{"id":118566,"date":"2022-06-22T15:26:05","date_gmt":"2022-06-22T15:26:05","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/un-modelo-de-equilibrio-de-activos-financieros-intertemporal-dinamico\/"},"modified":"2022-06-22T15:26:05","modified_gmt":"2022-06-22T15:26:05","slug":"un-modelo-de-equilibrio-de-activos-financieros-intertemporal-dinamico","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/un-modelo-de-equilibrio-de-activos-financieros-intertemporal-dinamico\/","title":{"rendered":"Un modelo de equilibrio de activos financieros intertemporal dinamico."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Francisco Fernandez Garcia <\/strong><\/h2>\n<p>En esta tesis doctoral despues de hacer una introduccion resumen de su contenidoen el capitulo 1 y una exposicion abreviada de la evolucion historica de los modelos de equilibrio de activos financieros clasicos de sharpe lintner y mossin y sus aplicaciones  en el capitulo 2 se describe  formula  resuelve y aplica un modelo de equilibrio de activos financieros intertemporal dinamico (m.E.D.A.F.L.D.) De control aleatorio optimo para la seleccion de carteras de activos en mercados en equilibrio  lo cual constituye una generalizacion del modelo de merton. R.C. Para economias financieras mas amplias. Posteriormente enel capitulo 4 se contrasta mediante el metodo de maxima verosimilitud-log por ser dinamico a diferencia de los metodos anteriores que utilizaban la correlacion. Finalmente se exponen las conclusiones y sugerencias para investigaciones futuras.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Un modelo de equilibrio de activos financieros intertemporal dinamico.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Un modelo de equilibrio de activos financieros intertemporal dinamico. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Francisco Fernandez Garcia <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Valladolid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1984<\/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>Julio Garcia Villalon<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Antonio Fernandez Troconiz <\/li>\n<li>Rafael Ramos Cervero (vocal)<\/li>\n<li>Julio Garcia Villalon (vocal)<\/li>\n<li>Josefa Eugenia Fernandez Arufe (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Francisco Fernandez Garcia En esta tesis doctoral despues de hacer una introduccion resumen de su contenidoen el [&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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