Examinando por Materia "Portafolio"

Mostrando 1 - 8 de 8
  • No hay miniatura disponible
    Publicación
    Aproximacion a la teoria del VAR en un portafolio no cotizado en bolsa
    (Universidad EAFIT, 2023) Díaz Gómez, Diego Fernando; Rojas Ormaza, Brayan Ricardo
    This work seeks to apply the concepts of Value at Risk and the Sharpe Ratio criterion to a portfolio of shares that are not listed on stock exchanges, in order to find the usefulness of a valuation methodology based on the intrinsic value of the shares. The unusual characteristics of this type of investment are considered, as well as the methods used to align the financial theory that supposes that it operates under perfect markets. Likewise, adaptations and validations of the theory are made versus the reality of the data collected, finding factual explanations for the deviations of results. Finally, it is found how efficient market theories can be applied to closed markets with the proper validations and adaptations, being very useful to professionalize the management of these stock portfolios.
  • No hay miniatura disponible
    Publicación
    Diagnóstico y diseño de una PMO para una empresa de servicios públicos de acueducto, alcantarillado y aseo en una ciudad intermedia del país-Quibdó
    (Universidad EAFIT, 2023) Palacios Mosquera, Diana Mageidy; Díez Benjumea, Jhon Miguel
    The purpose of this proposal is to diagnose and design a PMO for a company that provides public utilities in the city of Quibdó - Colombia. The design of the PMO seeks to improve project management and improve the use of resources to ensure the provision of quality services to customers and / or users. The process began with a detailed analysis of the company's current situation, followed by the identification of the main problems and areas for improvement. The objectives of the PMO were then defined and the processes, policies and procedures necessary for its implementation were followed. Tools for project management were designed, such as the definition of roles and responsibilities and the implementation of a monitoring and control system. In addition, the need for the necessary human resources of the company is presented, in order to ensure the proper implementation and operation of the PMO. In conclusion, the implementation of a Project Management Office (PMO) will improve project management and optimize the use of business resources, which will result in a better service delivery to customers and an increase in the efficiency and profitability of the company.
  • No hay miniatura disponible
    Publicación
    Diseño de una PMO para una empresa del sector de las TICs
    (Universidad EAFIT, 2023) Gómez Gil, Juan Manuel; Trujillo Cerón, Carlos Eduardo; ctruji11@eafit.edu.co
    The purpose of this thesis is to explore the level of project management maturity within the organization, by gathering essential information to understand the priorities, needs, and available budget from the management team, all with the aim of facing identified challenges. This analysis will allow us to determine which Project Management Office (PMO) best fits the particularities and requirements of our organization. After identifying the ideal type of PMO, we will focus on defining the specific services that it will provide, always considering established priorities and seeking to optimize the use of the budget to generate the greatest positive impact on our company's project management. Finally, we will develop a detailed implementation plan for the PMO, which will guide the organization through the implementation process step-by-step, thus ensuring an improvement in project management performance and ultimately contributing to the achievement of our strategic and operational objectives as a team.
  • No hay miniatura disponible
    Publicación
    Diseño y análisis de una estrategia de inversión enfocada en momentum y aplicada en el mercado accionario colombiano
    (Universidad EAFIT, 2024) Uribe Restrepo, Andrés; Orozco Echeverry, César Augusto
    Investing in the stock market, or "the biggest game in town" as Burton G. Malkiel calls it in his book A Random Walk Down Wall Street, has been a topic of wide interest worldwide. From stay-at-home parents to pure mathematicians like Jim Simons (1938-2024) interact in a public market where they set prices according to strategies or opinions. One of the strategies known in financial jargon is momentum. Within its applications there may be variations or modifications, but its basis is based on selecting assets based on recent price behavior, taking advantage of market inertia. Brought to Colombia, and through the analysis of the behavior of stock prices, we seek to evaluate the viability and performance of a strategy based on momentum to generate consistent returns over one year applied in Colombia’s stock market.
  • No hay miniatura disponible
    Publicación
    Estimación del Valor en Riesgo -VaR- para un portafolio de inversión compuesto por acciones del COLCAP bajo el método de Cópulas usando la distribución t-student
    (Universidad EAFIT, 2022) Ayala Urrea, Jhon Stiwart; Hoyos Giraldo, Ricardo; Peña Higuavita, Germán Adolfo
    Value at Risk (VaR) is a measure used to calculate the limit of the possible loss of value of a portfolio with a defined confidence level. There are traditional methods to calculate it such as Historical Simulation and Variance-Covariance; however, both rely on the past to explain the future, so in the face of events occurring for the first time, their risk estimate is limited. This research proposes a way to prepare the financial market for an upcoming pandemic or other future risk event. The Copulas method is used following a t-student distribution that provides a way to define the correlation structure between two or more variables, regardless of the shapes of their probability distributions. The results obtained show that the estimation of VaR is more accurate and consistent under the Copulas method than by traditional methods.
  • No hay miniatura disponible
    Publicación
    Inversión eficiente en el mercado de renta variable para las pequeñas y medianas empresas colombianas
    (Universidad EAFIT, 2022) García Monsalve, Sandra Milena; Manco López, Óscar Oswaldo
    Colombian pymes, despite representing more than 90 % of the companies, do not participate as investors in the stock market, which is due, among other things, to cultural and economic reasons and to the lack of knowledge of the financial instruments that they can take advantage of to diversify their investments and obtain returns that would improve their conditions and indicators. This work proposes the creation of an optimal portfolio of variable income financial assets within the Colombian market designed so that the country's PYMEs can generate economic surpluses with a different and more profitable alternative than the commonly used methods, such as CDTs or Trust Accounts. considering that they must assume a type of risk.
  • No hay miniatura disponible
    Publicación
    Prototipo de servicios empresariales con costo para la Cámara de Comercio del Magdalena Medio y Nordeste Antioqueño
    (Universidad EAFIT, 2024) Soto Echeverry, Laura Daniela; Rojas de Francisco, Laura Isabel; Ortiz Pradilla, Tatiana
    This thesis, based on the design of a Prototype of Business Services with Cost for the Chamber of Commerce of Magdalena Medio and Northeast Antioquia, has as its main objective the design of new business services with cost, based on the characteristics and needs of the users registered in the Chamber of Commerce of Magdalena Medio and Northeast Antioquia (CCMMNA). Among the specific objectives of the study is to characterize the users registered in the CCMMNA from prioritized municipalities according to the use of current business services, which, through the analysis of collected data, allowed for a comprehensive view of the current situation of companies in the region. It also aims to prototype new business services with cost based on the identified needs of the users; as a result, the entrepreneurs selected a service focused on the Training and Development of the organization’s employees and/or leaders. Additionally, it proposes testing the business services with the users registered in the CCMMNA; according to the service selected by the entrepreneurs, its design was oriented towards strengthening organizational and financial capacities within the companies, thus improving business performance and development. The implementation of this service aims to enhance the skills and competencies of the members of the organizations, significantly contributing to their overall development. To achieve these objectives, a mixed methodology with a descriptive approach was adopted. This methodology combines quantitative and qualitative approaches to obtain a more complete and in-depth understanding of the research topic, following the proposal of Sampieri (2018). The research analyzed quantitative aspects, such as the costs and economic benefits of business services, and qualitative aspects, exploring the perceptions, experiences, and satisfaction of companies and users regarding the business services. In conclusion, this thesis presents an innovative and well-founded proposal for the creation of business services with cost, aligned with the specific needs of the users of the CCMMNA. The use of a mixed methodology provides a comprehensive understanding of the economic and qualitative aspects of the project, thus enabling the design of services that meet the needs and expectations of the region’s entrepreneurs.
  • No hay miniatura disponible
    Publicación
    Rediseño de la PMO de Media Commerce, de acuerdo con la planeación estratégica
    (Universidad EAFIT, 2019) Díaz Berrio, Johana María; Agudelo Gutiérrez, Juan Camilo
    This academic proposal is related to a restructuring process of an Advanced Project Management Office (PMO) for Media Commerce company, in order to meet new challenges driven by Strategic planning and it is based on the current worldwide digital transformation framework, mainly on the telecommunications sector. Therefore, through Portfolio Management application, Media Commerce must achieve every change proposal successfully. In this context, it was necessary to evaluate the maturity level for this company using the Organizational Project Management Maturity Model (OPM3). This information allowed to identify appropriate PMO applications and corresponding scope in collaboration with many authors and different theories focused on getting metrics and functions that guarantee to reach expected benefits in order to meet the corporate strategy.