Modelo de selección, evaluación y ajuste de portafolios de acciones comunes inscritas en bolsa a partir de minería de datos


Rojas-Blanco, Hernán

Proyecto de graduación (Licenciatura en Administración de Empresas. Énfasis en Finanzas) Instituto Tecnológico de Costa Rica, Escuela de Administración de Empresas, 2018.
Perhaps, two of the main uncertainties or sources generating uncertainty with which an entity should coexist in the role of investor, be it physical or legal, product of the need to efficiently and efficiently manage the surplus of its financial resources are: the decision of which financial instrument to invest in, as well as the use of an appropriate mechanism that balances the achievement of the expected returns without assuming an excessive risk or not congruent with the defined appetite for it. The objective of this academic work is to support this figure in these two big questions that perpetually gravitate around him and with which he must live in his day to day, focused on reducing the probability of loss of capital in the acquired actions; all this, through the development of a methodology of selection, evaluation and adjustment of investment portfolio of common shares issued in the stock market. The aforementioned methodology centers its operation on estimating the future value of the action acquired within a time interval defined by the investor; as well as, in the calculation and consequent allocation of a probability to the event that said estimated value is less than or equal to the acquisition price of the security in the market during the zero moment; facilitating and operationalizing in this way the taking of the decision with the appropriate reaction time through the assignment of a qualifying score or "score" that allows xviii to easily identify the appropriate moment of sale of the action in the secondary market, setting out of this way the recomposition of the portfolio of common shares held by the investor. Finally, the methodology developed will be applied in a practical way through the creation of investment scenarios based on the use of the historical records of the daily value of the common shares belonging to the issuing companies.
Instituto Tecnológico de Costa Rica. Escuela de Administración de Empresas

Publication Year
Bolsa de valores
Mercado de valores
Minería de datos
Get full text