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La Capacidad de Inversión en el Mercado Alternativo Internacional: ¿Existen Inversiones Seguras?

Author

Listed:
  • Miguel Prado Román

    (Universidad Rey Juan Carlos)

  • Raúl Gómez Martínez

    (Universidad Rey Juan Carlos)

  • Miguel Angel Sánchez de Lara

    (Universidad Rey Juan Carlos)

Abstract

En un marco económico inestable, los inversores no consideran a las inversiones alternativas como un refugio donde colocar sus capitales debido a su desconocimiento de estas. Por ello, el objetivo del presente trabajo es determinar la gran relevancia de las inversiones alternativas y los factores que influyen en su comportamiento futuro. Formularemos un modelo de red neuronal mediante el cual determinaremos que variables que afectan al comportamiento de las inversiones alternativas, determinando que las cinco variables utilizadas son capaces de explicar alrededor del 90% del comportamiento futuro de las inversiones alternativas. A través de este modelo el inversor puede identificar los períodos en los cuáles será más rentable invertir en productos alternativos y cuando deberá proceder a ejecutarlos, y poder formar carteras de inversión más eficientes. Como limitaciones destaca que el estudio solo abarca monedas españolas. Por ello, en el futuro ampliaremos el estudio a las monedas europeas y mundiales.

Suggested Citation

  • Miguel Prado Román & Raúl Gómez Martínez & Miguel Angel Sánchez de Lara, 2018. "La Capacidad de Inversión en el Mercado Alternativo Internacional: ¿Existen Inversiones Seguras?," Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 3(2), pages 3-24, August.
    • Handle: RePEc:snh:journl:v:3:y:2018:i:2:p:3-24
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    References listed on IDEAS

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