{"id":34146,"date":"1998-01-01T00:00:00","date_gmt":"1998-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/la-gestion-de-carteras-de-renta-variable-en-mercados-emergentes\/"},"modified":"1998-01-01T00:00:00","modified_gmt":"1998-01-01T00:00:00","slug":"la-gestion-de-carteras-de-renta-variable-en-mercados-emergentes","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/la-gestion-de-carteras-de-renta-variable-en-mercados-emergentes\/","title":{"rendered":"La gestion de carteras de renta variable en mercados emergentes."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Carlos Blanco Vi\u00f1as <\/strong><\/h2>\n<p>En esta tesis doctoral se lleva a cabo una amplia exposici\u00f3n sobre la inversi\u00f3n internacional en mercados emergentes de renta variable, combinando los \u00faltimos avances te\u00f3ricos en an\u00e1lisis de series temporales con la presentaci\u00f3n de los conocimientos pr\u00e1cticos necesarios para la gesti\u00f3n de carteras especializadas en la inversi\u00f3n en estos mercados por parte de una instituci\u00f3n de inversi\u00f3n colectiva espa\u00f1ola.  en la primera parte de la tesis se presenta una introducci\u00f3n de los mercados emergentes de renta variable incluyendo definici\u00f3n, evoluci\u00f3n hist\u00f3rica. Ventajas y principales riesgos de la inversi\u00f3n en estos mercados, distintas formas de inversi\u00f3n en mercados emergentes para un inversor espa\u00f1ol y el impacto del riesgo pa\u00eds, riesgo soberano y riesgo pol\u00edtico en la inversi\u00f3n en mercados emergentes.  en la segunda parte se desarrolla un modelo de valoraci\u00f3n multifactorial para estos mercados introduciendo el \u00edndice compuesto de mercados emergentes y los \u00edndices regionales. Como complemento, se estudia la aplicaci\u00f3n de modelos de la familia garch, lo cual permite incorporar en el an\u00e1lisis la modelizaci\u00f3n de la varianza condicional de los residuos del modelo.  por \u00faltimo, se presenta un an\u00e1lisis detallado de la metodolog\u00eda de valor en riesgo y su aplicaci\u00f3n a las carteras de renta variable en mercados emergentes. Como novedad se introducen los conceptos verdelta, verbeta y el an\u00e1lisis de componentes ver.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>La gestion de carteras de renta variable en mercados emergentes.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 La gestion de carteras de renta variable en mercados emergentes. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Carlos Blanco Vi\u00f1as <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1998<\/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>Jos\u00e9 Ram\u00f3n Aragon\u00e9s Gonz\u00e1lez<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Andr\u00e9s Santiago Suarez  Suarez <\/li>\n<li>Arturo Rodr\u00edguez Castellanos (vocal)<\/li>\n<li>Camilo Prado Freire (vocal)<\/li>\n<li>Eduardo Perez Gorostegui (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Carlos Blanco Vi\u00f1as En esta tesis doctoral se lleva a cabo una amplia exposici\u00f3n sobre la inversi\u00f3n [&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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