masterThesis
Construcción de un modelo de riesgo país y medición de prima de riesgo para países del mercado objetivo de Empresas Públicas de Medellín (EPM)
Fecha
2022Registro en:
658.155 C268
Autor
Cardona Gómez, Carlos Adolfo
Betancourt Arango, Camila Carolina Tatiana
Institución
Resumen
The purpose of this degree work is to build a country risk model that involves economic, social and political variables, and allows estimating a risk premium for Chile, Colombia and Mexico, countries of EPM Group's target market, in order to be used as an input for making investment decisions and adjusting the cost of capital of its businesses and projects. To this end, several variables were selected and evaluated through multiple regression analytical models to estimate a dependent variable. From the estimation of the most adjusted model, according to the validation of statistical assumptions, a comparison was made of the results of the countries evaluated against the United States, theoretically considered as the risk-free country, and in this way the premium was calculated and included in the discount rate.
Ítems relacionados
Mostrando ítems relacionados por Título, autor o materia.
-
Obtención de niveles de remediación de suelo aplicando una evaluación de riesgo ecológico en un sitio contaminado por hidrocarburos y metales en Cd. Madero, Tamaulipas
Flores Serrano, Rosa María; Iturbe Argüelles, Rosario -
La percepción de riesgo - país en el caso americano. ¿Qué variables son relevantes?
RODRÍGUEZ CASTELLANOS, ARTURO; AYALA CALVO, JUAN CARLOS; ITURRALDE JAINAGA, TXOMIN -
Validez concurrente de tres instrumentos clinimétricos para la evaluación del riesgo suicida : mini entrevista neuropsiquiátrica internacional modulo de riesgo de suicidio, escala de riesgo suicida de Plutchik y la nueva escala de estimación de riesgo suicida (Sentíes H /Zamudio M)
Zamudio Severino, Miguel José (2009)