dc.contributorArias Sánchez, Juan Manuel
dc.creatorAponte Rodríguez, Daniel Mauricio
dc.creatorGonzález Usuga, Miguel Ángel
dc.date.accessioned2024-03-18T16:31:05Z
dc.date.accessioned2024-08-05T17:00:37Z
dc.date.available2024-03-18T16:31:05Z
dc.date.available2024-08-05T17:00:37Z
dc.date.created2024-03-18T16:31:05Z
dc.date.issued2023
dc.identifierhttps://hdl.handle.net/10784/33586
dc.identifier332.6322 A644
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/9538540
dc.description.abstractThis research analyzes the S&P500 stock market through a random sampling of 81 traded stocks over the last five years (between 2018 and 2022). From this sampling, portfolios of stocks based on combinations are generated to construct the market’s efficient frontier. These portfolios are later on evaluated by incorporating variables from fundamental analysis, such as profitability indicators, liquidity, indebtedness, and valuation. This analysis will enable an understanding of how fundamental analysis variables impact stock price movements, as well as the behaviors exhibited by portfolio returns, achieved by retrospectively evaluating the holding returns that would have been achieved at different time intervals. In practice, this research contributes a methodology to the financial world and its stakeholders for evaluating sets of stocks when constructing portfolios. It enables planning, projecting outcomes, and assessing potential risks associated with investments in the capital market.
dc.languagespa
dc.publisherUniversidad EAFIT
dc.publisherMaestría en Administración Financiera
dc.publisherEscuela de Finanzas, Economía y Gobierno. Departamento de Finanzas
dc.publisherMedellín
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightsAcceso abierto
dc.rightsTodos los derechos reservados
dc.subjectAnálisis fundamental
dc.subjectSimulación de Montecarlo
dc.subjectSimulación de portafolios
dc.subjectDecisiones de inversión
dc.subjectFinanzas computacionales
dc.titleGeneración de la frontera eficiente : un enfoque de muestreo aleatorio
dc.typemasterThesis
dc.typeinfo:eu-repo/semantics/masterThesis


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