IDEAS home Printed from https://ideas.repec.org/p/bbe/wpaper/200603.html
   My bibliography  Save this paper

El riesgo y las estrategias en la evaluacion de los fondos de inversion de renta variable

Author

Listed:
  • Silvia Bou

    (Departament d'Economia de l'Empresa, Universitat Autonoma de Barcelona)

Abstract

El objetivo de este trabajo consiste en proponer una medida de performance adecuada para los fondos de inversión de renta variable. Las características específicas de este tipo de carteras inducen a tomar un enfoque basado en la L.M.C., por lo que se escoge como medida de riesgo el riesgo total de la cartera (). Se introducen las estrategias pasivas y activas en el análisis, con lo que se consigue desarrollar una medida de performance que, además de medir la rentabilidad por gestión efectiva, la pondera en función del grado de actividad asumido por la cartera a evaluar

Suggested Citation

  • Silvia Bou, 2006. "El riesgo y las estrategias en la evaluacion de los fondos de inversion de renta variable," Working Papers 200603, Departament Empresa, Universitat Autònoma de Barcelona.
    • Handle: RePEc:bbe:wpaper:200603
    as

    Download full text from publisher

    File URL: http://selene.uab.es/dep-economia-empresa/documents/06-3.pdf
    File Function: First version, 2006
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bbe:wpaper:200603. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Departament Empresa (email available below). General contact details of provider: http://158.109.224.4/webeco/plaes/RePEc/bbe/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.