Examinando por Autor "Arroyave Baena, Jaime Alberto"

Mostrando 1 - 5 de 5
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    PublicaciónAcceso abierto
    Análisis socioeconómico del sector cacaotero colombiano
    (Universidad EIA, 2010) Arboleda Echavarría, Ricardo; González Vásquez, Alejandro; Arroyave Baena, Jaime Alberto
    The objective of this research is to identify the impact of the cocoa sector in economic variables such as employment, production, demand and trade balance, in order to determine the level of importance of this in the country.
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    PublicaciónAcceso abierto
    Aproximación al comportamiento de la tasa de cambio a partir del comportamiento de tasas de deuda pública colombiana
    (Universidad EIA, 2009) Aragón Aristizábal, Daniel Fernando; Arroyave Baena, Jaime Alberto
    May this not be a causality explanatory model but a relating work between the covariates and the response. A relation under uncovered parity of the exchange rate with the Libor rate, rates of Colombian Treasury bonds in pesos and in US dollars presents satisfactory outcomes. Including lags of the response variable and the referred covariates it turns out a model with a determination coefficient of 99.8%. In addition, all variables are significant beyond 99% of confidence. A Generalized Linear Model approach is used.
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    PublicaciónAcceso abierto
    Evaluación de estrategias de gestión activa de portafolios en el mercado accionario colombiano
    (Universidad EIA, 2009) Restrepo Mejía, Felipe; Arroyave Baena, Jaime Alberto
    This paper compares the performance of four active portfolio management strategies with the performance of a passive Buy and Hold strategy. In order to do this, simulations using both a traditional backtesting with optimization and a Walk-Forward Analysis methodology, as proposed by Robert Pardo, were used. When divergences in the results obtained form these methodologies occurred, the results of the Walk-Forward Analysis were accepted as definitive. All four strategies we tested using the series of closing prices of the IGBC for the period between the 3rd of July of 2001 and the December the 30th of 2008. To confirm the validity of the results obtained with each methodology, hypothesis tests were performed.
  • Miniatura
    PublicaciónSólo datos
    Plan de negocio de la empresa Optimizing operadora logística de eventos empresariales
    (2011) Peláez Gaviria, Elena; Arroyave Baena, Jaime Alberto
    The company Optimizing S.A.S. is a logistic service operator, focused on satisfying business customers through an integrated service, characterized by having advanced technology tools, talented people dedicated to sell the image and prestige of the contractors, and especially with a service that allows finding in one company, all the solutions for all the requirements for the preparation of a business event.
  • Miniatura
    PublicaciónAcceso abierto
    Regulación de las AFP en Colombia, su impacto sobre la eficiencia de los portafolios de inversiones y el desarrollo económico del país.
    (Universidad EIA, 2009) Bernal Orozco, Diana Marcela; Barrera Arango, Verónica; Arroyave Baena, Jaime Alberto
    While the reform of the pension system has had a positive impact on the local financial markets and those of the country, regulatory restrictions have led the mandatory pension savings portfolios be affected with their profitability as a consequence of the regulation in terms of Minimum Return and Investments Regimen. The effect of the regulation is a shift from the efficient borderline that makes the portfolio not maximize its risk-profitability relation. By this, the regulation does not optimally protect the savers of mandatory pensions. Issues such as; the minimum profitability requirement have led to the lack of diversification in the portfolios of funds, thus, making them inefficient and vulnerable to the economic cycles because portfolios invested in highly concentrated and strongly correlated assets have a higher exposure to risk. The actual pension funds are assuming excessive high risks that at no moment imply an additional profit to the affiliate; as a result, they are not satisfying their interests.