Citation analysis] | article | 0 |
| 2013 | Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán. In: Economía: teoría y práctica. [Full Text][Citation analysis] | article | 0 |
| 2015 | An Actual Position Benchmark for Mexican Pension Funds Performance. In: Economía: teoría y práctica. [Full Text][Citation analysis] | article | 0 |
| 2024 | Non-Commodity Agricultural Price Hedging with Minimum Tracking Error Portfolios: The Case of Mexican Hass Avocado In: Agriculture. [Full Text][Citation analysis] | article | 0 |
| 2019 | A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading In: Energies. [Full Text][Citation analysis] | article | 6 |
| 2024 | The Benefits of Workforce Well-Being on Profitability in Listed Companies: A Comparative Analysis between Europe and Mexico from an ESG Investor Perspective In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 2022 | Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain In: Mathematics. [Full Text][Citation analysis] | article | 1 |
| 2022 | Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1) In: Mathematics. [Full Text][Citation analysis] | article | 2 |
| 2024 | An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading In: Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2020 | A Two-Regime Markov-Switching GARCH Active Trading Algorithm for Coffee, Cocoa, and Sugar Futures In: Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Markov-Switching Stochastic Processes in an Active Trading Algorithm in the Main Latin-American Stock Markets In: Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models In: Mathematics. [Full Text][Citation analysis] | article | 3 |
| 2021 | A Markov-Switching VSTOXX Trading Algorithm for Enhancing EUR Stock Portfolio Performance In: Mathematics. [Full Text][Citation analysis] | article | 4 |
| 2018 | Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico In: Sustainability. [Full Text][Citation analysis] | article | 2 |
| 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 PR In: European Research on Management and Business Economics (ERMBE). [Full Text][Citation analysis] | article | 0 |
| 2018 | THE COST OF HOMOGENEITY IN LIFE CYCLE PENSION FUNDS: AN EXPLANATION TO DEMANDS INELASTICITY OF MEXICAN PENSION FUNDS WITH A PERFORMANCE ATTRIBUTION TEST In: European Research on Management and Business Economics (ERMBE). [Full Text][Citation analysis] | article | 1 |
| 2015 | Revisión de la Inversión Sustentable en La Bolsa Mexicana Durante Periodos de Crisis In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 2017 | Los beneficios de la inversión socialmente responsable en el desempeño de fondos de pensiones mexicanos In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 2019 | Active portfolio management in the Andean countries stock markets with Markov-Switching GARCH models In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 1 |
| 2024 | The cost of doing nothing: Testing the benefits of water disposal risk reduction with water management Activism investing in Latin America In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 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 In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). [Full Text][Citation analysis] | article | 0 |
| 2013 | ¿Han sido el IBEX35 y el IPC definiciones financieramente eficientes del portafolio de mercado? In: Contaduría y Administración. [Full Text][Citation analysis] | article | 0 |
| 2015 | A minimum variance benchmark to measure the performance of pension funds in Mexico In: Contaduría y Administración. [Full Text][Citation analysis] | article | 0 |
| 2017 | Is socially responsible investment useful in Mexico? A multi-factor and ex-ante review In: Contaduría y Administración. [Full Text][Citation analysis] | article | 2 |
| 2020 | Desempeño de ocho de las criptomonedas de mayor capitalización de mercado / Performance of Eight of the Cryptocurrencies of Greater Market Capitalization In: Estocástica: finanzas y riesgo. [Full Text][Citation analysis] | article | 0 |
| 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 decisione In: Estocástica: finanzas y riesgo. [Full Text][Citation analysis] | article | 0 |
| 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 In: Estocástica: finanzas y riesgo. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team