{"id":19852,"date":"2002-08-11T00:00:00","date_gmt":"2002-08-11T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/riesgo-de-mercado-el-modelo-de-var-aplicado-al-analisis-del-riesgo-en-bolsa-de-valores\/"},"modified":"2002-08-11T00:00:00","modified_gmt":"2002-08-11T00:00:00","slug":"riesgo-de-mercado-el-modelo-de-var-aplicado-al-analisis-del-riesgo-en-bolsa-de-valores","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/zaragoza\/riesgo-de-mercado-el-modelo-de-var-aplicado-al-analisis-del-riesgo-en-bolsa-de-valores\/","title":{"rendered":"Riesgo de mercado: el modelo de var aplicado al an\u00e1lisis del riesgo en bolsa de valores"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Juliano Lima Pinheiro <\/strong><\/h2>\n<p>Con el prop\u00f3sito de profundizar en el estudio de las principales metodolog\u00edas que permitan la comprensi\u00f3n y el an\u00e1lisis del riesgo de mercado en bolsa de valores, esta tesis doctoral se plantea con los siguientes objetivos concretos:  1,- la elaboraci\u00f3n de un marco conceptual con un resument de los principales conceptos necesarios para la comprensi\u00f3n del riesgo financiero, centr\u00e1ndose en el riesgo de mercado.  2,- mostrar c\u00f3mo la ciencia de finanzas trata de t\u00e9cnicas e instrumentos para medici\u00f3n y control del riesgo de posiciones financieras asumidas por los participantes del mercado.  3,- investigar los m\u00e9todos y principios necesarios para la gesti\u00f3n del riesgo en el mercado.  4,- analizar emp\u00edricamente la aplicaci\u00f3n de algunos de los conceptos tratados al mercado financiero brasile\u00f1o, en particular al mercado accionario, para contrastar algunas hip\u00f3tesis asumidas por los modelos de medici\u00f3n y control de riesgos con la realidad local.  para alcanzar los objetivos descritos, esta tesis se estructura en tres partes a trav\u00e9s de diez cap\u00edtulos. Los cinco primeros son de car\u00e1cter te\u00f3rico y lleva a cabo un resumen de los principales conceptos fundamentales para la comprensi\u00f3n del riesgo financiero en los mercados financieros. Los cuatro cap\u00edtulos siguientes tienen como denominador com\u00fan la aplicaci\u00f3n de un modelo de var para el an\u00e1lisis del riesgo de mercado en el mercado burs\u00e1til. en esta parte nos centraremos en tres an\u00e1lisis emp\u00edricos, utiliz\u00e1ndose los conceptos de medici\u00f3n de riesgo de mercado para analizar el riesgo del mercado burs\u00e1til brasile\u00f1o. En el \u00faltimo cap\u00edtulo se enumeran las principales conclusiones a las que se ha llegado, as\u00ed como las futuras l\u00edneas de investigaci\u00f3n para posteriores trabajos relacionados con el riesgo de mercado.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Riesgo de mercado: el modelo de var aplicado al an\u00e1lisis del riesgo en bolsa de valores<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Riesgo de mercado: el modelo de var aplicado al an\u00e1lisis del riesgo en bolsa de valores <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Juliano Lima Pinheiro <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Zaragoza<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 08\/11\/2002<\/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>Alfredo Bachiller Cacho<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: rafael Santamaria aquilue <\/li>\n<li>Javier Ruiz cabestre (vocal)<\/li>\n<li>Santiago Carrillo menendez (vocal)<\/li>\n<li> Sarto marzal Jos\u00e9 Luis (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Juliano Lima Pinheiro Con el prop\u00f3sito de profundizar en el estudio de las principales metodolog\u00edas que permitan [&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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