Análisis del riesgo de mercado en portafolios conformados por activos financieros a través de un método matemático que contribuya a la disminución de la incertidumbre de inversión para las mipymes

Abstract

The different inconveniences that micro, small and medium-sized companies have when accessing financing resources with traditional financial entities to grow, sustain and remain requires finding investment alternatives that guarantee some resources and improve cash flows. For this reason, this work was focused on determining a mathematical method for measuring market risks in portfolios made up of financial assets that reduces investment uncertainty for micro, small and medium-sized companies. Through a documentary-type qualitative methodology, a concept of market financial risk was analyzed, the most relevant characteristics were identified, and different secondary sources were examined to determine, between the Montecarlo, the historical simulation, and the variances and covariances simulation methods, which may have greater relevance in identifying market risk and help micro, small and mediumsized companies make investment decisions.