Elegir campos a generar del autor Juan Evangelista

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Dynamic heterogeneities in stock markets
Global mutual fund flows
Factors relevance in asset pricing: new evidences in emerging markets from random matrix theory
Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory
Path integral for multiplicative noise: Generalized Fokker-Planck equation and entropy production rate in stochastic processes with threshold
Do oil prices impact on transportation? Evidence from random matrix theory
A comparison of international mutual funds efficiency
Predictability of Korean mutual fund performance
Efficiency and investment style of European mutual funds
Global tournaments
Dividend Puzzle: Global Evidence in Oil & Gas
Multifractality approach of a generalized Shannon index in financial time series
Anderson-Darling and Watson tests for the geometric distribution with estimated probability of success
Testing the significance of pricing factors of oil and gas companies
Deciphering equity style returns: An analysis of size and value anomalies in the Pakistani stock exchange
Market Beta is not dead: An approach from Random Matrix Theory
Corporate vulnerability in the US and China during COVID-19: A machine learning approach
Is government spending in the education and health sector necessary for human capital development?
A new look at financial markets efficiency from linear response theory
Measuring conditional correlation between financial markets’ inefficiency
The Impact of COVID-19 Cases on Stock Prices of Selected Companies Representing Tourism and Banking Sectors
Improvement in Hurst exponent estimation and its application to financial markets
A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends
The impact of regulation-based constraints on portfolio selection: The Spanish case
The impact of regulation-based constraints on portfolio selection: The Spanish case (vol 9, 310, 2022)
Correction: The impact of regulation-based constraints on portfolio selection: The Spanish case
A Composite Index for Measuring Stock Market Inefficiency
Role of green innovation, trade and energy to promote green economic growth: a case of South Asian Nations
Ivermectin to prevent hospitalizations in patients with COVID-19 (IVERCOR-COVID19) a randomized, double-blind, placebo-controlled trial
Extending the Fama and French model with a long term memory factor
Volatility Co-Movement in Stock Markets
Assessing the Role of Digital Finance on Shadow Economy and Financial Instability: An Empirical Analysis of Selected South Asian Countries
Linear response theory in stock markets
A Cooperative Dynamic Approach to Pairs Trading
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency
A note on power-law cross-correlated processes
A New Look on Financial Markets Co-Movement through Cooperative Dynamics in Many-Body Physics
A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series: An Application to Cryptocurrency Markets
Exploring Arbitrage Strategies in Corporate Social Responsibility Companies
Stock markets: A view from soft matter
Some Notes on the Formation of a Pair in Pairs Trading
An Alternative Approach to Measure Co-Movement between Two Time Series
Testing the efficient market hypothesis in Latin American stock markets
Ivermectin to prevent hospitalizations in patients with COVID-19 (IVERCOR-COVID19): a structured summary of a study protocol for a randomized controlled trial
Algunas Notas sobre la Econofísica
Some comments on Bitcoin market (in)efficiency
A novel approach to detect volatility clusters in financial time series
Preface
Hausdorff Dimension Type Models for Fractal Structures
A Middle Definition Between Hausdorff and Box Dimensions
Contrast of the fractal market hypothesis in the latin american stock markets
Mathematical Background
Box Dimension Type Models
Diffusive and Arrestedlike Dynamics in Currency Exchange Markets
Introducing Hurst exponent in pair trading
A model for foreign exchange markets based on glassy Brownian systems
A new topological indicator for chaos in mechanical systems
The Effect of the Underlying Distribution in Hurst Exponent Estimation
An accurate algorithm to calculate the Hurst exponent of self-similar processes
Measuring the self-similarity exponent in Levy stable processes of financial time series
A note on geometric method-based procedures to calculate the Hurst exponent
Introducing fractal dimension algorithms to calculate the Hurst exponent of financial time series
Fractal dimension for fractal structures: Applications to the domain of words
Markowitz's model with Euclidean vector spaces
Some comments on Hurst exponent and the long memory processes on capital markets
A model for determining efficient portfolio cropping plans in organic farming
Más de medio siglo en busca de una teoría sobre los mercados de capitales
Theory of portfolios:: New considerations on classic models and the Capital Market Line
Dynamics of the Spanish Stock Market Through a Broadband View of the IBEX35% Index
Teoría de Carteras: una aproximación metodológica
Unit Linked y seguros de prima única
El método de las dos funciones de distribución: la versión trapezoidal
Un análisis comparativo de las teorías clásicas para la formación de carteras de inversión
El principio primero la seguridad de Roy y su derivación hasta el modelo de Markowitz
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Statistical approach to implied market inefficiency estimation
Financial markets: A view from statistical mechanics
Arbitraje estadístico en mercados emergentes: Un test global de eficiencia
Caracterización del mercado de criptomonedas y su evolución hasta la tercera generación
Una nueva perspectiva de la frontera eficiente en el modelo de sharpe
Exponente de hurst y los mercados en desarrollo
Un nuevo enfoque para una estrategia de arbitraje estadístico. El método hp
Incorporación del factor memoria en el modelo de cuatro factores de fama y french
Fractal Dimension for Fractal Structures With Applications to Finance Preface
Fractal Dimension for Fractal Structures: With Applications to Finance
Aplicación del exponente de Hurst en la estrategia de Pairs Trading
Una nueva perspectiva de la frontera eficiente en el modelo de Sharpe
Aplicación de una estrategia de arbitraje estadístico al Ibex 35
Fractal dimensions for fractal structuresand their applications to financial markets
Evaluación académica en dirección financiera: un sistema basado en el aprendizaje colaborativo
Introducción a la teoría de carteras
Supuestos prácticos de dirección financiera
Generalización en dos ramas de lasdistribuciones biparabólica y TSP: aplicación en el método de las dos funciones de distribución
Un análisis de las consecuencias del 11 de septiembre sobre el seguro de invernaderos en la provincia de Almería
A comparative Analysis of Portfolio Selection Classical Theories
Conferences All / None
AWARENESS OF ETHIC ISSUES IN UNDERGRADUATE STUDENTS. TECHNICAL VS BUSINESS STUDENT PERCEPTIONS
AN ANALYSIS OF THE EFFICIENCY OF A VIRTUAL CONTINUOUS EVALUATION SYSTEM
Making copulas under uncertainty
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H-Index