Diversificación del riesgo idiosincrático para portafolios de acciones de los países pertenecientes al MILA
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La diversificación de portafolios es una teoría que se ha puesto a prueba en varios mercados del mundo, sin embargo, existen cuestionamientos sobre su crisis; esta teoría propone que, para reducir el riesgo idiosincrático de un portafolio, los inversionistas específicos realizan sus inversiones en distintos activos de diferentes sectores de la economía para contrarrestar las variaciones del mercado. Tomando como referencia esto, en el siguiente trabajo de investigación se realizará un análisis de la diversificación de portafolios para el Mercado Integrado Latinoamericano (MILA), una integración bursátil transnacional de la bolsa de valores de México, Chile, Colombia y Perú, con el objetivo de verificar que el riesgo idiosincrático se reduce a medida que se acuerdan acciones en un portafolio.
Portfolio diversification is a theory that has been tested in several markets around the world, however, there are questions about its effectiveness; this theory proposes that in order to reduce the idiosyncratic risk of a portfolio investors should invest in different assets in different sectors of the economy to counteract variations in the economy, taking this as a reference in the following research work, an analysis of the diversification of portfolios for the Latin American Integrated Market (MILA), which is a transnational stock exchange integration of the stock exchanges of Chile, Colombia, México and Perú, Will be carried out with the objective of proving that the idiosyncratic risk is reduced as shares are added to a portfolio. For this purpose, the first step is to search for and obtain the prices of the most liquid shares and the stock market index for each market from 2014 to 2018. After obtaining the necessary information collected, the simulations are carried out and the results are analyzed in order to find the optimal number of shares with which the minimum idiosyncratic risk is obtained. This will give investors clearer and more transparent information about their investments