Browsing International Scientific Conference “Business and Management" by Author "García, Fernando"
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Irresponsible behavior of Spanish FTSE4GOOD Ibex companies based on NGO reports
Espinós Vañó, María Dolores; García, Fernando (10th International Scientific Conference “Business and Management 2018”, 2018)Recently, social responsible investment has experienced exceptional growth. For that reason, many listed companies pretend to have adopted guidelines and values proclaimed by prestigious internacional organizations as the ... -
Modelling conditional volatility in stock indices: a comparison of the arma-egarch model versus neuronal network backpropagation
García, Fernando; Guijarro, Francisco; Oliver, Javier (8th International Scientific Conference “Business and Management 2014”, 2014)The analysis of conditional volatility is a key factor to correctly assess the risk of several financial assets such as shares, bonds or index as well as derivatives (futures and options). The econometric models from the ... -
Partial index tracking: satisfying different investment profiles with the same subset of stocks
García, Fernando; Guijarro, Francisco; Moya, Ismael (7th International Scientific Conference “Business and Management 2012”, 2012)Pasive portfolio management aims to minimize the unsystematic risk of the portfolios by imitating the behaviour of a stock index. Partial index tracking enables passive portfolio management by only considering a subset of ...