{"id":56578,"date":"2007-12-01T00:00:00","date_gmt":"2007-12-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/estrategias-dinamicas-de-posicionamiento-de-ordenes-en-el-mercado-bursatil-espanol\/"},"modified":"2007-12-01T00:00:00","modified_gmt":"2007-12-01T00:00:00","slug":"estrategias-dinamicas-de-posicionamiento-de-ordenes-en-el-mercado-bursatil-espanol","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/sector-de-finanzas-y-seguros\/estrategias-dinamicas-de-posicionamiento-de-ordenes-en-el-mercado-bursatil-espanol\/","title":{"rendered":"Estrategias dinamicas de posicionamiento de ordenes en el mercado bursatil espa\u00f1ol"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Luana Gava <\/strong><\/h2>\n<p>Esta tesis doctoral analiza el proceso din\u00e1mico de posicionamiento de \u00f3rdenes en el mercado burs\u00e1til espa\u00f1ol desde diferentes puntos de vista. Si un agente decide participar en el mercado, debe elegir el tipo de orden que desea introducir. Hemos estudiado este proceso de decisi\u00f3n y las variables que lo afectan. En el cap\u00edtulo 3 analizamos la velocidad de ejecuci\u00f3n de una orden limitada y el impacto de algunas variables (inherentes a la orden emitida o presentes en el mercado) en la velocidad de ejecuci\u00f3n. Conociendo las condiciones del mercado el agente puede inferir el tiempo esperado de ejecuci\u00f3n de una orden limitada y valorar su conveniencia. En el capitulo 4 el agente selecciona no hacer nada, colocar una orden limitada, de mercado o fleeting (su objetivo es recabar informaci\u00f3n, tienen una duraci\u00f3n corta). Tambi\u00e9n se estudia la situaci\u00f3n en que el agente ha introducido una orden y no sabe si cancelarla o no. Esta decisi\u00f3n se modeliza seg\u00fan los cambios en las condiciones de mercado. El capitulo 5 analiza el proceso de introducci\u00f3n de \u00f3rdenes desde la agresividad. Con una clasificaci\u00f3n de la agresividad de las \u00f3rdenes modelizamos la probabilidad de que el agente opte por una de ellas<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Estrategias dinamicas de posicionamiento de ordenes en el mercado bursatil espa\u00f1ol<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Estrategias dinamicas de posicionamiento de ordenes en el mercado bursatil espa\u00f1ol <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Luana Gava <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Carlos III de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 12\/01\/2007<\/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>Sandro Brusco<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Alvaro Escribano Saez <\/li>\n<li> Campa Fernandez Jos\u00e9 Manuel (vocal)<\/li>\n<li>Gonzalo Rubio Irigoyen (vocal)<\/li>\n<li>Marco Trombetta (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Luana Gava Esta tesis doctoral analiza el proceso din\u00e1mico de posicionamiento de \u00f3rdenes en el mercado burs\u00e1til [&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":[18550,4677],"tags":[39866,39867,19352,124989,124990,63295],"class_list":["post-56578","post","type-post","status-publish","format-standard","hentry","category-carlos-iii-de-madrid","category-sector-de-finanzas-y-seguros","tag-alvaro-escribano-saez","tag-campa-fernandez-jose-manuel","tag-gonzalo-rubio-irigoyen","tag-luana-gava","tag-marco-trombetta","tag-sandro-brusco"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/56578","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=56578"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/56578\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=56578"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=56578"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=56578"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}