Browsing by Author Ladrón de Guevara Cortés, Rogelio
Showing results 1 to 5 of 5
Issue Date | Title | Author(s) |
31-Aug-2021 | Comparison of Statistical Underlying Systematic Risk Factors and Betas Driving Returns on Equities | Ladrón de Guevara Cortés, Rogelio; Torra Porras, Salvador; Monte Moreno, Enric |
Jul-2014 | Estimation of the underlying structure of systematic risk using principal component analysis and factor analysis | Ladrón de Guevara Cortés, Rogelio; Torra Porras, Salvador |
2018 | Extraction of the underlying structure of systematic risk from Non-Gaussian multivariate financial time series using Independent Component Analysis. Evidence from the Mexican Stock Exchange | Ladrón de Guevara Cortés, Rogelio; Torra Porras, Salvador; Monte Moreno, Enric |
Jul-2019 | Neural Networks Principal Component Analysis for Estimating the Generative Multifactor Model of Returns under a Statistical Approach to the Arbitrage Pricing Theory: Evidence from the Mexican Stock Exchange | Ladrón de Guevara Cortés, Rogelio; Torra Porras, Salvador; Monte Moreno, Enric |
29-Jan-2016 | Techniques For Estimating the Generative Multifactor Model of Returns in a Statistical Approach to the Arbitrage Pricing Theory. Evidence from the Mexican Stock Exchange | Ladrón de Guevara Cortés, Rogelio |