Didactic malingerer

for the execution of

operations of
analysis of risk of
portfolio
Work of Degree Presented To obtain The Technologist's Title of bank Management
and financial institutions Convenio Sena-poligran, Medellin

Presented by:

Andrs Mauricio Restrepo Lopera

Julin Alexander Lopera Guzmn
Santiago Grizales Lopera
Jhonatan Piedrahita Chavarriaga

Noviembre 2015
 INTRODUCTION

In the project is announcing the characteristics of every product of a wide portfolio of investments,
since also showing which is the impact in profitability, that is to say, a company it can use the
malingerer's project to look in what type of investment more money is gained but also in which
investment there is more risk. The tolerance to the risk of the investments changes depending on the
profile of the investor, identifying which are the needs to the moment to invest it will allow to form the
portfolio of investments that more adjusts to his needs.
 Objective

General objective

Develops a didactic malingerer who allows the execution of operations of analysis of risk of portfolio, directed the
pymes of the city of Medellin.

Specific objectives

Identification of the information related to the design and malingerers' construction orientated towards the
calculation of risk of portfolio.

To construct the systematized and methodological structures necessary for the production of the didactic
malingerer.

To validate the practical usefulness of the malingerer, in a royal context.

 Methodology
The present work has a descriptive approach, by means of which the relation was explained
between Simulation is the development of a model logician - mathematician of a system, so that
there is obtained an imitation of a process of the system across the time. Therefore, the simulation
involves the generation of an artificial history of the system and the observation of this history by
means of the experimental manipulation; in addition, it helps us to infer the operational
characteristics of such a system. Taking the above mentioned spreadsheets as a base, a
methodology was established to create the system of simulation that consists of four principal
phases, being these:

Analysis of the requirements and of the information and information.

Design of the system.

Development and tests.

Implementation.
 RESULTS OF THE INVESTIGATION

Identification of the information related to the design and malingerers' construction orientated towards the
calculation of risk of portfolio.

Design of ideal strategies for the selection of portfolioes, an analysis of the inverse weighting to the risk
(PIR) As: For it estimations are realized out of sample and give him conditions under which the PIR drives to
weighting less risky than the strategy 1/N for the stock market of Colombia. As conclusion, one finds
evidence of the best performance of the PIR with regard to the classic strategies in terms of the indicators of
profitability, risk, ratio of Sharpe, Turnover (costs) and Turnover (stability).

Why: The aim of the article is to determine the behavior of the strategy of selection of portfolioes that
assigns a weighting to every inversely proportional assets to the individual risk of the same (PIR) and to
compare it with the classic strategies of half a variance (M-V), minimal variance (MINVAR) and strategy
equiponderada (1/N).
 Production of the didactic malingerer

Inside The process of investigation and documentation on the different types of malingerers who
exist at present, identified the language of programming that is going to be implemented in our
model it is A Visual Basic supported of statistical and mathematical financial formulae. Since one
of our aims is a totally didactic malingerer executes, one gave place to establish the
characteristics of the analysis of the information opposite to the topic.

Characteristics:

Revenue of information
Amicable interface
Develop Excel Language: Platform Excel - Visual Basic
Result type inform
Use for 10 or more active
Information updated
For the malingerer it became indispensable to apply all the statistical financial knowledge as
the variance, diversion, correlation, index of performance, risk, between others.
 Validation of the practical usefulness of the malingerer, in a royal context

First there was realized an analysis of the global functioning of the malingerer of risk of portfolio and the
most relevant things on having used. It was proceeded to explain by clarity how used the malingerer of risk
of portfolio, in him will not be explained types of commercial technologies or possible strategic decisions or
methods of production.

The pedagogic projects centred on simulations allow the learning across an experience, facilitate the
comprehension and integration of the complex systems and it favors the change of mental schemes
necessary for the learning and the evolution of the organization. The malingerer of risk of portfolio is a
current very useful tool in the area of the business, since with this one it is possible to do a test of what
would happen in the reality in our already established business or that it wants to be found, on having taken
a guessed right or erroneous decision, which does that the index of failure is diminished and that great of the
small and big businessmen they do not remain in the way analyzing from what way it is possible to come to
the goal and recover the initial investment of a rapid and effective way.
 Conclusions

By means of the simulation, one manages to retain very much more information and to develop better his
learning, elements that are important for the professional development of the pupils of the Faculty.

There has been verified that the implementation of this type of malingerers performs great importance
for the learning of the students, helps to internalize of a better way the knowledge given by the
instructor and allows that the apprentice should answer real time his knowledge.

Based on the analysis that was realized it thinks that to calculate the risk must to him realize from the
statistical tools that they are seen inside the financial exercise.