{"id":83759,"date":"2018-03-10T00:07:55","date_gmt":"2018-03-10T00:07:55","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/modelizacion-del-problema-de-carteras-en-un-contexto-de-incertidumbre\/"},"modified":"2018-03-10T00:07:55","modified_gmt":"2018-03-10T00:07:55","slug":"modelizacion-del-problema-de-carteras-en-un-contexto-de-incertidumbre","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/modelizacion-del-problema-de-carteras-en-un-contexto-de-incertidumbre\/","title":{"rendered":"Modelizacion del problema de carteras en un contexto de incertidumbre"},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Lorenzana De La Varga Tomas <\/strong><\/h2>\n<p>La tesis doctoral pretende aplicar un instrumental alternativo al clasico (matematica borrosa y teoria de la posibilidad como alternativa a la matematica determinista y a las tecnicas estadisticas) al problema de formacion de una cartera de titulos de renta variable, es decir, incierta.  la solucion del problema pasa por la comprobacion previa de si con la formacion de una cartera de titulos cuya rentabilidad incierta se expresa a traves de un numero borroso, puede reducirse el riesgo asociado a la misma por debajo del de los titulos tomado individualmente. En el desarrollo del trabajo se comprueba que, bajo ciertas condiciones, si que es posible.  en consecuencia se propone una metodolog\u00eda para la construccion de la frontera eficiente en un entorno incierto, la cual a diferencia del caso clasico, resulta ser propia, individual, es decir, subjetiva, lo que permite determinar la alternativa optima de inversion de cada decisor a partir de su frontera eficiente. Adicionalmente, se propone una metodolog\u00eda para la construccion de una funcion de utilidad en la incertidumbre.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Modelizacion del problema de carteras en un contexto de incertidumbre<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Modelizacion del problema de carteras en un contexto de incertidumbre <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Lorenzana De La Varga Tomas <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Rovira i virgili<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 13\/03\/2000<\/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>Antonio Terce\u00f1o Gomez<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: jaume Gil acuja <\/li>\n<li>lorenzo Fernandez fernandez (vocal)<\/li>\n<li> Dolda\u00c2\u00bfn tie felix r. (vocal)<\/li>\n<li>Jos\u00e9 b. Saez Madrid (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Lorenzana De La Varga Tomas La tesis doctoral pretende aplicar un instrumental alternativo al clasico (matematica borrosa [&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":[82,1698,1302,18759],"tags":[20424,177341,177339,1134,162943,177340],"class_list":["post-83759","post","type-post","status-publish","format-standard","hentry","category-ciencias-economicas","category-gestion-financiera","category-organizacion-y-gestion-de-empresas","category-rovira-i-virgili","tag-antonio-terceno-gomez","tag-doldaan-tie-felix-r","tag-jaume-gil-acuja","tag-jose-b-saez-madrid","tag-lorenzana-de-la-varga-tomas","tag-lorenzo-fernandez-fernandez"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/83759","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=83759"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/83759\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=83759"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=83759"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=83759"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}