{"id":85830,"date":"2000-11-07T00:00:00","date_gmt":"2000-11-07T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/analisis-estocastico-de-los-procesos-de-inversion\/"},"modified":"2000-11-07T00:00:00","modified_gmt":"2000-11-07T00:00:00","slug":"analisis-estocastico-de-los-procesos-de-inversion","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/analisis-estocastico-de-los-procesos-de-inversion\/","title":{"rendered":"Analisis estocastico de los procesos de inversion"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Susana Carabias Lopez <\/strong><\/h2>\n<p>La tesis plantea un modelo teorico dinamico para la valoracion de inversion real por argumentos de ausencia de oportunidades de arbitraje. Est\u00e1 basado en los modelos de valoraci\u00f3n de opciones financieras, es coherente con el teorema de separaci\u00f3n de fis her, compatible con planteamientos de equilibrio y permite la valoracion de opciones reales.  la aportacion fundamental es un teorema para el caso de mercados incompletos, cuando no es posible la \u00abreplicacion\u00bb.  el modelo se desarrolla en tiempo discreto, con espacio de estados de la naturaleza finito, tipos de interes deterministas y sin incorporar decisiones de consumo, aunque se consideran las posibles extensiones que surgen al relajar estas hipotesis.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Analisis estocastico de los procesos de inversion<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Analisis estocastico de los procesos de inversion <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Susana Carabias Lopez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 11\/07\/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>Enrique Garc\u00eda P\u00e9rez<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal:  L\u00f3pez de la manzanara barbero Juan  manuel <\/li>\n<li>Andr\u00e9s De pablo lopez (vocal)<\/li>\n<li>Emilio Cerd\u00e1 tena (vocal)<\/li>\n<li>Mar\u00eda  josefa Peralta  astudillo (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Susana Carabias Lopez La tesis plantea un modelo teorico dinamico para la valoracion de inversion real por [&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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