dc.contributor | Cardona Llano, Juan Felipe | |
dc.creator | Cardona Gómez, Carlos Adolfo | |
dc.creator | Betancourt Arango, Camila Carolina Tatiana | |
dc.date.accessioned | 2022-04-01T19:52:57Z | |
dc.date.accessioned | 2022-09-23T21:09:17Z | |
dc.date.available | 2022-04-01T19:52:57Z | |
dc.date.available | 2022-09-23T21:09:17Z | |
dc.date.created | 2022-04-01T19:52:57Z | |
dc.date.issued | 2022 | |
dc.identifier | http://hdl.handle.net/10784/31103 | |
dc.identifier | 658.155 C268 | |
dc.identifier.uri | http://repositorioslatinoamericanos.uchile.cl/handle/2250/3526080 | |
dc.description.abstract | 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. | |
dc.language | spa | |
dc.publisher | Universidad EAFIT | |
dc.publisher | Maestría en Administración Financiera | |
dc.publisher | Escuela de Economía y Finanzas | |
dc.publisher | Medellín | |
dc.rights | info:eu-repo/semantics/openAccess | |
dc.rights | Acceso abierto | |
dc.rights | Todos los derechos reservados | |
dc.subject | Riesgo país | |
dc.subject | Prima de riesgo país | |
dc.subject | Modelo de riesgos | |
dc.subject | Índice de riesgo | |
dc.subject | Tasa de descuento | |
dc.subject | Modelo de regresión múltiple | |
dc.title | Construcción de un modelo de riesgo país y medición de prima de riesgo para países del mercado objetivo de Empresas Públicas de Medellín (EPM) | |
dc.type | masterThesis | |
dc.type | info:eu-repo/semantics/masterThesis | |