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

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Author Info
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

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File URL: http://selene.uab.es/dep-economia-empresa/documents/06-3.pdf
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Paper provided by Department of Business Economics, Universitat Autonoma de Barcelona in its series Working Papers with number 200603.

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Date of creation: May 2006
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Handle: RePEc:bbe:wpaper:200603

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