{"id":10001,"date":"1996-01-01T00:00:00","date_gmt":"1996-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/1996\/01\/01\/la-teoria-de-cartera-enfocada-desde-los-modelos-lineales-de-indices-aplicacion-a-los-fondos-de-inversion-mobiliaria-espanoles\/"},"modified":"1996-01-01T00:00:00","modified_gmt":"1996-01-01T00:00:00","slug":"la-teoria-de-cartera-enfocada-desde-los-modelos-lineales-de-indices-aplicacion-a-los-fondos-de-inversion-mobiliaria-espanoles","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/la-teoria-de-cartera-enfocada-desde-los-modelos-lineales-de-indices-aplicacion-a-los-fondos-de-inversion-mobiliaria-espanoles\/","title":{"rendered":"La teoria de cartera enfocada desde los modelos lineales de indices: aplicacion a los fondos de inversion mobiliaria espa\u00f1oles."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Jordi Esteve Comas <\/strong><\/h2>\n<p>Desarrollo de un modelo de indices y factores (mli) que generaliza al de cohen -pogue. Obtencion de otros mli como caso particular (por ejemplo el mod. De sharpe y el mod. De markowitz). Obtencion de propiedades que cumplen estos mli sobre el punto de minima varianza, la linea critica, la frontera eficiente y la cartera optima. En la 2. Parte se aplican estos mli a los fondos de inversion mobiliaria espa\u00f1oles (fims). En concreto se obtiene:  1) distribucion de las rentabilidades de los fims. 2) analisis factorial de las rentabilidades. 3) correlacion entre los factores y variables macroeconomicas. 4) dise\u00f1o de diversos mli para los fims espa\u00f1oles. 5) estudio de los modelos capm y apt y suaplicabilidad a los fims. 6) relacion entre las volatilidades y las betas de sharpe con las rentabilidades medias. 7) analisis de la estabilidad de las betas. 8) analisis de la independencia de los residuos de los mli. 9) influencia del tama\u00f1o y las comisiones en las rentabilidades. 10) aplicacion de un mli a un programa informatico para el dise\u00f1o y revision de cestas de fondos contemplando las repercusiones fiscales.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>La teoria de cartera enfocada desde los modelos lineales de indices: aplicacion a los fondos de inversion mobiliaria espa\u00f1oles.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 La teoria de cartera enfocada desde los modelos lineales de indices: aplicacion a los fondos de inversion mobiliaria espa\u00f1oles. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Jordi Esteve Comas <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Barcelona<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1996<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Antonio Alegre Escolano<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: D\u00eddac Ram\u00edrez  Sarri\u00f3 <\/li>\n<li>Montserrat Casanovas Ramon (vocal)<\/li>\n<li> Yebenes Lafuente Jos\u00e9 R. (vocal)<\/li>\n<li>Francisco Perez Calatayud (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Jordi Esteve Comas Desarrollo de un modelo de indices y factores (mli) que generaliza al de cohen [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[951,82,963,4677],"tags":[20268,20111,26121,33793,12227,33794],"class_list":["post-10001","post","type-post","status-publish","format-standard","hentry","category-barcelona","category-ciencias-economicas","category-economia-sectorial","category-sector-de-finanzas-y-seguros","tag-antonio-alegre-escolano","tag-didac-ramirez-sarrio","tag-francisco-perez-calatayud","tag-jordi-esteve-comas","tag-montserrat-casanovas-ramon","tag-yebenes-lafuente-jose-r"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/10001","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=10001"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/10001\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=10001"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=10001"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=10001"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}