IDEAS home Printed from
MyIDEAS: Login to save this paper or follow this series

Estrategias de gestión de carteras, Evaluación de performance, Fondos de inversión de renta fija

  • Silvia Bou


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

Este trabajo tiene como objetivo estudiar el impacto de las estrategias activas de gestión en la performance de los fondos de inversión de renta fija y se realiza en tres fases, en primer lugar, a partir de la información homogénea disponible para cualquier partícipe se elabora un perfil de riesgo de los fondos a partir de los tipos de riesgo asociados a la renta fija. En segundo lugar, se propone una medida de performance que permite la comparación entre fondos, a dos niveles: por un lado, tomando como benchmark una cartera puramente pasiva y por otro lado, adecuando el benchmark al vencimiento de la cartera. En tercer lugar se realiza un contraste con el fin de determinar el impacto en la performance de los fondos estudiados de los indicadores de actividad de la estrategia asociados al perfil de riesgo del fondo.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
File Function: First version, 2007
Download Restriction: no

Paper provided by Department of Business Economics, Universitat Autonoma de Barcelona in its series Working Paper with number 200704.

in new window

Date of creation: Sep 2007
Date of revision:
Handle: RePEc:bbe:wpaper:200704
Contact details of provider: Postal:
08193 Bellaterra (Cerdanyola del Vallès)

Phone: 34 93 581 1209
Fax: 34 93 581 2555
Web page:

More information through EDIRC

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:bbe:wpaper:200704. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Armando Lloro Ayuso)

The email address of this maintainer does not seem to be valid anymore. Please ask Armando Lloro Ayuso to update the entry or send us the correct email address

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.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with 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 profile, as there may be some citations waiting for confirmation.

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

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.