Examinando por Materia "CAPM"
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Ítem Aplicabilidad del Modelo Fama-French en el Mercado MILA(Universidad EAFIT, 2021) Trujillo Gómez, Juan Diego; Vélez Morales, Philip; Botero, Juan CarlosMILA is the Latin American Integrated Market for securities created in 2009 originally by Perú, Chile and Colombia to which Mexico joined in 2014. Due to its importance, it is necessary to have models that allow a more efficient estimation of the return on assets and generate greater assertiveness in investment decision-making by portfolio managers. This paper presents generalities of both, the MILA market and the submarkets that compose it, and seeks, in the first place, to determine the applicability of the Fama-French model in said market; and secondly, it seeks to generate possible portfolios in the MILA market that, following the criteria on risk factors described by Fama and French, have shown through history a better performance than that of a benchmark portfolio.Ítem Cálculo de tasa de descuento para evaluar los proyectos de inversión de la Caja de Compensación Comfamiliar Risaralda(Universidad EAFIT, 2023) Gómez Santa, John Jairo; Peña Higuavita, Germán AdolfoÍtem Proceso de ASC - CALCULO DE LA PRIMA DE RIESGO EN EL CASO COLOMBIANO: UN ENFOQUE PRACTICO(Universidad EAFIT, 2020) Cortés, Lina M; Galeano, Juan; Brand, Sebastián; Universidad EAFITThe Market Risk Premium (MRPX) "is the incremental return that an investor demands from the stock market (from a diversified portfolio) above the required equity premium (Fernandez, 2009). The objective of this study is to explore methodologies and variables that allow calculating the risk premium in a practical way for the specific Colombian case.