Examinando por Materia "Teoría de portafolios"

Mostrando 1 - 6 de 6
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    Aproximación a la construcción de un portafolio activo de deuda pública colombiana
    (Universidad EAFIT, 2017) Delgado Upegui, Juan Sebastián; Gaviria Benítez, Daniel Esteban; Colorado González, José Adolfo
    Nowadays, the Colombian capital market offers different investment alternatives, such as fixed income, equities, derivatives and structured products -- Among fixed income instruments, local government bonds (TES B) play an important role within the market, due to its traded volumes and the participation of the main agents -- Considering the importance of the local sovereign debt, an active investment portfolio was constructed using TES by assessing its performance versus a benchmark portfolio -- The portfolio was built using historical data, defining fundamental, market variables and its relevance over the portfolio -- Finally, an optimization was done to find the optimum portfolio
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    Fundamentación práctica de la Inversión Basada en Metas para el mercado colombiano
    (Universidad EAFIT, 2018) Vásquez Díaz, Carlos Andrés; Álvarez Gil, Diego Andrés; Restrepo Tobón, Diego Alexander
    In this work we replicate the results derived from the analysis made by Das, Markowitz, Scheid, and Statman (2010) in terms of the equivalence between the Modern Portfolio Theory and the Goal Based Investing, which offers a different approach to the asset allocation process -- In addition, we carry out a theoretical comparison of both asset allocation strategies and an application to the Colombian market is also carried out -- In the practical exercise we found that at least in the analyzed period, there are certain goals which are mathematically impossible to reach given the historical returns of the selected assets, however, under certain assumptions, different levels of profitability with a certain confidence level can be achieved with the application of the theory
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    Modelo de inversión para el manejo integral del patrimonio en familias colombianas en el contexto de la gestión patrimonial
    (Universidad EAFIT, 2018) Camacho Brochero, Irina Maritza; Correa Lafaurie, Luisa Fernanda
    The integral management of the family patrimony is related to one of the areas of paramount importance in the financial world, such as personal finances; which require proper management so that investment decisions are in line with the economic environment and the objectives set by each Colombian family -- This degree work seeks to develop a useful investment model so that Colombian families can make informed decisions that positively impact the stability of their assets, amid a slowing economy and low growth forecasts for the country for 2017 and 2018 -- The development of the model is based on knowledge in fixed income and equity, acquired in the Master of Financial Management and the seminar of wealth management; as well as concepts on behavioral management, investment management and investment portfolios; in this way it contributes to the improvement of the decision-making process of the families in their role of investors, because due to the economic, political and market environment, the requirements on concepts in financial planning and investments are becoming more demanding -- The simulations of the model will be carried out based on the CAPM model, efficient portfolio theory and the Markowitz theory
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    REITS, análisis y su importancia en los portafolios de inversión en el mercado de valores colombiano
    (2018) Camargo Galarza, Manuel Alejandro; Alejo Baquero, Olga Patricia
    In Colombian stock market, most investors know information about traditional investment assets such as fixed income (bonds, Time Deposits, government bonds) and equities (shares), however few years ago in the country the depth of the market of non-traditional investment assets increased, assets with exposure to different risks in search of better return such as one called REITS, which are products that can be traded through stock exchanges and their main exposure is to the real estate market worldwide -- This paper seeks through a Harry Markowitz model to show the impact of integrating REITS instruments in investment portfolios with conservative, moderate and aggressive risk profile, in order to conclude which would be the most appropriate allocation to obtain the highest return with the suitable exposure of risk
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    Ítem
    Selección de portafolio y asignación óptima de capital para fondos de inversión colectiva en Colombia por perfil de riesgo de inversionista
    (Universidad EAFIT, 2022) Arrieta Bula, Eyis Lorena; Casas Bello, Edna Rocio; Botero Ramírez, Juan Carlos
    This work will develop an optimal portfolio selection exercise composed of Colombian Collective Investment Funds, according to the risk profile of investors, based on the portfolio theory of Markowitz (1952). The results are to offer an investment alternative different from the traditional savings products currently available in the Colombian financial system, in accordance with the objective, time horizon and risk profile of the investor. The optimal combination of FICs for each risk profile is obtained by choosing the combination of FICs that has the maximum value of the Sharpe ratio (1964) when the efficient frontier is divided into three segments, one for each risk profile considered.