Relación rentabilidad – riesgo en la región de Latinoamérica de la industria financiera
DOI:
https://doi.org/10.31637/epsir-2024-508Palabras clave:
Rentabilidad, Riesgo, Financiero, Fintech, Digital, PortafoliosResumen
Introducción: El presente artículo analiza la relación rentabilidad-riesgo en la industria financiera de Latinoamérica, revisando entidades tradicionales del sector bancario como entidades de índole digital o Fintech. En la Metodología desarrollada se utiliza la frontera de eficiencia de Markowitz, evaluando opciones de portafolios de inversión para lograr una combinación óptima de activos que genere la mayor rentabilidad posible con un nivel de riesgo asumido tolerable. Los Resultados presentan entidades tradicionales con niveles de volatilidad relativamente bajos y retornos favorables, por su parte las entidades digitales, o Fintech, presentan rentabilidades más altas, pero asumiendo niveles también mayores de exposición por volatilidad. Se destaca la relevancia de incluir en los portafolios entidades que integren tecnologías de índole financiero para tener nuevas opciones de rentabilidad considerable y mayor diversificación. Discusión: Se revisan las limitaciones del estudio como la falta de mayor numero de emisores de naturaleza Fintech en bolsas de valores, proporcionando opciones de investigación a futuro procurando incluir mayor número de emisores e incluir elementos políticos y económicos que incidan en el precio. Se Concluye además que la diversificación en la contemplación de entidades tradicionales como Fintech permite mayores opciones y criterios para optimizar inversiones en la región.
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