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Diversificación internacional de portafolios con índices bursátiles: caso colombiano

Author

Listed:
  • Luis Miguel Jiménez Gómez
  • Fred Restrepo Giraldo
  • Natalia María Acevedo Prins

Abstract

los inversionistas tienen la necesidad constante de obtener rentabilidades altas, además de minimizar su riesgo de acuerdo con las exposiciones a las que se enfrentan, por tanto la información sobre el Valor en Riesgo –VaR- (por sus siglas en inglés) de sus portafolios es una aproximación para conocer las posibles pérdidas en las que se puede incurrir. En el presente estudio se analiza el efecto de la diversificación internacional por medio del cálculo del VaR, anadiendo a un portafolio de acciones de la Bolsa de Valores de Colombia una serie de índices bursátiles internacionales. Los resultados muestran que los valores obtenidos para el VaR, luego de incluir en proporciones del 5% 10%, 15% y 20% los índices bursátiles disminuyen

Suggested Citation

  • Luis Miguel Jiménez Gómez & Fred Restrepo Giraldo & Natalia María Acevedo Prins, 2016. "Diversificación internacional de portafolios con índices bursátiles: caso colombiano," En-Contexto, Tecnológico de Antioquia, issue 03, pages 79-104, April.
    • Handle: RePEc:col:000499:014388
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    More about this item

    Keywords

    diversificación internacional; valor en riesgo; índice bursátil; portafolio; rendimientos financieros.;
    All these keywords.

    JEL classification:

    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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