Gestión de cartera de inversión renta variable aplicando la Teoría de Portafolios de Markowitz, 2020
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Date
2023
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Universidad Nacional de Trujillo
Abstract
La Gestión de cartera de inversión renta variable, se fundamenta en el comportamiento
racional del inversionista minimizando riesgo y maximizando rentabilidad, bondades
ofrecidas por la Teoría de Portafolios de Markowitz (en adelante TPM). El objetivo fue
Gestionar la Cartera de Inversión Renta Variable aplicando la TPM, para determinar a
partir de ésta, si una cartera de activos financieros que se negocian en Standard y Poor´s
500 (S&P500) atiende el principio de maximizar la rentabilidad del inversor,
considerando la mínima varianza. La población estuvo constituida por las 505 empresas
que componen los 11 principales sectores económicos del índice S&P500, se utilizaron
filtros de análisis fundamental para obtener la muestra y se identificaron 34 empresas de
los principales sectores económicos del índice S&P500 a las que se les aplicó la TPM
para gestionar una cartera de inversión en renta variable y se utilizaron las herramientas
financieras Finviz, Yahoo Finance, Select Sector, apoyados en Microsoft Excel. El diseño
de la investigación fue preexperimental con enfoque cuantitativo – cualitativo. Una de las
conclusiones fue que la Gestión de Cartera de Inversión en Renta Variable tuvo un
desempeño del 52,379% generando una rentabilidad esperada mensual de 3,086% y
5,892% de riesgo.
Investment Portfolio Management equities is based on the investor reasoning behavior minimizing risks and maximizing profits, benefits offered by Markowitz Portfolios Theory (TPM onwards). The goal is to manage investment Portfolios equities applying TPM to determine from this one if a financial assets Portfolios negotiated in Standard y Poor's 500 (S&P500) deals with the maximizing investor profits considering a minimal variance. The population was made by 505 enterprises composed by 11 economic sectors S&P 500 rate. Some basic analysis filters were used in order to obtain the same and 34 enterprises our of the main economical sections of S&P500 rate were identified to which TPM was applied to investment Portfolio Management equities and financial tools such as FINVIZ, Yahoo finance, Select Sector supported by Microsoft Excel were used. The research design was pre-experimental with a quantitative-qualitative approach. One of the conclusions was that the Investment Portfolio Management equities had a 52,379% performance producing a 3,086% and 5,892% monthly expected profits risk.
Investment Portfolio Management equities is based on the investor reasoning behavior minimizing risks and maximizing profits, benefits offered by Markowitz Portfolios Theory (TPM onwards). The goal is to manage investment Portfolios equities applying TPM to determine from this one if a financial assets Portfolios negotiated in Standard y Poor's 500 (S&P500) deals with the maximizing investor profits considering a minimal variance. The population was made by 505 enterprises composed by 11 economic sectors S&P 500 rate. Some basic analysis filters were used in order to obtain the same and 34 enterprises our of the main economical sections of S&P500 rate were identified to which TPM was applied to investment Portfolio Management equities and financial tools such as FINVIZ, Yahoo finance, Select Sector supported by Microsoft Excel were used. The research design was pre-experimental with a quantitative-qualitative approach. One of the conclusions was that the Investment Portfolio Management equities had a 52,379% performance producing a 3,086% and 5,892% monthly expected profits risk.
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Keywords
Cartera de inversión, Renta variable, Rentabilidad, Riesgo, Desempeño