Examinando por Materia "Quantitative analysis"

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    Diagnóstico de los procesos designados a los proyectos como efecto de la eliminación de la PMO en Bancolombia
    (Universidad EAFIT, 2023) Arango Gómez, Laura María; Garnica Barraza, Ernesto José
    Bancolombia is a financial institution supervised by the Superintendency of Colombia, as part of the transformation process that this industry is undergoing in areas such as technology, this organization seeks evolution based on speed and adaptation to the new environment to meet its purposes and achieve its strategic goals and maintain a competitive advantage. In this context, this organization defines a new work framework, under a new structure, which challenges and changes the way of working with projects, where the Transformation and Project Management ceases to exist, and projects begin to be administered and managed in a way different. Therefore, in the present study or research case, it was intended to carry out a detailed analysis with the purpose of understanding the change of structure and work, to know how these have impacted on the management of projects and to identify milestones and reflections from different areas that allow generate lessons, recommendations, and suggestions for the organization to cover and consider in this change and in future organizational restructuring.
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    Evaluación de la eficiencia del mercado accionario colombiano frente al período exdividendo. Un análisis empírico en Python
    (Universidad EAFIT, 2025) Agudelo Quintero, Laura Carolina; Cardona Llano, Juan Felipe
    The ex-dividend period generates a price adjustment that directly impacts investor returns. These variations depend on the timing of the market price measurement, whether before or after the ex-dividend date. Although in theory, the stock price should decrease by an amount equivalent to the dividend paid, this adjustment does not always occur proportionally. Therefore, this research aims to analyze and model the price behavior of three stocks in the Colombian stock market using statistical tools in Python, by means of historical information on the common stock prices of Bancolombia S.A., Ecopetrol S.A., and Grupo de Inversiones Suramericana S.A., along with dividend payment dates, in order to perform a comparative measurement of returns before and after the ex-dividend period. The objective is to identify potential abnormal returns that allow for an evaluation of the stock market's efficiency. This analysis is based on the efficient markets hypothesis in its semi-strong form, which states that financial asset prices immediately reflect all publicly available information, as suggested by the theoretical approach developed by Eugene Fama.