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Indicadores Comparativos y el Desempeño de los Fondos Mutuos

Author

Listed:
  • Alejandro Vargas Sánchez

    (Universidad Privada Boliviana)

  • José Torrico Salamanca

    (Universidad Privada Boliviana)

Abstract

En el presente documento se presenta un análisis empírico del desempeño de los fondos mutuos desde la perspectiva de sus indicadores comparativos. A través de la estimación del rendimiento activo, el error de seguimiento y el ratio de información, con datos mensuales de 30 fondos para el periodo 2014 – 2018, se pudo identificar los fondos que lograron superar sus tasas de referencia, reflejando una gestión más eficiente de sus activos. Los resultados generales demuestran que en Bolivia la administración de portafolios se caracteriza por tener un enfoque pasivo.

Suggested Citation

  • Alejandro Vargas Sánchez & José Torrico Salamanca, 2019. "Indicadores Comparativos y el Desempeño de los Fondos Mutuos," Investigación & Desarrollo 0219, Universidad Privada Boliviana, revised Nov 2019.
    • Handle: RePEc:iad:wpaper:0219
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    File URL: http://www.upb.edu/RePEc/iad/wpaper/0219.pdf
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    More about this item

    Keywords

    Indicadores Comparativos; Fondos de Inversión; Ratio de Información; Error de Seguimiento; Desempeño.;
    All these keywords.

    JEL classification:

    • B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies

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