{"id":8247,"date":"1995-01-01T00:00:00","date_gmt":"1995-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/1995\/01\/01\/valoracion-de-la-gestion-de-carteras-de-productos-de-inversion-colectiva-y-de-ahorro-prevision-la-medida-de-la-performance\/"},"modified":"1995-01-01T00:00:00","modified_gmt":"1995-01-01T00:00:00","slug":"valoracion-de-la-gestion-de-carteras-de-productos-de-inversion-colectiva-y-de-ahorro-prevision-la-medida-de-la-performance","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/valoracion-de-la-gestion-de-carteras-de-productos-de-inversion-colectiva-y-de-ahorro-prevision-la-medida-de-la-performance\/","title":{"rendered":"Valoracion de la gestion de carteras de productos de inversion colectiva y de ahorro-prevision. la medida de la performance."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Sarto Marzal Jos\u00e9 Luis <\/strong><\/h2>\n<p>En esta tesis doctoral se parte de los fundamentos derivados de la teoria de carteras, especialmente de las aportaciones de autores como markowitz, sharpe, treynor o jensen. En particular, el concepto fundamental del analisis realizado es de la performance o valoracion de la gestion de carteras, a partir de un estudio cuyas dos componentes fundamentales son la rentabilidad esperada de una cartera y el riesgo que la misma soporta en un determinado horizonte temporal.  partiendo de los indices clasicos de sharpe, treynor y jensen, se determina la validez de la aplicabilidad de los mismos, detectando determinadas situaciones coyunturales y anomalas en las cuales las clasificaciones de gestion de carteras que realizan estos indices no son correctas.  para eliminar la incoherencia de los rankings de gestion se proponen medidas alternativas mediante dos vias:  &#8211; la primera de ellas trata de determinar medidas de performance coherentes que solucionen de manera puntual una coherencia determinada. En este sentido, la aplicabilidad de estas medidas esta restringida a la consecucion de la situacion determinada.  &#8211; la segunda permite obtener razonadamente medidas alternativas de coherencia absoluta, es decir, que puedan ser aplicadas de modo universal a cualquier conjunto de carteras.  por ultimo, se realiza una aplicacion empirica, siendo las bases de datos de trabajo las correspondientes a la rentabilidad de planes de pensiones y a fondos de inversion en espa\u00f1a.  en este estudio, se aplican tanto los indices clasicos de partida como los alternativos propuesto, comprobandose todas las conclusiones derivadas del estudio metodologico.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Valoracion de la gestion de carteras de productos de inversion colectiva y de ahorro-prevision. la medida de la performance.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Valoracion de la gestion de carteras de productos de inversion colectiva y de ahorro-prevision. la medida de la performance. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Sarto Marzal Jos\u00e9 Luis <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Zaragoza<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1995<\/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>Luis Ferruz Agudo<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Andres De Pablo Lopez <\/li>\n<li>Prosper Lamothe Fern\u00e1ndez (vocal)<\/li>\n<li>Eugenio Prieto Perez (vocal)<\/li>\n<li> Martin Marin Jos\u00e9 Luis (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Sarto Marzal Jos\u00e9 Luis En esta tesis doctoral se parte de los fundamentos derivados de la teoria [&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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