Examinando por Materia "Autoregressive"

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    Ítem
    Optimización de portafolio a través de métodos de estimación
    (2019) Vélez Pérez, Carolina; González Zuluaga, Felipe; Gitan Riaño, Sandra Constanza
    Investors faced with different portfolio options all the time. What leads the investor to choose one? This document presents some estimation measures that allow the investor to make an optimal decision. Measures such as volatility, VaR, the risk level of the investor can be taken into account, as well as the information that the ratios such as the Sharpe and the Treynor can provide to the model to be applied, which will be the ARCH and GARCH to determine the optimal portfolio that generates the highest profitability with the least possible risk assumed. five American actions were analyzed and the comparison between the different methodologies was made. It was found that the models, methodologies and conceptualisations used to optimize portfolios according to their risk profile were implemented, in the strategic sense, and aligned with current financial market situations. Consequently, it is important to transform traditional savings into an investment strategy in which, through the diversification of financial assets, maximization of returns is achieved.