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El riesgo y las estrategias en la evaluación de los fondos de inversión de renta variable

Author

Listed:
  • Sílvia Bou

    (Departament d’Economia de l’Empresa Universitat Autònoma 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 total de la cartera (?p). 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

  • Sílvia Bou, 2006. "El riesgo y las estrategias en la evaluación de los fondos de inversión de renta variable," Working Papers 0603, Departament Empresa, Universitat Autònoma de Barcelona, revised May 2006.
    • Handle: RePEc:bbe:wpaper:0603
    as

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