Modelos Logit-Probit Y Value At Risk Como Medida Del Riesgo En El Índice Col 2

Abstract

The risk in the investments is of vital importance for the shareholders, because investments have two important factors such as profit and risk. The main source of data for this project was the Bolsa de Valores de Colombia (BVC). These data belong to time series given the fact that that the information required for this project was analyzed during certain period of time. The risk analysis allowed knowing internal and external variables so that the investor can invest; In the case of this research, the objective was estimated the investor risk in the COL 20 index using the Logit, Probit and Value at Risk models. Once the study is done, it allowed to conclude that the models in effect allowed reduce the risk of invest since, thanks to the amount of data, it allows having great support to obtain true and reliable results in the short term due to the fact that it was used the historical method.