De la Torre Torres, Oscar
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De la Torre Torres, Oscar
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My main research lines are portfolio management and Financial Econometrics applied to portfolio management, socially responsible investment and institutional (pension fund) investment management.
My main study areas are the test of quantitative portfolio valuation and management models and the development of financial econometrics models applied in investments.
At this point I'm focusing in:
1. The study and development of alternative financial market benchmark methodologies, different to the market cap ones.
2. The development of non-linear multivariate parametric econometric models in the asset allocation step such as multivariate Markov-switching and GARCH processes.
3. The study of the socially responsible investment phenomenon in Emerging Markets.
4. The development of proper performance benchmarks for Mexican pension funds.
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