Use of the standard correlation and deflection coefficient in the selection of portfolios of financial assets of variable income

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A common feature of the markets where financial assets are traded in equity and fixed, is its volatility. This scenario of uncertainty generates opportunities to accumulate wealth by structuring optimal portfolios, but for that it is necessary for the investor to manage a series of financial, econom...

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Detalles Bibliográficos
Autores: Gomero Gonzáles, Nicko Alberto, Masuda Toyofuku, Víctor Ricardo, Bazan Castillo, Santiago
Formato: artículo
Fecha de Publicación:2018
Institución:Universidad Nacional Mayor de San Marcos
Repositorio:Revistas - Universidad Nacional Mayor de San Marcos
Lenguaje:español
OAI Identifier:oai:ojs.csi.unmsm:article/14288
Enlace del recurso:https://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/14288
Nivel de acceso:acceso abierto
Materia:Stock market
assets
volatility
Beta
risk
structuring
portfolios
Mercado bursátil
activos
volatilidad
riesgo
estructuración
portafolios
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spelling Use of the standard correlation and deflection coefficient in the selection of portfolios of financial assets of variable incomeUso del coeficiente de correlación y desviación estándar en la selección de portafolios de activos financieros de renta variableGomero Gonzáles, Nicko AlbertoMasuda Toyofuku, Víctor RicardoBazan Castillo, SantiagoStock marketassetsvolatilityBetariskstructuringportfoliosMercado bursátilactivosvolatilidadBetariesgoestructuraciónportafoliosA common feature of the markets where financial assets are traded in equity and fixed, is its volatility. This scenario of uncertainty generates opportunities to accumulate wealth by structuring optimal portfolios, but for that it is necessary for the investor to manage a series of financial, economic, and mathematical tools, among others, to opt for the best position in this market. Therefore, to validate portfolio selection models, descriptive statistics were used, whose monitoring operation was developed with high and low risk portfolios. The method used for the development of this work was descriptive, using historical information of different actions listed in different stock indices. In the work it is possible to demonstrate that through the use of tools it is possible to structure portfolios with different degrees of risk, which is measured by the standard deviation, in addition to determine how the stock reacts to changes in the stock market, determined with this Beta of the assets.Una característica común de los mercados en donde se negocian activos financieros de renta variable y fija, es su volatilidad. Este escenario de incertidumbre genera oportunidades para acumular riqueza vía estructuración de portafolios óptimos, pero para ello es necesario que el inversionista maneje una serie de herramientas financieras, económicas, matemáticas entre otras, para optar por la mejor posición en este mercado. Por ello para validar los modelos de selección de portafolio se hizo uso de la estadística descriptiva, cuya operacionalización permitió desarrollar carteras de alto y bajo riesgo. El método que se utilizó para el desarrollo del presente trabajo fue de tipo descriptivo, utilizando para ello información histórica de diferentes acciones enlistadas en diferentes índices bursátiles. En el trabajo se llega a demostrar que a través del uso de herramientas estadísticas es posible estructurar portafolios con diferentes grados de riesgo, el cual es medido por la desviación típica, además determinar cómo las acciones reaccionan ante cambios en el mercado bursátil, determinado con ello la Beta de los activos.Universidad Nacional Mayor de San Marcos, Facultad de Ciencias Contables2018-02-12info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/1428810.15381/quipu.v25i49.14288Quipukamayoc; Vol. 25 Núm. 49 (2017); 129-140Quipukamayoc; Vol. 25 No. 49 (2017); 129-1401609-81961560-9103reponame:Revistas - Universidad Nacional Mayor de San Marcosinstname:Universidad Nacional Mayor de San Marcosinstacron:UNMSMspahttps://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/14288/12534Derechos de autor 2018 Nicko Alberto Gomero Gonzáles, Víctor Ricardo Masuda Toyofuku, Santiago Bazan Castillohttps://creativecommons.org/licenses/by-nc-sa/4.0info:eu-repo/semantics/openAccessoai:ojs.csi.unmsm:article/142882020-06-16T16:55:55Z
dc.title.none.fl_str_mv Use of the standard correlation and deflection coefficient in the selection of portfolios of financial assets of variable income
Uso del coeficiente de correlación y desviación estándar en la selección de portafolios de activos financieros de renta variable
title Use of the standard correlation and deflection coefficient in the selection of portfolios of financial assets of variable income
spellingShingle Use of the standard correlation and deflection coefficient in the selection of portfolios of financial assets of variable income
Gomero Gonzáles, Nicko Alberto
Stock market
assets
volatility
Beta
risk
structuring
portfolios
Mercado bursátil
activos
volatilidad
Beta
riesgo
estructuración
portafolios
title_short Use of the standard correlation and deflection coefficient in the selection of portfolios of financial assets of variable income
title_full Use of the standard correlation and deflection coefficient in the selection of portfolios of financial assets of variable income
title_fullStr Use of the standard correlation and deflection coefficient in the selection of portfolios of financial assets of variable income
title_full_unstemmed Use of the standard correlation and deflection coefficient in the selection of portfolios of financial assets of variable income
title_sort Use of the standard correlation and deflection coefficient in the selection of portfolios of financial assets of variable income
dc.creator.none.fl_str_mv Gomero Gonzáles, Nicko Alberto
Masuda Toyofuku, Víctor Ricardo
Bazan Castillo, Santiago
author Gomero Gonzáles, Nicko Alberto
author_facet Gomero Gonzáles, Nicko Alberto
Masuda Toyofuku, Víctor Ricardo
Bazan Castillo, Santiago
author_role author
author2 Masuda Toyofuku, Víctor Ricardo
Bazan Castillo, Santiago
author2_role author
author
dc.subject.none.fl_str_mv Stock market
assets
volatility
Beta
risk
structuring
portfolios
Mercado bursátil
activos
volatilidad
Beta
riesgo
estructuración
portafolios
topic Stock market
assets
volatility
Beta
risk
structuring
portfolios
Mercado bursátil
activos
volatilidad
Beta
riesgo
estructuración
portafolios
description A common feature of the markets where financial assets are traded in equity and fixed, is its volatility. This scenario of uncertainty generates opportunities to accumulate wealth by structuring optimal portfolios, but for that it is necessary for the investor to manage a series of financial, economic, and mathematical tools, among others, to opt for the best position in this market. Therefore, to validate portfolio selection models, descriptive statistics were used, whose monitoring operation was developed with high and low risk portfolios. The method used for the development of this work was descriptive, using historical information of different actions listed in different stock indices. In the work it is possible to demonstrate that through the use of tools it is possible to structure portfolios with different degrees of risk, which is measured by the standard deviation, in addition to determine how the stock reacts to changes in the stock market, determined with this Beta of the assets.
publishDate 2018
dc.date.none.fl_str_mv 2018-02-12
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv https://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/14288
10.15381/quipu.v25i49.14288
url https://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/14288
identifier_str_mv 10.15381/quipu.v25i49.14288
dc.language.none.fl_str_mv spa
language spa
dc.relation.none.fl_str_mv https://revistasinvestigacion.unmsm.edu.pe/index.php/quipu/article/view/14288/12534
dc.rights.none.fl_str_mv https://creativecommons.org/licenses/by-nc-sa/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidad Nacional Mayor de San Marcos, Facultad de Ciencias Contables
publisher.none.fl_str_mv Universidad Nacional Mayor de San Marcos, Facultad de Ciencias Contables
dc.source.none.fl_str_mv Quipukamayoc; Vol. 25 Núm. 49 (2017); 129-140
Quipukamayoc; Vol. 25 No. 49 (2017); 129-140
1609-8196
1560-9103
reponame:Revistas - Universidad Nacional Mayor de San Marcos
instname:Universidad Nacional Mayor de San Marcos
instacron:UNMSM
instname_str Universidad Nacional Mayor de San Marcos
instacron_str UNMSM
institution UNMSM
reponame_str Revistas - Universidad Nacional Mayor de San Marcos
collection Revistas - Universidad Nacional Mayor de San Marcos
repository.name.fl_str_mv
repository.mail.fl_str_mv
_version_ 1795238278025183232
score 13.905282
Use of the standard correlation and deflection coefficient in the selection of portfolios of financial assets of variable income
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