{"id":106394,"date":"2018-03-11T10:30:19","date_gmt":"2018-03-11T10:30:19","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/fondos-de-inversion-chilenos-analisis-empa%c2%adrico-de-su-persistencia-en-la-performance-y-del-comportamiento-del-inversor-un-estudio-comparado-con-fondos-argentinos\/"},"modified":"2018-03-11T10:30:19","modified_gmt":"2018-03-11T10:30:19","slug":"fondos-de-inversion-chilenos-analisis-empa%c2%adrico-de-su-persistencia-en-la-performance-y-del-comportamiento-del-inversor-un-estudio-comparado-con-fondos-argentinos","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/gestion-financiera\/fondos-de-inversion-chilenos-analisis-empa%c2%adrico-de-su-persistencia-en-la-performance-y-del-comportamiento-del-inversor-un-estudio-comparado-con-fondos-argentinos\/","title":{"rendered":"Fondos de inversi\u00f3n chilenos, an\u00e1lisis emp\u00edrico de su persistencia en la performance y del comportamiento del inversor.  un estudio comparado con fondos argentinos"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Benito Eliot Uma\u00f1a Hermosilla <\/strong><\/h2>\n<p>La presente tesis doctoral tiene como objetivo analizar la performance, persistencia y comportamiento del inversor (behavior) de fondos de inversi\u00f3n. Se estudian los fondos de renta variable chilenos y argentinos, para un periodo  de 8 a\u00f1os, 2000-2007. Se aplica tanto la metodolog\u00eda no param\u00e9trica de tablas de contingencia, como la metodolog\u00eda param\u00e9trica basada en regresiones. Los par\u00e1metros de rentabilidad, performance y variaciones de los flujos son medidos anualmente. uno de los atractivos del an\u00e1lisis desarrollado en este trabajo radica en su aplicaci\u00f3n a mercados emergentes.  Estudios de persistencia y behavior son habituales en los mercados europeos y norteamericanos, pero no son frecuentes estudios similares en mercados latinoamericanos, como son el chileno y argentino.  para ambos mercados se comprueba la existencia de persistencia,  con lo que se demuestra la falta de eficiencia en dichos mercados. En cuanto al estudio de behavior, para el mercado chileno, queda demostrada una reacci\u00f3n positiva y significativa del inversor, ante cambios en los niveles de rentabilidad y performance pasadas, para el periodo 2003-2007. En cambio, para el mercado argentino, los resultados demuestran una baja sensibilidad de los inversores de fondos de renta variable ante cambios en los niveles de rentabilidad previa y de performance pasada de los fondos.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Fondos de inversi\u00f3n chilenos, an\u00e1lisis emp\u00edrico de su persistencia en la performance y del comportamiento del inversor.  un estudio comparado con fondos argentinos<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Fondos de inversi\u00f3n chilenos, an\u00e1lisis emp\u00edrico de su persistencia en la performance y del comportamiento del inversor.  un estudio comparado con fondos argentinos <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Benito Eliot Uma\u00f1a Hermosilla <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Zaragoza<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 20\/01\/2011<\/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>Mar\u00eda Sagrario Vargas Magall\u00f3n<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Luis Ferruz agudo <\/li>\n<li>Jos\u00e9 Marti pellon (vocal)<\/li>\n<li>salvador Cruz rambaud (vocal)<\/li>\n<li>prosper Lamothe fern\u00e1ndez (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Benito Eliot Uma\u00f1a Hermosilla La presente tesis doctoral tiene como objetivo analizar la performance, persistencia y comportamiento [&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 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