Examinando por Materia "Simulación de Montecarlo"

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    Ítem
    Generación de la frontera eficiente : un enfoque de muestreo aleatorio
    (Universidad EAFIT, 2023) Aponte Rodríguez, Daniel Mauricio; González Usuga, Miguel Ángel; Arias Sánchez, Juan Manuel
    This research analyzes the S&P500 stock market through a random sampling of 81 traded stocks over the last five years (between 2018 and 2022). From this sampling, portfolios of stocks based on combinations are generated to construct the market’s efficient frontier. These portfolios are later on evaluated by incorporating variables from fundamental analysis, such as profitability indicators, liquidity, indebtedness, and valuation. This analysis will enable an understanding of how fundamental analysis variables impact stock price movements, as well as the behaviors exhibited by portfolio returns, achieved by retrospectively evaluating the holding returns that would have been achieved at different time intervals. In practice, this research contributes a methodology to the financial world and its stakeholders for evaluating sets of stocks when constructing portfolios. It enables planning, projecting outcomes, and assessing potential risks associated with investments in the capital market.
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    Ítem
    Guía metodológica para la gestión de riesgos en proyectos en HMV Ingenieros, empresa multilatina del sector infraestructura
    (Universidad EAFIT, 2021) Ruiz Ramírez, Alan; Gómez Salazar, Elkin Arcesio
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    Impacto de la gestión de riesgo cambiario en la generación de valor : caso aplicado a una empresa colombiana intensiva en tecnología
    (Universidad EAFIT, 2022) Buriticá Botero, Santiago de Jesús; Parrado Muñoz, Natalia; Waserman Álvarez, Jean Paul
    Currency hedges play a fundamental role in companies due to the impact that it has on the company value as a result of stable cash flows, which allows choosing investment and growth opportunities at any time (Bekaert, G., & Hodrick, R. (2012, P 609). Likewise, some research according to Luo & Wang (2018); Giraldo-Prieto et al., (2017) ; Bartram et al., (2011), Lee (2019). Luo & Wang (2018) affirms that the use of derivatives can have a positive impact on financial performance. This study aims to analyze the impact that the use of currency hedges could generate value for a technology company in Colombia where exports are more than 50% of its services. The methodology includes the development of a Monte Carlo simulation model to analyze the possible impacts that the decisions to negotiate Forwards may have on the main value indicators of the company.