Examinando por Materia "Mercado de acciones en Colombia"
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Ítem ¿Existen ganancias por la cobertura de riesgo cambiario en un portafolio de acciones global, desde la perspectiva de un inversionista colombiano?(Universidad EAFIT, 2008) Jaramillo Ospina, Catalina María; Montoya Madrigal, Lina María; Maya Ochoa, Cecilia InésThe power of diversification is widely used by investors. In recent years, Colombian investors have moved to offshore markets in order to attain more diversification than what is available in the local market. However, this practice carries an additional risk: the exchange rate risk.Ítem El impacto de anuncio de eventos en el mercado accionario colombiano(Universidad EAFIT, 2009-07-31) Velásquez Trujillo, Gloria Cecilia; Cárcamo Cárcamo, UlisesThis paper studies the possible impact of various types of event announcements on the Colombian stock market, and contributes to the understanding of this emerging market. Announcements of mergers, acquisitions, issuance of shares and the increase of dividends are analyzed to investigate whether these events affect the returns of stock prices. Data from the 2003-2008 period is analyzed with the aid of the Event Study Methodology in its original version, as well as with subsequent developments that propose adjustments when assumptions are not met. The study found that the impact of announcements is similar to what is expected and observed in other markets. In the event of exceptions, the results of the 2006-2008 subperiod tend to what is observed in well developed markets.Ítem Predicción del comportamiento diario de la acción de SURAMINV : redes neuronales y modelos econométricos(Universidad EAFIT, 2009) Arrieta Bechara, Jaime Enrique; Torres Cruz, Juan Camilo; Velásquez Ceballos, ErmilsonThe current study shows evidence that using statistical, econometric and artificial intelligence models it is possible to predict the daily stock price fluctuations of SURAMINV, in contrast with the weak form of efficient-market hypothesis. This study goes beyond similar ones in that besides achieving a good in sample forecast, it also aims at evaluating out of sample results. Additionally it controls the possibility of data snooping and therefore evaluates the true potential of taking advantage of the results. Furthermore, the forecasts obtained are used to analyze through negotiation systems the possibility of gaining extraordinary returns with regard to the Buy & Hold strategy.Ítem Validación empírica del modelo CAPM para Colombia 2003-2010(Universidad EAFIT, 2010) Serna Rodríguez, Maribel; Ramírez Hassan, Andrés