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ANALYSIS AND PORTFOLIO MANAGEMENT METHODOLOGIES POSIBILÍSTICA. APPLICATION TO INVESTMENT FUNDS MOVABLE SPANIARDS.Author: ANTOMIL IBIAS JOSÉ. Year: 2004. University: OVIEDO [ www.uniovi.es]. Place of defense: FACULTAD DE CIENCIAS ECONÓMICAS Y EMPRESARIALES. Summary: The overall objective of this report is to propose flexible models capable of incorporating expert knowledge and preferences imprecise for decision-making within the range of portfolios. This objective has resulted in two sub-goals: first, to obtain a generalization of the model parameters with Sharpe fuzzy, "Model Sharpe with Betas Expert", which require the construction of the Betas from statistical data and expert verifying good properties both in terms of quality of information as to their treatment and the other generation of programming models based on the minimization Multicriteria away with fuzzy parameters. The selection of optimal portfolios, it is clearly a problem and it Multicriteria goals that expresses a inversor-rentabilidad, risk, liquidity, among otros-suelen be expressed in qualitative terms, lingüsticos, inaccurate. So is a good scope of optimization techniques Multicriteria Difusa. The extension of the Model Shaarpe has been carried out considering the beta of each title as a model diffuse trapezoidal incorporating data provided by the expert and any statistical estimation. The construction of Beta diffuse depend on the relationship between the values offered by the analyst and Beta Vasicek-que we chose the statistical estimation of better behavior, and the expectations about the market situation. It has designed an algorithm for constructing the beta of an asset to the various market scenarios: bearish, bullish and stationary. We present three models of programming Targets Lexicográficas for selecting portfolios with fuzzy parameters corresponding to three modeling approaches depending on the scenarios that look and two Programming Commitment using metric L1 and L *. Finally, in order to validate the proposed models have been applied to the selection of a portfolio consisting of investment funds classified by the Spanish National Securities Market as income variables.
ANALYSIS OF SALES PROMOTIONS IN THE FIELD OF DAILY NEWSPAPERS IN GALICIA: EFFECTS ON THE SPREAD.Author: Juanatey Boga Oscar. Year: 2005. University: A CORUÑA [ www.udc.es]. Place of defense: Facultad de Ciencias Económicas y Empresariales. Place of preparation: Facultad de Ciencias Empresariales. Summary: Empirical Study on the effects of different types of sales promotions used in the daily newspaper every day of the autonomous region of Galicia in the variable distribution of newspapers and sales of headers. ESSAYS ON INVESTMENT AND BUSINESS CYCLESAuthor: LLCHEV KOLEV ATANAS. Year: 2005. University: AUTÓNOMA DE BARCELONA [ www.uab.es]. Place of defense: IDEA, DEPARTAMENT D'ECONOMIA I D'HISTORIA ECONÒMICA. Place of preparation: IDEA. AN EMPIRICAL ANALYSIS OF THE DETERMINANTS OF PHILATELIC REVALUATION: THE PARTICULAR CASE OF PHILATELY EUROPE.Author: TORRES PRUÑONOSA JOSÉ. Year: 2006. University: EXTREMADURA [ www.unex.es]. Place of defense: FACULTAD DE ESTUDIOS EMPRESARIALES Y TURISMO. Place of preparation: FACULTAD DE CIENCIAS EMPRESARIALES Y TURISMO. Summary: The primary aim of the thesis is to develop a methodology that will allow future researchers can conduct empirical analysis in the philatelic market. Therefore, mindful of this, has designed a model that enables the development of databases, through the exploitation of which could be empirically analyzed philately as an object of investment. In addition, this model is implemented in methodological research itself. On the other hand, the second objective of the research is to empirically analyze what are the factors that determine the revaluation of philately. It has conducted an empirical analysis that focuses in the first instance on philately belonging to the principality of Monaco. In this first phase, discusses three of the four possible determinants include: Shortage, Quality and Acceptance. On the other hand, through the Series Europe, because it includes stamps from almost all the countries and territories issuers Philatelic Europeans, it shows if the Guarantee Issuance is, and to what extent, a crucial factor in the revaluation philatelic.
MEASURES OF PERFORMANCE FOR PORTFOLIOS OF MUTUAL FUNDS.Author: BOU YSÀS SILVIA. Year: 2006. University: AUTÓNOMA DE BARCELONA [ www.uab.es]. Place of defense: FAC. DE CIÈNCIES ECONÃ’MIQUES I EMPRESARIALS. Place of preparation: FACULTAT DE CIÈNCIES ECONÃ’MIQUES I EMPRESARIALS. Summary: Doctoral Tesos This is a specific study of the behavior of mutual funds in equities, funds guaranteed and fixed income funds under the Spanish market investment fund. From this particularized study identifies specific characteristics of each type, applied to the development of measures of performance appropriate for each grade level tested. The formulation of these measures for evaluating the performance arises from the contrast between active and passive strategy through the comparison between the results of the fund and to evaluate the results of a theoretical portfolio of reference and therefore passive . The measures of performance derived suit the particular idioscincrasia of each type of fund and are, therefore, contribute to better decision making investment of the members and also for fund managers. |
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