Examinando por Materia "Valor intrinseco"

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    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.