Elegir campos a generar del autor Juan Evangelista

Datos personales Todos / Ninguno
Correo Electrónico
Artículos Todos / Ninguno
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
A Composite Index for Measuring Stock Market Inefficiency
Linear response theory in stock markets
Assessing the Role of Digital Finance on Shadow Economy and Financial Instability: An Empirical Analysis of Selected South Asian Countries
Role of green innovation, trade and energy to promote green economic growth: a case of South Asian Nations
A Cooperative Dynamic Approach to Pairs Trading
Volatility Co-Movement in Stock Markets
Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency
Testing the efficient market hypothesis in Latin American stock markets
An alternative approach to measure co-movement between two time series
A note on power-law cross-correlated processes
A New Look on Financial Markets Co-Movement through Cooperative Dynamics in Many-Body Physics
Exploring Arbitrage Strategies in Corporate Social Responsibility Companies
A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series: An Application to Cryptocurrency Markets
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
Algunas Notas sobre la Econofísica
A novel approach to detect volatility clusters in financial time series
Contrast of the fractal market hypothesis in the latin american stock markets
Preface
Extending the Fama and French model with a long term memory factor
Some comments on Bitcoin market (in)efficiency
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 Lévy 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
Dynamics of the Spanish Stock Market Through a Broadband View of the IBEX35% Index
Unit Linked y seguros de prima única
Teoría de Carteras: una aproximación metodológica
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
Libros, capítulos, tesis Todos / Ninguno
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
A middle definition between hausdorff and box dimensions
Box dimension type models
Fractal dimension for fractal structures: With applications to finance
Hausdorff dimension type models for fractal structures
Mathematical background
Aplicacion del exponente de hurst en la estrategia de pairs trading
Fractal dimensions for fractal structuresand their applications to financial markets
Introducción a la teoría de carteras
Supuestos prácticos de dirección financiera
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
Conferencias Todos / Ninguno
AN ANALYSIS OF THE EFFICIENCY OF A VIRTUAL CONTINUOUS EVALUATION SYSTEM
Making copulas under uncertainty
Theory of portfolios: New considerations on classic models and the capital market line
Métricas del autor Todos / Ninguno
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