Value investing. Aplicación a fondos de inversión

  1. Juan Manuel Iglesias García 1
  2. Luis Otero González 1
  3. Pablo Durán Santomil 1
  1. 1 Universidade de Santiago de Compostela
    info

    Universidade de Santiago de Compostela

    Santiago de Compostela, España

    ROR https://ror.org/030eybx10

Book:
XXX Jornadas Luso-Espanholas de Gestão Científica: cooperação transfronteiriça. Desenvolvimento e coesão territorial. Livro de resumos
  1. PaulaOdete Fernandes

Publisher: Instituto Politécnico de Bragança

ISBN: 978-972-745-273-6

Year of publication: 2020

Pages: 212

Congress: Jornadas Hispanolusas de Gestión Científica (30. 2020. Bragança)

Type: Conference paper

Abstract

This work is oriented to the study of what is traditionally known as value investing. We have done an empirical study of what the application of this technique, with different variants or nuances, implies to the large capitalization investment funds of the euro zone. This allows us to analyze the assimilation of the different investment strategies in value to investment funds, and see which strategies are the most profitable. Since the strategies are defined by determining parameters, or ratios, the next step in this study has been to analyze the sensitivity of profitability to the effect of the selection of funds based on some ratios or others, or based on the possible combination of several of them.