{"id":58683,"date":"2018-03-09T22:46:31","date_gmt":"2018-03-09T22:46:31","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/metas-estocasticas-para-seleccionar-carteras-eficientes-de-fondos-fronteras-con-multiples-benchmarks-y-escenarios-futuros\/"},"modified":"2018-03-09T22:46:31","modified_gmt":"2018-03-09T22:46:31","slug":"metas-estocasticas-para-seleccionar-carteras-eficientes-de-fondos-fronteras-con-multiples-benchmarks-y-escenarios-futuros","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/teoria-de-la-inversion\/metas-estocasticas-para-seleccionar-carteras-eficientes-de-fondos-fronteras-con-multiples-benchmarks-y-escenarios-futuros\/","title":{"rendered":"Metas estoc\u00e1sticas para seleccionar carteras eficientes de fondos: fronteras con m\u00faltiples benchmarks y escenarios futuros"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Milagros Bravo Sell\u00e9s <\/strong><\/h2>\n<p>Se consideran en esta investigaci\u00f3n tres problemas cr\u00edticos en el proceso selectivo de carteras, para los cuales no existen actualmente soluciones est\u00e1ndar. El primer problema concierne al c\u00f3mputo de retornos, que puede en principio abordarse con distintas t\u00e9cnicas estad\u00edsticas y agrupando ls precios diarios en distintos pe\u00edodos. Nuestro an\u00e1lisis sobre una muestra de 253 activos (fondos proporcionados por una gestora alemana) demuestra que el per\u00edodo semanal sin manipulaci\u00f3n estad\u00edstica es la mejor alternativa desde un criterio de decisi\u00f3n bajo incertidumbre con \u00f3ptica de pesimismo moderado. Los otros problemas conciernen a la selecci\u00f3n de carteras, ya con un referente de mercado (benchmark), ya con escenarios futuros de mercado que se definen mediante un \u00edndice blue chip. Aplicando un modelo multicriterio reciente en la literatura (metas estoc\u00e1sticas), el cual conjuga ventajas de flexibilidad propias de l\u00f3gica satisfaciente con la ventaja de asegurar carteras eficientes de riesgo multi-escenario, el proceso selectivo sobre los 253 fondos incluidos en el conjunto de oportunidad conduce a resultados consistentes, tanto con riesgo sistem\u00e1tico como con riesgo total. La tesis se estructura como un art\u00edculo cient\u00edfico de longitud algo mayor que la est\u00e1ndar, aportando la informaci\u00f3n b\u00e1sica y el detalle calculatorio en 33 ap\u00e9ndices con tablas num\u00e9ricas y descriptivas<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Metas estoc\u00e1sticas para seleccionar carteras eficientes de fondos: fronteras con m\u00faltiples benchmarks y escenarios futuros<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Metas estoc\u00e1sticas para seleccionar carteras eficientes de fondos: fronteras con m\u00faltiples benchmarks y escenarios futuros <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Milagros Bravo Sell\u00e9s <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Polit\u00e9cnica de Valencia<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 28\/05\/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>Enrique Ballestero Pareja<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal:  Bilbao terol amelia Mar\u00eda <\/li>\n<li>Mar\u00eda no Jim\u00e9nez l\u00f3pez (vocal)<\/li>\n<li> P\u00e9rez gladish blanca Mar\u00eda (vocal)<\/li>\n<li>david Pla santamaria (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Milagros Bravo Sell\u00e9s Se consideran en esta investigaci\u00f3n tres problemas cr\u00edticos en el proceso selectivo de carteras, [&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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