The Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks: Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks.

Descripción del Articulo

This study applies Monte Carlo simulation to analyze investment portfolios, focusing on the risk and return of ten selected Mexican stocks from diverse industries. By generating 1,000 random weight combinations, the simulation revealed a wide range of portfolio performance scenarios. Results highlig...

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Detalles Bibliográficos
Autor: de la Vega Meneses, José Gerardo
Formato: artículo
Fecha de Publicación:2025
Institución:Universidad Nacional Jorge Basadre Grohmann
Repositorio:Revistas - Universidad Nacional Jorge Basadre Grohmann
Lenguaje:español
OAI Identifier:oai:revistas.unjbg.edu.pe:article/2218
Enlace del recurso:https://revistas.unjbg.edu.pe/index.php/eyn/article/view/2218
Nivel de acceso:acceso abierto
Materia:Simulación
Monte
Carlo
portafolios
de
inversión
Sharpe
ratio
Simulation
investment
portfolios
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network_acronym_str REVUNJBG
network_name_str Revistas - Universidad Nacional Jorge Basadre Grohmann
repository_id_str
spelling The Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks: Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks.Análisis de portafolios de inversión mediante simulación de Monte Carlo en Python:: Evaluación del riesgo y rendimiento con acciones mexicanasde la Vega Meneses, José GerardoSimulaciónMonteCarloportafoliosdeinversiónSharperatioMonteCarloSimulationinvestmentportfoliosSharperatioThis study applies Monte Carlo simulation to analyze investment portfolios, focusing on the risk and return of ten selected Mexican stocks from diverse industries. By generating 1,000 random weight combinations, the simulation revealed a wide range of portfolio performance scenarios. Results highlighted the importance of the Sharpe ratio in identifying optimal portfolios, showing that higher returns often come with greater volatility, while stable portfolios provide better risk-return balance. The efficient frontier visualized the relationship between volatility and expected returns. This analysis demonstrates the value of Monte Carlo simulation as a tool for optimizing asset allocation and supporting informed investment decisions.Este estudio utiliza la simulación de Monte Carlo para analizar portafolios de inversión, evaluando el riesgo y rendimiento de diez acciones mexicanas seleccionadas de diversas industrias. Generando 1000 combinaciones aleatorias de ponderaciones. La simulación mostró una amplia gama de escenarios de desempeño para las carteras. Los resultados destacaron la importancia del índice de Sharpe para identificar portafolios óptimos, revelando que mayores rendimientos suelen implicar mayor volatilidad, mientras que las carteras estables ofrecen un mejor balance riesgo-retorno. La frontera eficiente visualizó esta relación. Este análisis demuestra el valor de la simulación Monte Carlo para optimizar asignaciones de activos y apoyar decisiones informadas.Universidad Nacional Jorge Basadre Grohmann2025-10-29info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://revistas.unjbg.edu.pe/index.php/eyn/article/view/221810.33326/27086062.2025.2.2218Economía & Negocios; Vol. 7 Núm. 2 (2025): Economía & Negocios: Octubre - Marzo2708-606210.33326/27086062.2025.2reponame:Revistas - Universidad Nacional Jorge Basadre Grohmanninstname:Universidad Nacional Jorge Basadre Grohmanninstacron:UNJBGspahttps://revistas.unjbg.edu.pe/index.php/eyn/article/view/2218/2458Derechos de autor 2025 José Gerardo de la Vega Meneseshttps://creativecommons.org/licenses/by/4.0info:eu-repo/semantics/openAccessoai:revistas.unjbg.edu.pe:article/22182025-10-30T14:08:18Z
dc.title.none.fl_str_mv The Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks: Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks.
Análisis de portafolios de inversión mediante simulación de Monte Carlo en Python:: Evaluación del riesgo y rendimiento con acciones mexicanas
title The Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks: Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks.
spellingShingle The Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks: Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks.
de la Vega Meneses, José Gerardo
Simulación
Monte
Carlo
portafolios
de
inversión
Sharpe
ratio
Monte
Carlo
Simulation
investment
portfolios
Sharpe
ratio
title_short The Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks: Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks.
title_full The Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks: Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks.
title_fullStr The Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks: Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks.
title_full_unstemmed The Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks: Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks.
title_sort The Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks: Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks.
dc.creator.none.fl_str_mv de la Vega Meneses, José Gerardo
author de la Vega Meneses, José Gerardo
author_facet de la Vega Meneses, José Gerardo
author_role author
dc.subject.none.fl_str_mv Simulación
Monte
Carlo
portafolios
de
inversión
Sharpe
ratio
Monte
Carlo
Simulation
investment
portfolios
Sharpe
ratio
topic Simulación
Monte
Carlo
portafolios
de
inversión
Sharpe
ratio
Monte
Carlo
Simulation
investment
portfolios
Sharpe
ratio
description This study applies Monte Carlo simulation to analyze investment portfolios, focusing on the risk and return of ten selected Mexican stocks from diverse industries. By generating 1,000 random weight combinations, the simulation revealed a wide range of portfolio performance scenarios. Results highlighted the importance of the Sharpe ratio in identifying optimal portfolios, showing that higher returns often come with greater volatility, while stable portfolios provide better risk-return balance. The efficient frontier visualized the relationship between volatility and expected returns. This analysis demonstrates the value of Monte Carlo simulation as a tool for optimizing asset allocation and supporting informed investment decisions.
publishDate 2025
dc.date.none.fl_str_mv 2025-10-29
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://revistas.unjbg.edu.pe/index.php/eyn/article/view/2218
10.33326/27086062.2025.2.2218
url https://revistas.unjbg.edu.pe/index.php/eyn/article/view/2218
identifier_str_mv 10.33326/27086062.2025.2.2218
dc.language.none.fl_str_mv spa
language spa
dc.relation.none.fl_str_mv https://revistas.unjbg.edu.pe/index.php/eyn/article/view/2218/2458
dc.rights.none.fl_str_mv Derechos de autor 2025 José Gerardo de la Vega Meneses
https://creativecommons.org/licenses/by/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Derechos de autor 2025 José Gerardo de la Vega Meneses
https://creativecommons.org/licenses/by/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidad Nacional Jorge Basadre Grohmann
publisher.none.fl_str_mv Universidad Nacional Jorge Basadre Grohmann
dc.source.none.fl_str_mv Economía & Negocios; Vol. 7 Núm. 2 (2025): Economía & Negocios: Octubre - Marzo
2708-6062
10.33326/27086062.2025.2
reponame:Revistas - Universidad Nacional Jorge Basadre Grohmann
instname:Universidad Nacional Jorge Basadre Grohmann
instacron:UNJBG
instname_str Universidad Nacional Jorge Basadre Grohmann
instacron_str UNJBG
institution UNJBG
reponame_str Revistas - Universidad Nacional Jorge Basadre Grohmann
collection Revistas - Universidad Nacional Jorge Basadre Grohmann
repository.name.fl_str_mv
repository.mail.fl_str_mv
_version_ 1847698985158967296
score 13.977225
The Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks: Portfolio Investment Analysis Using Monte Carlo Simulation in Python: Risk and Return Assessment with Mexican Stocks.
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La información contenida en este registro es de entera responsabilidad de la institución que gestiona el repositorio institucional donde esta contenido este documento o set de datos. El CONCYTEC no se hace responsable por los contenidos (publicaciones y/o datos) accesibles a través del Repositorio Nacional Digital de Ciencia, Tecnología e Innovación de Acceso Abierto (ALICIA).

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