3. Investigación

URI permanente para esta comunidadhttps://hdl.handle.net/20.500.12640/4065

Esta colección reúne las contribuciones de acceso abierto realizadas por los docentes e investigadores de la Universidad ESAN, publicadas en fuentes académicas externas. Los trabajos aquí incluidos abarcan una amplia gama de temas de relevancia académica y profesional, y están orientados a fortalecer el conocimiento y el impacto de la investigación en diversas disciplinas. Estos estudios están disponibles para el público en general, promoviendo la difusión y el intercambio de conocimientos en beneficio de la comunidad académica y de la sociedad.

Examinar

Filtros

20121

Ajustes

Autor: search.filters.author.Berrocal, Renzo

Resultados de la búsqueda

Mostrando 1 - 1 de 1
  • Miniatura
    ÍtemAcceso Abierto
    Emerging markets portfolio creating a Latin American portfolio peruvian case study
    (David Publisher, 2012) Lizarzaburu, Edmundo. R.; Quispe Salguero, Julio; Berrocal, Renzo
    The case study seeks to identify the most important issues encountered in developing a new portfolio in a Latin America country, exploring several alternatives which include not only stock and sovereign bonds but also more sophisticate products such as American Depositary Receipt (ADR) or Exchange Traded Fund (ETF) from emerging countries, and determine what are the risks involved in the process following not only Basil III standards, but also the local best practice recommend by the local regulators. The study at the beginning used historical information (normal distribution formulas) of several equities and bonds (n = 142) and then selected five Peruvian instruments (one of this involved at least 25 equities, N = 5, n = 30) and then other 30 (one of this include an ETF, N = 30, n = 55) in order to determine the best return and risk combination for an emerging market portfolio. Besides, the additional objective is to examine and introduce the reader in some statistics formulas used in finance and risk management. Senior management must evaluate the issues associated with the new portfolio and strategy developed.