A5027364981- Business, Innovation, and Economy
- Diverse Applied Research Studies
- Business, Education, Mathematics Research
- Organizational Management and Innovation
- Financial Markets and Investment Strategies
- Financial Literacy, Pension, Retirement Analysis
- Financial Risk and Volatility Modeling
- Regional Development and Innovation
- Market Dynamics and Volatility
- Monetary Policy and Economic Impact
- Housing Market and Economics
- Banking stability, regulation, efficiency
- Insurance, Mortality, Demography, Risk Management
- Occupational Health and Safety in Workplaces
- Accounting and Financial Management
- Higher Education and Sustainability
- Cooperative Studies and Economics
- Corporate Social Responsibility Reporting
- Corporate Finance and Governance
- Logistics and Transportation Systems
- Economic and Social Development
- Higher Education in Latin America
- Employment, Labor, and Gender Studies
- Educational Outcomes and Influences
- Educational Methods and Psychological Studies
Universidad Michoacana de San Nicolás de Hidalgo
2014-2023
Universidad de Morelia
2022
Universidad de Guadalajara
2013-2014
In the present paper we tested use of Markov-switching Generalized AutoRegressive Conditional Heteroscedasticity (MS-GARCH) models and their not generalized (MS-ARCH) version. This, for active trading decisions in coffee, cocoa, sugar future markets. With weekly data from 7 January 2000 to 3 April 2020, simulated performance that a futures’ trader would have had, had she used next algorithm: To invest security if probability being distress regime is less or equal 50% U.S. three-month...
We propose the use of minimum variance portfolio as weighting method in a strategy benchmark for pension funds performance Mexico. By performing three discrete event simulations with daily data from January 2002 to May 2013, we test this benchmark's against Max Sharpe ratio one and linear combination both benchmarks (minimum Sharpe). With ratio, Jensen's alpha significance Huberman Kandel' (1987) spanning test, found that have statistically equal performance. using Bailey's (1992) risk...
The present paper proposes the use of a life cycle investment benchmark (called actual position or APB) in asset types allowed CONSAR rules for Mexican pension funds (Siefores). Its mean-variance efficiency is tested against equally weighted, minimum variance and max Sharpe ratio (MSR) portfolios with daily backtest from April 2008 to 2013 10-year Monte Carlo simulation. results suggest that even though msr portfolio gives highest accumulated return, APB an acceptable by its stable...
El propósito de la siguiente investigación es determinar y analizar qué manera inciden los factores tales como el marketing, administración relación con cliente (cRm), gestión del conocimiento capital intelectual en competitividad las pymes agrocítricas manufactureras Michoacán, utilizando un cuestionario escala tipo Likert que se aplicó a empresarios y/o mandos altos gerenciales responsables mismas. Utilizando análisis estadístico, aplicando regresión lineal, anovas correlación bivariada....
Propósito: El objetivo de esta investigación es evaluar la manipulación estados financieros empresas del sector no financiero listadas en Bolsa Mexicana Valores (BMV) con el modelo M-Score Beneish. Metodología: estudio consiste una cuantitativa alcance inicial exploratorio y final descriptivo diseño longitudinal, se hace uso muestreo probabilístico deliberado 95% confiabilidad 6% margen error, dando como resultado muestra 83 que cotizan periodo 2020-2022. Conclusiones: La señala dentro BMV...
In the present paper we test benefits of using two-regime Markov-Switching (MS) models in stock markets MSCI Andean index (Chile, Colombia and Perú). We tested this with either, constant, ARCH or GARCH variances Gaussian t-Student log-likelihood functions. By performing 996 weekly simulations from January 2000 to 2019 each MS model, next investment strategy for a U.S. dollar based investor: 1) invest risk-free asset if probability being high-volatility regime at t+1 is higher than 50 % 2) do...
El objetivo de esta investigación es conocer el grado correlación entre marketing y la innovación con competitividad industria confección del vestido (MIPYMES) Moroleón, Guanajuato, México en situación pandemia. estudio consistió una cuantitativa tipo descriptivo corte trasversal, se realizó un muestreo probabilístico aleatorio estratificado afijación proporcional 95% confiabilidad, dando como resultado muestra 273 empresas segmentadas medianas (0.32%), pequeñas (3.52%) microempresas...
El objetivo de este artículo es identificar los factores financieros que determinan la rentabilidad bancos operan en México. Para alcanzar dicho se emplea herramienta estadística multivariable análisis factorial. Los resultados muestran contribuyen a son: 1) Margen financiero ajustado por riesgos crediticios; y 2) Gastos administración promoción.
The highly competitive environment in which companies move means that they are constantly searching for initiatives increase their legitimacy. consideration of corporate social responsibility within the strategy company, it can be considered as a vehicle to legitimize face society. Therefore, this research aims analyze relationship between and For this, case study will carried out on 4 (three Spanish one Mexican) included MERCO Responsibility Corporate Governance Ranking, Fortune World’s...
In the present paper, we extend current literature in algorithmic trading with Markov-switching models generalized autoregressive conditional heteroskedastic (MS-GARCH) models. We performed this by using asymmetric log-likelihood functions (LLF) and variance From 2 January 2004 to 19 March 2021, simulated 36 institutional investor’s portfolios. These used homogenous (either symmetric or asymmetric) Gaussian, Student’s t-distribution, error distribution (GED) (symmetric GARCH By including...
El objetivo de este documento es identificar el nivel desarrollo y desempeño las pequeñas medianas empresas (PyMES) la industria manufacturera ciudad Morelia, Michoacán, con actividades Responsabilidad Social Empresarial Mercadotecnia; así como examinar relación mismas competitividad. A fin alcanzarlo, se aplicó un cuestionario escala tipo Likert a los Directores Generales/Gerentes una muestra aleatoria simple empresas.
En este trabajo se presenta un análisis que proporciona una mejor toma de decisiones en entorno incertidumbre, dentro la organización el área gestión los recursos humanos (RRhh). proceso busca minimizar l a incertidumbre mediante uso criterios cuantitativos y cualitativos. Haciendo fuzzy logic como criterio cálculo las distancias Hamming Euclidiana promoviendo más eficiente eficaz, lo llevará empresas posición competitiva al contar con capital intelectual sobresaliente.