Impacto de la volatilidad de los activos financieros en los portafolios de inversión

This research was realized in order to analyze the impact on the volatility of financial assets in equities, of the Colombia’s stock market caused by the financial crisis of 2008 and 2009. For this it was use two portfolios assets, one is formed by 13 assets of different industries sectors including the IGBC index and a second formed by 11 assets including COLPAP index, also in various industrial sectors fulfilling the principle of diversification of investment portfolios. The measurement of these impacts are realized through the techniques of econometric models that are best suited to analyze the fluctuations of the returns of the daily assets generated by variations of the closing prices of assets during the observed periods. As a result of the impacts of the volatilities it was observed that these were significant in the behavior of the daily returns of these asset

• Autores: Perez Peña, Rodrigo; Mican Silva, Andrea
• Fecha de publicación: 2016
• Institución: Universidad de San Buenaventura
• Repositorio: Repositorio USB
• Idioma: spa
• OAI Identifier: oai:bibliotecadigital.usb.edu.co:10819/6703
• Acceso en línea: http://hdl.handle.net/10819/6703
• Palabra clave: Cartera Activos; Heteroscedasticidad; Fluctuaciones; Rentabilidad; Riesgo; Precio de Cierre; Volatilidad; Crisis financiera; Inversiones de capital
• License: Atribución-NoComercial-SinDerivadas 2.5 Colombia