Examinando por Autor "Ramírez-Córdoba, G. L. (Gloria Lucia)"

Mostrando 1 - 2 de 2
  • Miniatura
    PublicaciónAcceso abierto
    Estructuración de portafolios de acciones en el mercado de valores de Hong Kong
    (2014-05-13) Ramírez-Córdoba, G. L. (Gloria Lucia); Fernández-Echeverri, C. P. (Claudia Patricia)
    This paper presents the results of an exploratory research conducted with the objective of structuring a portfolio of shares in the Hong Kong stock market. For the construction of the optimal portfolio was applied Modern Portfolio Theory, first to 20 stock indexes worldwide and then to 27 shares selected from Hang Seng Index (HSI) of the Hong Kong stock market, in both cases with a database built with the value of the indexes and stock prices in the period January 2002 - August 2007. With the analysis of the indexes, it was determined that the index of Hong Kong is not part of the portfolio market, but this is not enough reason for not investing in that market, given that in the analysis of the environment was found that Hong Kong is a region of international significance, with a growing economy and leading companies globally. The diversification exercise conducted with the selected actions from index HSI allowed to structure portfolios that maximize return for different risk levels and determine an efficient frontier that, in addition to being well above the HSI, is dominant compared to the efficient frontier shaped with the stock indices of the countries surveyed.
  • Miniatura
    PublicaciónAcceso abierto
    La inversión colectiva en Colombia: caracterización y análisis
    (2014-05-14) Ramírez-Córdoba, G. L. (Gloria Lucia)
    The extraordinary worldwide growth of collective investment in recent decades deserves to be analysed in some depth. For this reason, this project aims to provide a brief overview of the importance of mutual funds for Colombian society. The history of Colombian mutual funds has been accompanied by the regulation development of these institutions. Therefore, this project differentiates two stages (beginning, and development – expansion), which are marked by the entry into force of the Decree 2175 of 2007. In each of these stages, the mutual fund market has had an extraordinary growth. These results are shown in the description of the main figures of the collective investment market in recent years. Finally, the comparative study of Colombian mutual fund market to other markets allows us to confirm the good performance of the Colombian market, because it had shown higher increases than other Latin American countries analyzed.