{"id":133331,"date":"1997-01-01T00:00:00","date_gmt":"1997-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/riesgo-y-rentabilidad-de-los-fondos-de-inversion-mobiliaria-en-espana\/"},"modified":"1997-01-01T00:00:00","modified_gmt":"1997-01-01T00:00:00","slug":"riesgo-y-rentabilidad-de-los-fondos-de-inversion-mobiliaria-en-espana","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/riesgo-y-rentabilidad-de-los-fondos-de-inversion-mobiliaria-en-espana\/","title":{"rendered":"Riesgo y rentabilidad de los fondos de inversion mobiliaria en espa\u00f1a."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Fuensanta Galan Herrero <\/strong><\/h2>\n<p>Esta investigacion tiene por objetivo realizar una aportacion al estudio del mercado de valores mediante el analisis y aplicacion de la teoria de seleccion de carteras de harry markowitz a la bolsa de Madrid, y el estudio de la eficiencia de los fondos de inversion mobiliaria.  en este trabajo se incluye un capitulo en que se estudia y analiza el razonamiento que subyace en el calculo matematico de la frontera eficiente. Para calcular y analizar la frontera eficiente de la bolsa de Madrid se han empleado datos diarios de 103 titulos que cotizan en dicha bolsa, del periodo que transcurre entre marzo de 1.991 y enero de 1.996.  se estudia la eficiencia de un conjunto de 61 fim espa\u00f1oles, mixtos de renta variable y de renta variable, durante el mismo periodo. Se ha comparado la situacion de los fondos con respecto a las fronteras eficientes, y se han aplicado los modelos para medir la eficiencia de una cartera de valores desarrollados por treynor, sharpe, jensen, fama, treynor y mazuy y henriksson y merton.  algunas conclusiones son: la ineficiencia del indice general de la bolsa de Madrid, la buena relacion rentabilidad-riesgo en los fondos de inversion, y la falta de habilidad de los gestores de los fondos para prever los movimientos del mercado.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Riesgo y rentabilidad de los fondos de inversion mobiliaria en espa\u00f1a.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Riesgo y rentabilidad de los fondos de inversion mobiliaria en espa\u00f1a. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Fuensanta Galan Herrero <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 C\u00f3rdoba<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1997<\/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>Jaime Loring Mir\u00f3<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Manuel Garcia Nieto <\/li>\n<li>Prosper Lamothe Fern\u00e1ndez (vocal)<\/li>\n<li>Montserrat Casanovas Ramon (vocal)<\/li>\n<li>Manuel Delgado Alvarez (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Fuensanta Galan Herrero Esta investigacion tiene por objetivo realizar una aportacion al estudio del mercado de valores [&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":[82,973,963,1698,1302,4677],"tags":[247327,34581,41646,527,12227,12681],"class_list":["post-133331","post","type-post","status-publish","format-standard","hentry","category-ciencias-economicas","category-cordoba","category-economia-sectorial","category-gestion-financiera","category-organizacion-y-gestion-de-empresas","category-sector-de-finanzas-y-seguros","tag-fuensanta-galan-herrero","tag-jaime-loring-miro","tag-manuel-delgado-alvarez","tag-manuel-garcia-nieto","tag-montserrat-casanovas-ramon","tag-prosper-lamothe-fernandez"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/133331","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=133331"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/133331\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=133331"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=133331"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=133331"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}