Campus
- Campus Ciudad de México, Business School
- Adjunct researcher, Applied Business, Finance, and Economics , Business School
Contreras-Valdez, Mario Iván
Overview
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- Overview
- Publications
- Teaching
- Background
- Contact
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Overview
Publications
selected publications
-
academic article in scopus
- Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-Heavy Tails. Risks. 2024
- Risk Premium of Bitcoin and Ethereum during the COVID-19 and Non-COVID-19 Periods: A High-Frequency Approach. Mathematics. 2023
- COVID Asymmetric Impact on the Risk Premium of Developed and Emerging Countries¿ Stock Markets. Mathematics. 10. 2022
- Bitcoin in Portfolio Selection: A Multivariate Distribution Approach. SAGE Open. 12. 2022
- Statistical analysis of bitcoin during explosive behavior periods. PLoS ONE. 14. 2019
- Explosion in Virtual Assets (Cryptocurrencies) Explosión en Activos Virtuales (Criptomonedas). Revista Mexicana de Economia y Finanzas Nueva Epoca. 14:715-727. 2019
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book in scopus
Teaching
teaching activities
- Algorithm Analysis
- Corporate Financing via Investment Banking
- Derivative Instruments
- Doctoral Defense
- Doctoral Research IX
- Doctoral Research VIII
- Doctoral Research XII
- Doctoral Research XIII
- Econometric Models
- Finance for Decision Making
- Financial Culture
- Financial Decision
- Financial Modeling and Programming
- Financing Analysis
- Financing Sustainable Development.
- Firms Valuation
- Investment Analysis
- Investment Project Evaluation
- Investment Vehicles and Coverage
- Research Seminar III
- Research Seminar IV
- Research Seminar V
- Research Seminar VI
Background
education and training
- Bachelor of Economics and Finance, Tecnológico de Monterrey
- PhD in Financial Sciences, Sede EGADE Business School, Santa Fe