Riesgo relativo el inversionista y el riesgo

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dc.contributor.advisorLópez Agudelo, Jaime
dc.contributor.authorLiévano Martínez Villalba, Carlos Alfredo
dc.coverage.campusUNAB Campus Bucaramangaspa
dc.coverage.spatialBucaramanga (Santander, Colombia)spa
dc.date.accessioned2024-06-27T15:13:48Z
dc.date.available2024-06-27T15:13:48Z
dc.date.issued2003
dc.description.abstractEn términos de la connotación que conlleva el riesgo, esta es una palabra asociada con la incertidumbre sobre posibles resultados negativos. La definición de riesgo tiene más que ver con la probabilidad de que se produzca una pérdida que con la incertidumbre de que el precio o la rentabilidad cambien, concepto común en la aproximación al riesgo en las finanzas. Como muestra de esto, la implementación de modelos de selección de portafolios mide el riesgo con la desviación estándar. Este uso ha llevado a asociar el riesgo de un activo con su volatilidad. Pero aunque esta en muchos casos produce una buena aproximación al riesgo. no es completamente acertada.spa
dc.description.abstractenglishIn terms of the connotation that risk carries, this is a word associated with uncertainty about possible negative outcomes. The definition of risk has more to do with the probability that a loss will occur than with the uncertainty that the price or profitability will change, a common concept in the approach to risk in finance. As an example of this, the implementation of portfolio selection models measures risk with the standard deviation. This use has led to associating the risk of an asset with its volatility. But although this in many cases produces a good approximation to the risk. is not completely accurate.spa
dc.description.learningmodalityModalidad Presencialspa
dc.description.tableofcontents1. Definiendo riesgo.................................................................................................................................................................................8 1.1 incertidumbre versus riesgo............................................................................................................................................................9 1.2.el riesgo como fenómeno................................................................................................................................................................13 1.2.1 Fenómeno emergente...................................................................................................................................................................13 1.2.2 Fenómeno multidimensional........................................................................................................................................................14 1.3 lo subjetivo en el riesgo..................................................................................................................................................................15 1.4 Atributos del riesgo.........................................................................................................................................................................17 1.4.1 Potencial de una pérdida enorme...............................................................................................................................................19 1.4.2 Potencial de un retorno inferior al esperado.............................................................................................................................19 1.4.3 Sensación de control......................................................................................................................................................................20 1.4.4 Nivel percibido de conocimiento...................................................................................................................................................20 2. Necesidades de un indicador..............................................................................................................................................................22 3.planteamiento del indicador.................................................................................................................................................................25 3.1 medida de riesgo relativo...................................................................................................................................................................25 3.2 representación gráfica de la rentabilidad mínima.........................................................................................................................27 3.3 preferencias del inversionista y el riesgo relativo.........................................................................................................................28 3.4 El riesgo relativo con respecto a los atributos del Riesgo............................................................................................................31 3.5 Combinación de activos en la constitución de Portafolios..........................................................................................................32 4.Riesgo relativo y otros indicadores de riesgo...................................................................................................................................36 4.1 Riesgo relativo y razón de sharpe...................................................................................................................................................36 4.2 Riesgo relativo y la razón de sortino...............................................................................................................................................37 4.3 Riesgo relativo y valor en riesgo......................................................................................................................................................38 4.4 Prueba empírica del indicador de riesgo relativo conclusiones.................................................................................................40 Conclusiones..............................................................................................................................................................................................43 Bibliografía.................................................................................................................................................................................................45spa
dc.format.mimetypeapplication/pdfspa
dc.identifier.instnameinstname:Universidad Autónoma de Bucaramanga - UNABspa
dc.identifier.reponamereponame:Repositorio Institucional UNABspa
dc.identifier.repourlrepourl:https://repository.unab.edu.cospa
dc.identifier.urihttp://hdl.handle.net/20.500.12749/25280
dc.language.isospaspa
dc.publisher.facultyFacultad Ingenieríaspa
dc.publisher.grantorUniversidad Autónoma de Bucaramanga UNABspa
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dc.rights.accessrightsinfo:eu-repo/semantics/openAccessspa
dc.rights.creativecommonsAtribución-NoComercial-SinDerivadas 2.5 Colombia*
dc.rights.localAbierto (Texto Completo)spa
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.5/co/*
dc.subject.keywordsFinancial riskspa
dc.subject.keywordsRelative riskspa
dc.subject.keywordsComputer technologyspa
dc.subject.keywordsVolatilityspa
dc.subject.keywordsFinancial analysisspa
dc.subject.keywordsFinancial managementspa
dc.subject.keywordsFinancial engineeringspa
dc.subject.keywordsFinancial risk managementspa
dc.subject.keywordsRisk (Economy)spa
dc.subject.keywordsOperational riskspa
dc.subject.lembAnálisis financierospa
dc.subject.lembGestión financieraspa
dc.subject.lembIngeniería financieraspa
dc.subject.lembGestión del riesgo financierospa
dc.subject.lembRiesgo (Economía)spa
dc.subject.lembRiesgo operativospa
dc.subject.proposalRiesgo financierospa
dc.subject.proposalRiesgo relativospa
dc.subject.proposalTecnología computacionalspa
dc.subject.proposalVolatilidadspa
dc.titleRiesgo relativo el inversionista y el riesgospa
dc.title.translatedRelative risk of the investor and riskspa
dc.typeResearch reporteng
dc.type.coarhttp://purl.org/coar/resource_type/c_18ws
dc.type.coarversionhttp://purl.org/coar/version/c_ab4af688f83e57aaspa
dc.type.driverinfo:eu-repo/semantics/workingPaperspa
dc.type.hasversioninfo:eu-repo/semantics/acceptedVersionspa
dc.type.localInforme de investigaciónspa
dc.type.redcolhttp://purl.org/redcol/resource_type/IFI

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