{"id":70801,"date":"2018-03-09T23:15:21","date_gmt":"2018-03-09T23:15:21","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/tres-ensayos-sobre-asignacion-de-activos\/"},"modified":"2018-03-09T23:15:21","modified_gmt":"2018-03-09T23:15:21","slug":"tres-ensayos-sobre-asignacion-de-activos","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/tres-ensayos-sobre-asignacion-de-activos\/","title":{"rendered":"Tres ensayos sobre asignacion de activos"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Ricardo Laborda Herrero <\/strong><\/h2>\n<p>El objetivo de esta tesis es profundizar en diversos aspectos de la literatura de asignaci\u00f3n de activos, resolviendo el problema de formaci\u00f3n de carteras del inversor ante diferentes escenarios. El cap\u00edtulo 1, estudia el problema del inversor estrat\u00e9gico que toma decisiones robustas ante diversos modelos posibles, que conducen la relaci\u00f3n entre los rendimientos de los activos y las variables de estado. Las variables de estado consideradas son el tipo de inter\u00e9s a corto, la tir del bono a 10 a\u00f1os y  la rentabilidad por dividendos (brennan, schwartz y laganado, 1997).  el cap\u00edtulo 3 estudia c\u00f3mo el cambio de r\u00e9gimen en la relaci\u00f3n existente entre el rendimiento, riesgo y las variables de estado afecta el proceso de inversi\u00f3n. El conjunto de informaci\u00f3n del inversor est\u00e1 compuesto por la rentabilidad por dividendos, el tipo de inter\u00e9s a corto, la pendiente de la curva de rendimientos, el ratio consumo con relaci\u00f3n a la riqueza y el diferencial de bonos corporativos.  el cap\u00edtulo 4, plantea el problema de un inversor que hace frente a la variaci\u00f3n en el tiempo de los rendimientos esperados de los activos y de su volatilidad, utilizando el \u00edndice de volatilidad del cboe, construido a partir de precios de opciones de compra y de venta en dinero, a dinero y fuera de dinero.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Tres ensayos sobre asignacion de activos<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Tres ensayos sobre asignacion de activos <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Ricardo Laborda Herrero <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Carlos III de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 15\/10\/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>Alejandro Balbas De La Corte<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: gonzalo Rubio <\/li>\n<li>angel Leon valle (vocal)<\/li>\n<li>Rafael Santamaria aquilue (vocal)<\/li>\n<li>Miguel angel Tapia torres (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Ricardo Laborda Herrero El objetivo de esta tesis es profundizar en diversos aspectos de la literatura 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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