{"id":73343,"date":"2018-03-09T23:18:15","date_gmt":"2018-03-09T23:18:15","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/analisis-y-gestion-de-carteras-con-metodologa%c2%ada-posibila%c2%adstica-aplicacion-a-los-fondos-de-inversion-mobiliaria-espanoles\/"},"modified":"2018-03-09T23:18:15","modified_gmt":"2018-03-09T23:18:15","slug":"analisis-y-gestion-de-carteras-con-metodologa%c2%ada-posibila%c2%adstica-aplicacion-a-los-fondos-de-inversion-mobiliaria-espanoles","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/analisis-y-gestion-de-carteras-con-metodologa%c2%ada-posibila%c2%adstica-aplicacion-a-los-fondos-de-inversion-mobiliaria-espanoles\/","title":{"rendered":"An\u00e1lisis y gesti\u00f3n de carteras con metodolog\u00eda posibil\u00edstica. aplicaci\u00f3n a los fondos de inversi\u00f3n mobiliaria espa\u00f1oles."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Jos\u00e9 Antomil Ibias <\/strong><\/h2>\n<p>El objetivo general de esta memoria es proponer modelos flexibles capaces de incorporar conocimiento experto y preferencias imprecisas para la toma de decisiones en el \u00e1mbito de la selecci\u00f3n de las carteras.  este objetivo se ha concretado en dos subobjetivos: por un lado, la obtenci\u00f3n de una generalizaci\u00f3n del modelo de sharpe con par\u00e1metros difusos, \u00abmodelo de sharpe con betas expertas\u00bb, que exigen la construcci\u00f3n de las betas a partir de datos estad\u00edsticos y expertos verificando buenas propiedades tanto respecto a la calidad de informaci\u00f3n como a su tratamiento; y por otra la generaci\u00f3n de modelos de programaci\u00f3n multicriterio basados en la minimizaci\u00f3n de distancia con par\u00e1metros difusos.  la selecci\u00f3n \u00f3ptima de carteras, es claramente un problema multicriterio y en \u00e9l los objetivos que expresa un inversor-rentabilidad, riesgo, liquidez, entre otros-suelen estar expresados en t\u00e9rminos cualitativos, ling\u00ed\u00bc\u00edsticos, inexactos. Por lo tanto constituye un buen campo de aplicaci\u00f3n de las t\u00e9cnicas de optimizaci\u00f3n multicriterio difusa.  la extensi\u00f3n del modelo de shaarpe se ha llevado a cabo considerando la beta de cada t\u00edtulo como un modelo difuso trapezoidal que incorpora los datos ofrecidos por el experto y cualquier estimaci\u00f3n estad\u00edstica. La construcci\u00f3n de la beta difusa depender\u00e1 de la relaci\u00f3n entre los valores ofrecidos por el analista y la beta de vasicek-que hemos elegido como estimaci\u00f3n estad\u00edstica de mejor comportamiento- y de la expectativas sobre la situaci\u00f3n del mercado. Se ha dise\u00f1ado un algoritmo para la construcci\u00f3n de la beta de un activo para los distintos escenarios de mercado:bajista, alcista y estacionario. Presentamos tres modelos de programaci\u00f3n por metas lexicogr\u00e1ficas para la selecci\u00f3n de carteras con par\u00e1metros difusos correspondientes a tres enfoques de modelizaci\u00f3n en funci\u00f3n de los escenarios que contemplemos y dos de programaci\u00f3n compromiso utilizando las m\u00e9tricas l1 y<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>An\u00e1lisis y gesti\u00f3n de carteras con metodolog\u00eda posibil\u00edstica. aplicaci\u00f3n a los fondos de inversi\u00f3n mobiliaria espa\u00f1oles.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 An\u00e1lisis y gesti\u00f3n de carteras con metodolog\u00eda posibil\u00edstica. aplicaci\u00f3n a los fondos de inversi\u00f3n mobiliaria espa\u00f1oles. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Jos\u00e9 Antomil Ibias <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Oviedo<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 29\/03\/2005<\/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> Rodr\u00edguez Ur\u00eda M. Victoria<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Carlos Romero l\u00f3pez <\/li>\n<li>Rafael Caballero fern\u00e1ndez (vocal)<\/li>\n<li> Gil \u00e1lvarez pedro \u00e1ngel (vocal)<\/li>\n<li>trinidad G\u00f3mez n\u00fa\u00f1ez (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Jos\u00e9 Antomil Ibias El objetivo general de esta memoria es proponer modelos flexibles capaces de incorporar conocimiento [&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":[772,82,747,6264,126,8846],"tags":[2432,4033,159241,8137,8138,93582],"class_list":["post-73343","post","type-post","status-publish","format-standard","hentry","category-actividad-economica","category-ciencias-economicas","category-consumo-ahorro-e-inversion","category-investigacion-operativa","category-matematicas","category-oviedo","tag-carlos-romero-lopez","tag-gil-alvarez-pedro-angel","tag-jose-antomil-ibias","tag-rafael-caballero-fernandez","tag-rodriguez-uria-m-victoria","tag-trinidad-gomez-nunez"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/73343","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=73343"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/73343\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=73343"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=73343"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=73343"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}