Examinando por Materia "Colombia stock exchange"

Mostrando 1 - 5 de 5
  • Miniatura
    PublicaciónAcceso abierto
    Evaluación de estrategias de gestión activa de portafolios en el mercado accionario colombiano
    (Universidad EIA, 2009) Restrepo Mejía, Felipe; Arroyave Baena, Jaime Alberto
    This paper compares the performance of four active portfolio management strategies with the performance of a passive Buy and Hold strategy. In order to do this, simulations using both a traditional backtesting with optimization and a Walk-Forward Analysis methodology, as proposed by Robert Pardo, were used. When divergences in the results obtained form these methodologies occurred, the results of the Walk-Forward Analysis were accepted as definitive. All four strategies we tested using the series of closing prices of the IGBC for the period between the 3rd of July of 2001 and the December the 30th of 2008. To confirm the validity of the results obtained with each methodology, hypothesis tests were performed.
  • Miniatura
    PublicaciónAcceso abierto
    Factibilidad de emitir títulos valores de una compañía del sector textil colombiano en la Bolsa de Valores de Colombia. Caso: C.I. HERMECO S.A.
    (Universidad EIA, 2011) Tobón Ochoa, Juan Camilo; Bernal Rodríguez, David Fernando
    The Colombia Stock Exchange since its inception has increase the number of available financing alternatives for major expansion projects in the different sectors of the economy. These alternatives differ widely in costs and terms from the traditional options that companies currently use, allowing expansion to be more attractive at the time of evaluating its needs of investing in them. In undertaking the task of entering this type of market, companies are faced with requirements that need to be met in order for them to have a successful outcome. This work is intended to be a guide for C.I. Hermeco S.A. to register with the CSE and to become a potential issuer of securities.
  • Miniatura
    PublicaciónAcceso abierto
    Índice de capitalización bursátil para la Bolsa de Valores Mila (Milcap)
    (Universidad EIA, 2011) González Jiménez, Juan Camilo; Yarce Vélez, Ricardo; Lochmuller, Christian
    The methodology used to develop the MILCAP index is summed up in 3 parts, in order of the ideas. In the first part a compilation of key information for the development of the project is presented, which analyzes the markets of the 3 countries that make up the MILA. Different types of indexes are explained and subsequently methods used for its construction. With information at hand about an index, the discussion about the parameters that will be used in its construction begins. While reviewing the methodologies of selected indicators, it becomes possible to identify methods or details that may contribute to create an index that provides a good reflection of the MILA stock market. After studying the methodology, a discussion begins in order to select the parameters that have to be included in the MILCAP, which delivers the variables for the index calculations.
  • Miniatura
    PublicaciónAcceso abierto
    Metodología para la toma de decisiones de inversión en la bolsa de valores de Colombia para no expertos
    (Universidad EIA, 2009) Álvarez Marín, Camilo; Villamizar Perdomo, Juan Pablo
    This document will clearly present the different investment options that a natural person can make in Bolsa de Valores de Colombia (Colombia’s stock exchange). This information will be structured in the manner of an investment manual, and ranges from informing a non-expert of the different and wide alternatives offered at the BVC, to assessing the advantages and disadvantages that will enable one to make an accurate decision, with a consultant agreement, according to one’s level of risk. To build the manual, a large amount of information was collected and then classified. This document starts from the basics up to the products, explaining firstly what a stock exchange is and then providing a brief description of the BVC, Societies and Exchange Commission and how to open an account, which is necessary for be able to actually invest. Afterwards the characteristics of the products Equities, Fixed Income, Derivatives and REPO’s of the BVC are mentioned. Finally the advantages and disadvantages of investing in these assets are discussed.
  • Miniatura
    PublicaciónAcceso abierto
    Sistema automático de trading para inversión en el mercado accionario colombiano
    (Universidad EIA, 2013) Martínez Morales, Andrés; Sánchez Montoya, Andrés Felipe; Pérez Ramírez, Fredy Ocaris
    Existe una clara tendencia internacional por la implementación de sistemas automáticos de trading para operar dentro de los mercados de capitales. Sin embargo, no existe un sistema de operaciones automático que se aplique especialmente dentro del mercado bursátil colombiano. Para dar solución a esta problemática, se diseña un sistema automático de trading basado en las condiciones específicas del mercado bursátil colombiano y aplicable exclusivamente para la toma de decisiones de inversión en activos pertenecientes a la Bolsa de Valores de Colombia (BVC).