Análisis comparativo de portafolios diversificado y no diversificado de renta variable del Mercado Colombiano
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Date
2020-12-04
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Publisher
Corporación Universitaria Minuto de Dios
Type
Thesis
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Atribución-NoComercial-SinDerivadas 2.5 Colombia
Abstract
La Teoría de carteras, fue un método innovador creado por Harry Markowitz en el año 1952, el cual reactivó el mercado bursátil referente a la diversificación de activos para crear portafolios de inversión de renta variable, convirtiéndose en una base sólida que fundamenta a la conducta del inversionista en la toma de decisiones para cumplir su objetivo de adquirir un máximo rendimiento a un riesgo mínimo en sus inversiones. Este trabajo de investigación está basada en la línea de investigación Innovaciones sociales y productivas, y la sublinea de investigación del programa mercado de capitales donde se enfocará en el análisis comparativo de portafolios de renta variable entre un portafolio diversificado y otro no diversificado del mercado colombiano, el cual pretende brindar al inversionista un portafolio óptimo de renta variable que cumpla con las expectativas del inversionista, una mayor rentabilidad a un menor riesgo.
Esto se logrará a través de la recopilación de los precios históricos de la (BVC) Bolsa de Valores de Colombia y otras fuentes de información con un periodo comprendido desde el 18 de septiembre del 2015 al 18 de septiembre del 2020, con las acciones más representativas de estos sectores aplicando el Modelo de Portafolio de Markowitz, utilizando la Función Solver de Microsoft Excel, herramienta que será la encargada de diversificar el portafolio de manera eficiente para distribuir la inversión con el fin de que la rentabilidad esperada sea conveniente en relación al riesgo.
Palabras
Portfolio theory was an innovative method created by Harry Markowitz in 1952, which reactivated the stock market regarding the diversification of assets to create equity investment portfolios, becoming a sound basis on which the investor’s conduct is based in decision-making in order to meet its objective of achieving maximum return at minimum risk on its investments. This research paper will focus on the comparative analysis of variable income portfolios between a diversified and non-diversified portfolio of the Colombian market, which aims to provide the investor with an optimal portfolio of equities that meets the expectations of the investor, a higher return at a lower risk. This will be achieved through the collection of historical prices of the (BVC) Stock Exchange of Colombia and other sources of information with a period ranging from September 18, 2015 to September 18, 2020, with the most representative actions of these sectors applying the Markowitz Portfolio Model, using the Solver Function of Microsoft Excel, tool that will be in charge of diversifying the portfolio efficiently to distribute the investment so that the expected return is convenient in relation to the risk.
Portfolio theory was an innovative method created by Harry Markowitz in 1952, which reactivated the stock market regarding the diversification of assets to create equity investment portfolios, becoming a sound basis on which the investor’s conduct is based in decision-making in order to meet its objective of achieving maximum return at minimum risk on its investments. This research paper will focus on the comparative analysis of variable income portfolios between a diversified and non-diversified portfolio of the Colombian market, which aims to provide the investor with an optimal portfolio of equities that meets the expectations of the investor, a higher return at a lower risk. This will be achieved through the collection of historical prices of the (BVC) Stock Exchange of Colombia and other sources of information with a period ranging from September 18, 2015 to September 18, 2020, with the most representative actions of these sectors applying the Markowitz Portfolio Model, using the Solver Function of Microsoft Excel, tool that will be in charge of diversifying the portfolio efficiently to distribute the investment so that the expected return is convenient in relation to the risk.
Description
Realizar un análisis comparativo de portafolios diversificado y no diversificado de renta variable en sectores económicos de Colombia.
Keywords
Mercado de capitales, Rentabilidad, Riesgo, Portafolio optimo, Modelo de Harry Markowitz