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Efecto de fondos pasivos en el mercado de renta variable colombiano

dc.contributor.advisorPedraza, Álvaro
dc.contributor.authorGómez Rodríguez, Kelly Guiselle
dc.date.accessioned2019-05-27T21:56:16Z
dc.date.available2019-05-27T21:56:16Z
dc.date.issued2019-03-18
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dc.identifier.urihttp://hdl.handle.net/10818/35587
dc.description37 páginases_CO
dc.description.abstractEste documento examina la relación entre el precio de las acciones del mercado colombiano y el comportamiento de cada estilo de fondo de inversión extranjero. Las acciones del mercado muestran un comovimiento fundamental en flujos de inversión internacional, sin embargo, el beta y la correlación de mercado son afectados en una mayor relación por los volúmenes tranzados de cada estilo de fondo. Se consideran medidas de Momentum: Rezagado, Contemporáneo y Adelantado para cada uno, distinguiendo entre la hipótesis de la información y la formación de precios. La alta participación de fondos extranjeros pasivos en el Momentum Contemporáneo, generan mayor comovimiento en el precio de las acciones vs aquellas acciones que tienen una baja participación de este estilo de fondo.es_CO
dc.formatapplication/pdfes_CO
dc.language.isospaes_CO
dc.publisherUniversidad de La Sabanaes_CO
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.sourceUniversidad de La Sabana
dc.sourceIntellectum Repositorio Universidad de La Sabana
dc.subjectAdministración de activo-pasivoes_CO
dc.subjectControl de precioses_CO
dc.subjectAcciones (Bolsa)es_CO
dc.subjectConsorcioses_CO
dc.titleEfecto de fondos pasivos en el mercado de renta variable colombianoes_CO
dc.typemasterThesises_CO
dc.publisher.programMaestría en Gerencia de Inversiónes_CO
dc.publisher.departmentEscuela Internacional de Ciencias Económicas y Administrativases_CO
dc.identifier.local272228
dc.identifier.localTE10143
dc.type.hasVersionpublishedVersiones_CO
dc.rights.accessRightsopenAccesses_CO
dc.creator.degreeMagíster en Gerencia de Inversiónes_CO


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