{"id":87288,"date":"2000-10-11T00:00:00","date_gmt":"2000-10-11T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/modelos-multicriterio-para-la-seleccion-de-portafolios-en-la-bolsa-de-madrid\/"},"modified":"2000-10-11T00:00:00","modified_gmt":"2000-10-11T00:00:00","slug":"modelos-multicriterio-para-la-seleccion-de-portafolios-en-la-bolsa-de-madrid","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/modelos-multicriterio-para-la-seleccion-de-portafolios-en-la-bolsa-de-madrid\/","title":{"rendered":"Modelos multicriterio para la selecci\u00f3n de portafolios en la bolsa de Madrid."},"content":{"rendered":"<h2>Tesis doctoral de <strong> David Pla Santamaria <\/strong><\/h2>\n<p>En este trabajo se aplican modernas tecnicas multicriterio para la selecci\u00f3n de carteras, partiendo de informaci\u00f3n emp\u00edrica muy amplia proveniente de la bolsa de Madrid. En efecto, el n\u00famero de titulos-valores considerados asciende a 104 durante un reciente periodo de cinco a\u00f1os, habi\u00e9ndose recogido rendimientos por plusval\u00edas, dividendos y ampliaciones de capital con periodicidad mensual a lo largo del periodo hist\u00f3rico. Bas\u00e1ndose en este material estad\u00edstico, se han obtenido doce fronteras eficientes diversificadas, analizando sus peculiaridades. Estas fronteras se han dise\u00f1ado de tal modo que cumplen en ellas las restricciones legales en cuanto a diversificaci\u00f3n. Para seleccionar las carteras \u00f3ptimas, se recurre a t\u00e9cnicas de bounding que se fundamentan en teoremas recientemente aparecidos en la literatura. Los objetivos del inversor son relevantes para optimizar los portafolios, teniendo en cuenta los coeficientes de aversi\u00f3n al riesgo, y m\u00e1s en general, las rms entre rentabilidad y seguridad, de acuerdo con las preferencias inversoras. Los teoremas indicados permiten conseguir aproximaciones al \u00f3ptimo cuando se carece de informaci\u00f3n completa sobre la funci\u00f3n de utilidad. Este caso resulta especialmente importante, dadas las dificultades para especificar formas y par\u00e1metros de utilidad con respecto a fondos de inversi\u00f3n y otros inversores colectivos. Sin embargo, la fisonom\u00eda correspondiente al fondo de inversi\u00f3n y sus perfiles gestores dan lugar en la tesis a distintas alternativas de cartera, en casos tan diversos como las estrategias activas y la pol\u00edtica buy &amp; hold.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Modelos multicriterio para la selecci\u00f3n de portafolios en la bolsa de Madrid.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Modelos multicriterio para la selecci\u00f3n de portafolios en la bolsa de Madrid. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 David Pla Santamaria <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Polit\u00e9cnica de Valencia<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 10\/11\/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 Ballestero Pareja<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: vicente Caballer mellado <\/li>\n<li>ismael Moya clemente (vocal)<\/li>\n<li>baldomero Segura garcia del rio (vocal)<\/li>\n<li>Francisco Ju\u00e1rez rubio (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de David Pla Santamaria En este trabajo se aplican modernas tecnicas multicriterio para la selecci\u00f3n de carteras, partiendo [&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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