Search Results - "Otero González, Luis"

Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects by Reboredo, Juan C., Otero González, Luis A.

“…Transitioning to a low‐carbon economy to mitigate the effects of climate change involves risks. We investigate the effects of managerial ownership and…”
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Does team size and tenure matter for European pension funds? by Correia Domingues, Renato, Moutinho, Vitor Ferreira, Durán Santomil, Pablo, Otero González, Luis

“…Pension funds are investment vehicles quite different from mutual funds, because they are specifically designed to provide retirement benefits. We examine the…”
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The impact of ERM on insurer performance under the Solvency II regulatory framework by González, Luis Otero, Santomil, Pablo Durán, Hoyt, Robert E.

“…This paper analyzes whether the degree of Enterprise Risk Management (ERM) implementation affects the performance obtained by insurance companies in the…”
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Do performance measures matter for stock mutual funds? An international analysis by Durán Santomil, Pablo, Lombardero Fernández, Pablo Crisanto, Otero González, Luis

“…PurposeThe purpose of this study is to evaluate whether the classification of the equity mutual fund depends on the performance measure…”
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Estimation of default and pricing for invoice trading (P2B) on crowdlending platforms by Corrales, Cristian Marques, González, Luis Alberto Otero, Santomil, Pablo Durán

“…This study developed several machine learning models to predict defaults in the invoice-trading peer-to-business (P2B) market. Using techniques such as…”
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Enterprise risk management and Solvency II: the system of governance and the Own Risk and Solvency Assessment by Durán Santomil, Pablo, Otero González, Luis

“…Purpose The purpose of this paper is to analyze how enterprise risk management (ERM), the system of governance and the Own Risk and Solvency Assessment (ORSA)…”
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Value investing: application of different strategies to equity mutual funds by Iglesias García, Juan Manuel, Otero González, Luis, Durán Santomil, Pablo

“…In this paper we have analysed the performance of several value investing strategies for Eurozone equity mutual funds. We have executed an empirical study of…”
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Corporate Governance and Mena Banks´ Performance by Otero González, Luis, Durán-Santomil, Pablo, Alaraj, Rafat

“…We analyze the effect of corporate governance on banks’ performance in the MENA countries using an index comprised of seven widely used governance measures, as…”
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Country Risk, Regulation, and Liquidity Transformation in Palestine and Neighboring Countries by Otero González, Luis, Ashour, Sami Othman, Redondo-López, Jose Antonio, Rodríguez Gil, Luis Ignacio

“…This study analyzes the impact of economic, financial, and political instability on the liquidity transformation of banks operating in unstable environments…”
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THE EFFECT OF CREDIT DERIVATIVES USAGE ON THE RISK OF EUROPEAN BANKS by Rodríguez Gil, Luís Ignacio, Otero González, Luís, Cantorna Agra, Sara, Durán Santomil, Pablo

“…Banks are the major participants in the derivatives credit markets. It was generally believed by top regulators that credit derivatives make banks sounder…”
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Competition, concentration and risk taking in Banking sector of MENA countries by González, Luis Otero, Razia, Alaa, Búa, Milagros Vivel, Sestayo, Rubén Lado

“…•A U-shaped relationship between competition and banks’ risk of failure has been found for MENA banks.•Competition-stability and competition-fragility can be…”
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The effect of enterprise risk management on the risk and the performance of Spanish listed companies by Otero-González, Luis, Durán Santomil, Pablo, Tamayo Herrera, Aracely

“…This paper evaluates the effect of Enterprise Risk Management (ERM) on the performance and the financial stability of a sample of non-financial Spanish listed…”
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Does ESG implementation influence performance and risk in SMEs? by Garrido‐Ruso, María, Otero‐González, Luis, López‐Penabad, María‐Celia, Santomil, Pablo Durán

“…The relationship between Environmental Social and Governance (ESG) activities and financial performance has been explored within large companies. The presence…”
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Market structure, performance, and efficiency: Evidence from the MENA banking sector by González, Luis Otero, Razia, Alaa, Búa, Milagros Vivel, Sestayo, Rubén Lado

“…This paper tests four related theories on the relationships among market structure, profitability, and efficiency using a stochastic frontier analysis and…”
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The effect of financial innovation on European banks' risk by González, Luís Otero, Rodríguez Gil, Luís Ignacio, Martorell Cunill, Onofre, Merigó Lindahl, José M.

“…This study examines the effect of the use of securitization and credit derivatives on the risk profile of European banks. Using information from 134 listed…”
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Capital Allocation Methods under Solvency II: A Comparative Analysis by Durán-Santomil, Pablo, Otero-González, Luís

“…The objective of this document is to analyze different methods that an insurer can use to allocate capital to his or her different lines of business or…”
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The explanatory power of expenses in the performance of eurozone mutual funds by Correia-Domingues, Renato, Duran-Santomil, Pablo, Otero-González, Luis

“…We studied the relationship between the mutual fund's expenses and their profitability, as well as their ability to predict future performance. We used…”
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Active management, value investing and pension fund performance by Otero-González, Luis, Durán-Santomil, Pablo, Lado-Sestayo, Rubén, Vivel-Búa, Milagros

“…PurposeThis paper analyses whether the active management and the fundamentals of the pension fund allow products that beat their peers to be identified in…”
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Cómo Mejorar la Asimilación de los Contenidos Teóricos por parte del Alumnado Universitario? Una Aplicación del One Minute Paper en Contabilidad by Vivel-Búa, Milagros, Fernández-López, Sara, Lado-Sestayo, Rubén, Otero-González, Luis

“…El Espacio Europeo de Educación Superior (EEES) promueve la aplicación de nuevas técnicas docentes para lograr una interacción significativa alumno- docente,…”
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PROPERTY RISK UNDER SOLVENCY II: EFFECTS OF DIFFERENT UNSMOOTHING TECHNIQUES by Durán Santomil, Pablo, Otero González, Luís, Martorell Cunill, Onofre, Gil-Lafuente, Anna M.

“…Solvency II imposes risk-based capital requirements on EU insurance companies. This paper evaluates the property risk standard model proposed. The calibration…”
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