Examinando por Materia "Benchmark"
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Ítem Análisis de inversiones sostenibles en Colombia(Universidad EAFIT, 2021) Marín Quiroga, Jorge Enrique; Howard Hernández, Rachel Catalina; Vergara Garavito, Judith CeciliaSocial responsibility and its close relationship with the economic and financial behavior of the multiple investments that are traded daily in the different markets, has been one of the concepts that are being included in the different analyzes for investor decision-making due to to the environmental, social and corporate governance approach (Responsible Investments). The so-called green bonds are attractive to investors, mainly due to the fulfillment of the UN's sustainable development objectives, which imply strengthening the responsible growth of their banks and improving their corporate image. Sustainable investments would imply more competitive interest rates in the market for investors. Colombia will improve its image before entities such as the IDB and IFC by demonstrating that it is managing sustainable projects and in this way it will attract the attention of foreign investors who buy responsible investments as a requirement of many funds worldwide. This study aims to analyze the behavior of sustainable investments versus traditional investments to inform the advantages they have and their profitable application.Ítem Aplicación del modelo Black-Litterman para la construcción de un portafolio de renta fija global, mediante la estructuración de un benchmark propio y estrategia de cobertura vía forwards(Universidad EAFIT, 2022) Mc Master Molina, Carl Vincet; Botero Ramírez, Juan CarlosThe access to different investment assets, the search for diversification, and the application of measures as for quantification and hedging risk are relevant factors for building and managing international investment portfolios. Therefore, the objective of the present paper aims to the application of Black-Litterman portfolio model on building a global fixed income portfolio, which is made up of high yield and investment grade ETFs, as well as developed countries government bonds. Furthermore, in order to increase hedging, diversification ratio, and to minimize risk, a benchmark, which is made up of both global fixed income indices and assets from the same category will be built. Finally, a hedging strategy will be proposed through forwards in order to minimize the inherent risk due to currency depreciation.Ítem Aproximación a la construcción de un portafolio activo de deuda pública colombiana(Universidad EAFIT, 2017) Delgado Upegui, Juan Sebastián; Gaviria Benítez, Daniel Esteban; Colorado González, José AdolfoNowadays, the Colombian capital market offers different investment alternatives, such as fixed income, equities, derivatives and structured products -- Among fixed income instruments, local government bonds (TES B) play an important role within the market, due to its traded volumes and the participation of the main agents -- Considering the importance of the local sovereign debt, an active investment portfolio was constructed using TES by assessing its performance versus a benchmark portfolio -- The portfolio was built using historical data, defining fundamental, market variables and its relevance over the portfolio -- Finally, an optimization was done to find the optimum portfolioÍtem Colombian mutual funds that invest in stocks: Do they create value?(Universidad EAFIT, 2016-06-22) Monsalve, Juan David; Arango Toro, NicolasÍtem ¿Crean valor los Fondos de Inversión Colectiva colombianos enfocados en acciones?(Universidad EAFIT, 2016) Monsalve Arboleda, Juan David; Arango Toro, Nicolás; Agudelo Rueda, Diego AlonsoIn this research we evaluate the performance of 73 Colombian stock mutual funds from 2005 to 2015 -- To quantify the value added by these funds compared to their respective benchmarks, Jensen’s alpha is calculated using two regression methodologies: Ordinary Least Squares (OLS) and Quantile Regression -- We also analyze whether these funds show any evidence of market timing -- We recommend the creation of a private firm in Colombia that would provide investors with accurate information about the features and historical performance of Colombian mutual funds, as Morningstar Inc. does in the USA -- This would enable investors to choose the best fund options andmake the mutural fund market more efficient and appealing to new potential investorsÍtem Estructuración y gestión activa de portafolios de inversión de renta variable(Universidad EAFIT, 2024) Giraldo García, Carlos David; Bustamante Sánchez, Juan Camilo; Mejía Kambourova, DavidThe purpose of this research is to structure three investment portfolios in variable income assets from the United States market based on the active management methodology. To do this, initially the assets of the S&P 500 index were evaluated, of which ten were selected for each portfolio that met the capital allocation criteria, according to the definition of each strategy, and had a greater market capitalization. Next, a weight of 10% was assigned to each asset and backtesting of the profitability of the portfolios was carried out over horizons of five, ten and fifteen years, taking the S&P 500 as a benchmark. The strategies proposed were the following: Profitable growth (Portfolio 1), Risk-low debt ratio (Portfolio 2) and Cash generation (Portfolio 3). From the backtesting it was possible to establish that the three portfolios beat the benchmark index over the fifteen years, and select the winning strategy —Profitable Growth— based on financial indicators such as ROIC, WACC, ROE and revenue growth, which delivered a compound annual return (CAGR) of 32.5% over this period.Ítem Evaluación del desempeño de los Fondos Mutuos de Inversión en Colombia(Universidad EAFIT, 2017) Mazo Arango, Diana Carolina; Quiceno Mafla, Andrés DaríoEl presente artículo pretende evaluar la gestión de los Fondos Mutuos de Inversión en Colombia en el periodo 2010-2015 mediante la aplicación de los índices de Sharpe, Treynor y Jensen, así como la aplicación del Test de GARCH para estimar la volatilidad en series financieras con varianzas heterocedásticas con el fin de establecer si los administradores de los fondos son capaces de generar rendimientos por encima del activo libre de riesgo o del índice de mercado de referencia -- Como resultado de la aplicación de los resultados se encontró que en la mayoría de los casos los Fondos Mutuos de Inversión no son capaces de superar la rentabilidad de los benchmark de referencia empleados, aunque también se encontró evidencia suficiente para concluir que la tasa libre de riesgo empleada (TES julio 2020) y el COLCAP no son unos indicadores de referencia adecuados por las características propias de los Fondos Mutuos de InversiónÍtem Evaluar la viabilidad de penetrar en la categoría de repostería internacional en una tienda de experiencia, con base en una investigación de mercado efectuada en la ciudad de Pereira(Universidad EAFIT, 2017) Sánchez Betancurt, Juliana Andrea; Peláez Preciado, Harold; Serrano Rivero, Sergio AndrésEste estudio de mercado se llevó a cabo por medio de la etnografía participativa, como herramienta de investigación para el análisis de comportamientos, tendencias y decisiones de compra de un segmento de consumidores de postres en la ciudad de Pereira, a partir de la cual se obtuvo información contundente para obtener las conclusiones del presente trabajo de investigación -- El objetivo de la investigación era describir, desde el marketing etnográfico y sensorial, la experiencia de consumo en tiendas de repostería de la ciudad de Pereira, con el propósito de abrir espacio para un nuevo concepto, un negocio diferenciado, como lo es una tienda de experiencia en repostería -- Se trató de un estudio presencial, delimitado geográficamente a la ciudad, pero abierto en conceptos e ideas, con tendencias internacionales de consumo en postres de cuatro países: España, Estados Unidos, Francia, Venezuela, y de conceptos unificados de tres países orientales: Japón, India y China -- El desarrollo de la investigación comprendió tres etapas: 1) elaboración del proyecto de investigación y del modelo que se utilizaría, 2) investigación bibliográfica y analítica en investigación cualitativa y tendencias de consumo en repostería mundial y 3) trabajo de campo en investigación etnográfica, con sus resultados y conclusiones -- El objetivo era definir herramientas conceptuales que le sirvieran de guía a la investigación y el objeto de estudio -- El planteamiento del problema y el marco conceptual, seguidos del referente teórico y del metodológico, que le dan sustento a los conceptos base para aplicar el estudio etnográfico y que brindan las pautas para la experiencia en campo, la cual, a su vez, aporta el referente vivencial y brinda la información complementaria que permite concluir qué tan viable es generar consumo de postres internacionales en un entorno de mejor ambientación, variedad de productos y servicio en la ciudad de PereiraÍtem Los límites de inversión y asignación de capital determinados por la Ley 100 para el R.A.I.S. ¿contribuyen a la maximización de la mesada pensional del cotizante?(Universidad EAFIT, 2024) Hill Donadio, Martín; Colorado González, José AdolfoColombian legislation in Law 100 Decree 2955 of 2010 establishes the regulations under which Pension Fund Administrators (PFAs) must govern the investment of contributors' resources to the Individual Savings with Solidarity Regime (ISSR). This regime may or may not be optimal or efficient, considering that the challenge is to achieve the maximization of pension payments for contributors, closing the income gap between their active life and the pension period. Some contributors may not even attain a pension payment. In contributing to the expansion of pension coverage in the country, it is essential to ask: Is a law that is rigid regarding capital allocation, without flexibility to adapt to changing market conditions over time, appropriate?Ítem Medidas de desempeño para los portafolios de inversión del fondo de pensiones voluntarias Colseguros(Universidad EAFIT, 2022) Miranda Carranza, Cindy Nathalia; Rodríguez Delgado, Carlos Germán; Botero Ramírez, Juan CarlosÍtem ¿Ofrecen los criptoactivos beneficios de diversificación y eficiencia aplicando el modelo de Markowitz en un contexto de portafolios multiactivos?(Universidad EAFIT, 2022) González Díez, Luis Alejandro; Cardona Llano, Juan FelipeThe purpose of this research is to analyze whether crypto-assets offer diversification and efficiency benefits in terms of risk/return in multi-asset portfolios, with the incentive that so far no studies similar to the one proposed have been found. Statistical methods are used for this and, subsequently, based on Markowitz's modern portfolio theory, which allows the construction of an optimal portfolio given a level of risk, three portfolios with different risk profiles are constructed: conservative, moderate and high risk. Optimizations are performed with indices representing each asset class, namely: MSCI Colcap Index (Colcap), COLTES Index (CTES), Bloomberg Commodity Index (BCOM) y Bloomberg Galaxy Crypto Index (BGCI). Finally, the performance of the different optimized portfolios is analyzed against a benchmark that does not include crypto-assets.Ítem Plan de mercadeo para la marca Abocados de la empresa Freshcolombia(Universidad EAFIT, 2025) Vanegas Ferraro, Werner Andrés; Montoya Márquez, Verónica; Ruiz Velásquez, María AlejandraThis marketing plan is designed to consolidate the Abocados brand in the Colombian guacamole market, a high-growth sector driven by healthy eating trends and convenience. FreshColombia, the company behind Abocados, seeks to leverage its expertise in handling Hass avocado products to differentiate itself and gain local market share. This plan focuses on overcoming the challenges of brand recognition, strong competition and the lack of segment-specific information, by proposing strategies that allow Abocados to stand out for its quality, freshness and innovation. The environment analysis includes a detailed benchmarking of brands in the sector, identification of consumer trends and opportunities in the market. Based on these findings, key strategies are proposed to increase market penetration, strengthen customer loyalty and improve brand recognition. Tactics include the development of a strong digital presence, educational campaigns to highlight the benefits of guacamole and the expansion of distribution channels, both physical and digital. The plan also establishes performance indicators (KPIs) that will allow monitoring the effectiveness of the implemented actions and making strategic adjustments according to market responses. The goal is to consolidate Abocados as the preferred guacamole brand among Colombian consumers, offering a fresh, healthy product aligned with current trends in sustainability and conscious eating. With this strategy, Abocados has a roadmap to capture growth opportunities and generate long-term value.