Descomposición del retorno de una cartera de renta fija argentina (performance attribution)
- Autores
- Tavani, Javier
- Año de publicación
- 2019
- Idioma
- español castellano
- Tipo de recurso
- tesis de maestría
- Estado
- versión corregida
- Colaborador/a o director/a de tesis
- Loizaga, Alejandro
- Descripción
- Fil: Tavani, Javier. Universidad de San Andrés. Escuela de Negocios; Argentina.
The purpose of this document is to develop the concept of performance attribution, a profitability analysis discipline for investment portfolios that seeks to decompose the total return of a portfolio among the factors that gave rise to it. The background, the general characteristics of the discipline and the main existing models for equity and fixed income portfolios will be reviewed. In addition, the technique will be applied to a real portfolio of Argentine sovereign, sub-sovereign and corporate bonds denominated in dollars, following Campisi’s (2011) framework. - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- https://creativecommons.org/licenses/by-nc-nd/4.0/
- Repositorio
.jpg)
- Institución
- Universidad de San Andrés
- OAI Identificador
- oai:repositorio.udesa.edu.ar:10908/17219
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Descomposición del retorno de una cartera de renta fija argentina (performance attribution)Tavani, JavierFil: Tavani, Javier. Universidad de San Andrés. Escuela de Negocios; Argentina.The purpose of this document is to develop the concept of performance attribution, a profitability analysis discipline for investment portfolios that seeks to decompose the total return of a portfolio among the factors that gave rise to it. The background, the general characteristics of the discipline and the main existing models for equity and fixed income portfolios will be reviewed. In addition, the technique will be applied to a real portfolio of Argentine sovereign, sub-sovereign and corporate bonds denominated in dollars, following Campisi’s (2011) framework.Universidad de San Andrés. Escuela de NegociosLoizaga, Alejandro2020-04-08T16:00:41Z2020-04-08T16:00:41Z2019-07Tesisinfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/updatedVersionhttp://purl.org/coar/resource_type/c_bdccinfo:ar-repo/semantics/tesisDeMaestriaapplication/pdfapplication/pdfTavani, J. (2019). Descomposición del retorno de una cartera de renta fija argentina (performance attribution). [Tesis de maestría, Universidad de San Andrés. Escuela de Negocios]. Repositorio Digital San Andrés. http://hdl.handle.net/10908/17219http://hdl.handle.net/10908/17219spainfo:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-nd/4.0/reponame:Repositorio Digital San Andrés (UdeSa)instname:Universidad de San Andrés2025-09-04T11:15:13Zoai:repositorio.udesa.edu.ar:10908/17219instacron:Universidad de San AndrésInstitucionalhttp://repositorio.udesa.edu.ar/jspui/Universidad privadaNo correspondehttp://repositorio.udesa.edu.ar/oai/requestmsanroman@udesa.edu.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:23632025-09-04 11:15:13.928Repositorio Digital San Andrés (UdeSa) - Universidad de San Andrésfalse |
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Descomposición del retorno de una cartera de renta fija argentina (performance attribution) |
| title |
Descomposición del retorno de una cartera de renta fija argentina (performance attribution) |
| spellingShingle |
Descomposición del retorno de una cartera de renta fija argentina (performance attribution) Tavani, Javier |
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Descomposición del retorno de una cartera de renta fija argentina (performance attribution) |
| title_full |
Descomposición del retorno de una cartera de renta fija argentina (performance attribution) |
| title_fullStr |
Descomposición del retorno de una cartera de renta fija argentina (performance attribution) |
| title_full_unstemmed |
Descomposición del retorno de una cartera de renta fija argentina (performance attribution) |
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Descomposición del retorno de una cartera de renta fija argentina (performance attribution) |
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Tavani, Javier |
| author |
Tavani, Javier |
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Tavani, Javier |
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author |
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Loizaga, Alejandro |
| dc.description.none.fl_txt_mv |
Fil: Tavani, Javier. Universidad de San Andrés. Escuela de Negocios; Argentina. The purpose of this document is to develop the concept of performance attribution, a profitability analysis discipline for investment portfolios that seeks to decompose the total return of a portfolio among the factors that gave rise to it. The background, the general characteristics of the discipline and the main existing models for equity and fixed income portfolios will be reviewed. In addition, the technique will be applied to a real portfolio of Argentine sovereign, sub-sovereign and corporate bonds denominated in dollars, following Campisi’s (2011) framework. |
| description |
Fil: Tavani, Javier. Universidad de San Andrés. Escuela de Negocios; Argentina. |
| publishDate |
2019 |
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2019-07 2020-04-08T16:00:41Z 2020-04-08T16:00:41Z |
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Tesis info:eu-repo/semantics/masterThesis info:eu-repo/semantics/updatedVersion http://purl.org/coar/resource_type/c_bdcc info:ar-repo/semantics/tesisDeMaestria |
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Tavani, J. (2019). Descomposición del retorno de una cartera de renta fija argentina (performance attribution). [Tesis de maestría, Universidad de San Andrés. Escuela de Negocios]. Repositorio Digital San Andrés. http://hdl.handle.net/10908/17219 http://hdl.handle.net/10908/17219 |
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Tavani, J. (2019). Descomposición del retorno de una cartera de renta fija argentina (performance attribution). [Tesis de maestría, Universidad de San Andrés. Escuela de Negocios]. Repositorio Digital San Andrés. http://hdl.handle.net/10908/17219 |
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