{"title":"玻利维亚投资基金业绩(2012-2016)","authors":"Alejandro Vargas Sánchez","doi":"10.15517/rce.v36i1.33851","DOIUrl":null,"url":null,"abstract":"One of the central issues in the portfolio management process, is the task of evaluating the return and risk of an investment. This paper presents for the first time a measurement of the performance achieved by the Mutual Funds in Bolivia. The research uses public information obtained from the Supervision Authority of the Financial System for the period 2012 to 2016. The chosen method is based on the application of performance indicators and the econometric estimation of the market model, in this way the Mutual Funds are plotted according to their equilibrium level stated by the Securities Market Line. Based on the results, it was possible to identify the Mutual Funds that accomplish the best performance.","PeriodicalId":30863,"journal":{"name":"Revista de Ciencias Economicas","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2018-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"El desempeño de los fondos de inversión en Bolivia (2012-2016)\",\"authors\":\"Alejandro Vargas Sánchez\",\"doi\":\"10.15517/rce.v36i1.33851\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"One of the central issues in the portfolio management process, is the task of evaluating the return and risk of an investment. This paper presents for the first time a measurement of the performance achieved by the Mutual Funds in Bolivia. The research uses public information obtained from the Supervision Authority of the Financial System for the period 2012 to 2016. The chosen method is based on the application of performance indicators and the econometric estimation of the market model, in this way the Mutual Funds are plotted according to their equilibrium level stated by the Securities Market Line. Based on the results, it was possible to identify the Mutual Funds that accomplish the best performance.\",\"PeriodicalId\":30863,\"journal\":{\"name\":\"Revista de Ciencias Economicas\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-06-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Revista de Ciencias Economicas\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15517/rce.v36i1.33851\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Revista de Ciencias Economicas","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15517/rce.v36i1.33851","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
El desempeño de los fondos de inversión en Bolivia (2012-2016)
One of the central issues in the portfolio management process, is the task of evaluating the return and risk of an investment. This paper presents for the first time a measurement of the performance achieved by the Mutual Funds in Bolivia. The research uses public information obtained from the Supervision Authority of the Financial System for the period 2012 to 2016. The chosen method is based on the application of performance indicators and the econometric estimation of the market model, in this way the Mutual Funds are plotted according to their equilibrium level stated by the Securities Market Line. Based on the results, it was possible to identify the Mutual Funds that accomplish the best performance.
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