{"id":69575,"date":"2018-03-09T23:14:02","date_gmt":"2018-03-09T23:14:02","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/seleccion-de-carteras-optimas-para-fondos-de-pensiones\/"},"modified":"2018-03-09T23:14:02","modified_gmt":"2018-03-09T23:14:02","slug":"seleccion-de-carteras-optimas-para-fondos-de-pensiones","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/seleccion-de-carteras-optimas-para-fondos-de-pensiones\/","title":{"rendered":"Seleccion de carteras optimas para fondos de pensiones"},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Rodriguez Vazquez Veronica Patricia <\/strong><\/h2>\n<p>El objetivo de la tesis es desarrollar un modelo multitemporal de selecci\u00f3n de carteras bajo el concepto de riesgo de ca\u00edda, considerando los flujos de activos y pasivos proyectados por un fondo de pensiones.  se plantea el modelo de riesgo de ca\u00edda como un modelo de programaci\u00f3n matem\u00e1tica. Se extiende su definici\u00f3n a n activos de renta fija, m de renta variable y se introduce la variable tiempo.  se define un modelo de selecci\u00f3n de carteras denominado \u00abmodelo de carteras proyectadas\u00bb, tanto en tiempo discreto como continuo, en el que se consideran diferentes momentos de compra-venta de activos financieros. El replanteamiento del modelo para el tiempo continuo parte del supuesto de que los precios siguen un proceso estoc\u00e1stico o browniano geom\u00e9trico.  se simula el comportamiento de un fondo de pensiones de prestaci\u00f3n definida y se realiza una comparaci\u00f3n de los resultados obtenidos al seleccionar carteras con los modelos desarrollados por henry markowitz, martin l. Leibowitz junto con otros autores y los modelos propuestos de carteras proyectadas o multitemporales.  se concluye que los modelos desarrollados en la tesis proporcionan flexibilidad en la planificaci\u00f3n a largo plazo de compra-venta de activos financieros, controlando el riesgo de ca\u00edda de las inversiones en cada momento del tiempo dentro del horizonte temporal establecido.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Seleccion de carteras optimas para fondos de pensiones<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Seleccion de carteras optimas para fondos de pensiones <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Rodriguez Vazquez Veronica Patricia <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Aut\u00f3noma de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 20\/07\/2004<\/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>Daniel Villalba Vila<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: angel Berges lobera <\/li>\n<li>Santiago Javier Fern\u00e1ndez  valbuena (vocal)<\/li>\n<li>Francisco Prieto perez (vocal)<\/li>\n<li>gregorio Serrano garcia (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Rodriguez Vazquez Veronica Patricia El objetivo de la tesis es desarrollar un modelo multitemporal de selecci\u00f3n de [&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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