{"id":86272,"date":"2000-08-09T00:00:00","date_gmt":"2000-08-09T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/tres-ensayos-de-economa%c2%ada-financiera\/"},"modified":"2000-08-09T00:00:00","modified_gmt":"2000-08-09T00:00:00","slug":"tres-ensayos-de-economa%c2%ada-financiera","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/tres-ensayos-de-economa%c2%ada-financiera\/","title":{"rendered":"Tres ensayos de econom\u00edafinanciera"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Jos\u00e9 Javier Gil Bazo <\/strong><\/h2>\n<p>La tesis recoge tres ensayos en el \u00e1rea de conocimiento de la econom\u00eda financiera.En el primer ensayo se plantea un modelo en el que un inversor delega en un gestor la toma de decisiones relativas a su cartera de activos. el modelo permite analizar de forma te\u00f3rica el efecto de la imposici\u00f3n de restricciones de contrato sobre el problema del inversor. Los resultados demuestran que bajo la restricci\u00f3n de no negatividad de lso coeficientes de la funci\u00f3n de compensaci\u00f3n, el inversor escoge una comisi\u00f3n por gesti\u00f3n ineficiente c\u00f3nvoca en la precisi\u00f3n de la informaci\u00f3n del gestor.  en el segundo ensayo se propone y se implementa un modelo no param\u00e9trico de contraste sobre el n\u00famero de variables de estado que deben incluirse en un modelo en tiempo continuo de estructura temporal de tipos de inter\u00e9s. los resultados son favorables a la presencia de al menos dos factores estoc\u00e1sticos.  el tercer ensayo estudia por primera vez de forma te\u00f3rica y emp\u00edrica el efecto del horizonte de inversi\u00f3n sobre la demanda \u00f3ptima de deuda p\u00fablica cuando los rendimientos son predecibles. Lso resultados indican que los valores iniciales de las variables predictivas determinan no s\u00f3lo el valor de la demanda \u00f3ptima de renta fija sino tambi\u00e9n el sentido de su evoluci\u00f3n con el horizonte de inversi\u00f3n.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Tres ensayos de econom\u00edafinanciera<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Tres ensayos de econom\u00edafinanciera <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Jos\u00e9 Javier Gil Bazo <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pa\u00eds vasco\/euskal herriko unibertsitatea<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 08\/09\/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>Gonzalo Rubio Irigoyen<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: rafael Repullo labrador <\/li>\n<li>k. Musto david (vocal)<\/li>\n<li>Juan  ignacio Pe\u00f1a s\u00e1nchez de rivera (vocal)<\/li>\n<li> Mar\u00edn vigueras Jos\u00e9 Mar\u00eda (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Jos\u00e9 Javier Gil Bazo La tesis recoge tres ensayos en el \u00e1rea de conocimiento de la econom\u00eda [&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":[82,963,12909,4677],"tags":[19352,181191,37278,181192,133453,18573],"class_list":["post-86272","post","type-post","status-publish","format-standard","hentry","category-ciencias-economicas","category-economia-sectorial","category-pais-vasco-euskal-herriko-unibertsitatea","category-sector-de-finanzas-y-seguros","tag-gonzalo-rubio-irigoyen","tag-jose-javier-gil-bazo","tag-juan-ignacio-pena-sanchez-de-rivera","tag-k-musto-david","tag-marin-vigueras-jose-maria","tag-rafael-repullo-labrador"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/86272","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=86272"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/86272\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=86272"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=86272"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=86272"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}