0000000000352166
AUTHOR
David Moreno
Relaciones familiares, rechazo entre iguales y violencia escolar
ResumenEl objetivo principal del presente estudio es analizar las diferencias en las relaciones familiares (apoyo parental, comunicacion familiar y violencia parental) entre adolescentes rechazados por su grupo de iguales que se implican en conductas violentas en la escuela (rechazados agresivos), adolescentes rechazados que no participan en comportamientos violentos en la escuela (rechazados no-agresivos) y adolescentes no-rechazados y no-agresivos (grupo control). Los participantes del estudio fueron 843 adolescentes de entre 11 y 16 anos (edad media: 13,7), de los cuales el 47% son chicos y el 53% chicas, escolarizados en cuatro centros de la Comunidad Valenciana. Los instrumentos utiliz…
Risk forecasting models and optimal portfolio selection
This study analyses, from an investor's perspective, the performance of several risk forecasting models in obtaining optimal portfolios. The plausibility of the homoscedastic hypothesis implied in the classical Markowitz model is dicussed and more general models which take into account assymetry and time varying risk are analysed. Specifically, it studies whether ARCH-type based models obtain portfolios whose risk-adjusted returns exceed those of the classical Markowitz model. The same analysis is performed with models based on the Lower Partial Moment (LPM) which take into account the assymetry in the distribution of returns. The results suggest that none of the models achieve a clearly su…
Self-organizing maps could improve the classification of Spanish mutual funds
In this paper, we apply nonlinear techniques (Self-Organizing Maps, k-nearest neighbors and the k-means algorithm) to evaluate the official Spanish mutual funds classification. The methodology that we propose allows us to identify which mutual funds are misclassified in the sense that they have historical performances which do not conform to the investment objectives established in their official category. According to this, we conclude that, on average, over 40% of mutual funds could be misclassified. Then, we propose an alternative classification, based on a double-step methodology, and we find that it achieves a significantly lower rate of misclassifications. The portfolios obtained from…