IDEAS home Printed from https://ideas.repec.org/b/ext/admone/49.html
   My bibliography  Save this book

Gestión y Finanzas para gerentes de proyectos

Author

Listed:
  • Noé Velázquez-Espinoza
  • Mónica Colin-Salgado
  • Octavio Hernández-Castorena

Abstract

Esta obra contiene ocho investigaciones con temas de interés para aquellas personas ubicadas en posiciones de dirección y que valoran la toma de decisiones como una labor fundamental. En particular, aborda temas como la selección de portafolios de inversión, finanzas corporativas, valoración de intangibles, y control de proyectos como apoyo a la planeación, entre otros. Con un enfoque teórico-práctico, los diversos capítulos tratan las bases de cada tema, así como los debates actuales y las tendencias provenientes de la investigación y la práctica empresarial. Sin duda, el lector encontrará en este libro un instrumento útil para introducirse en los temas de la gestión y las finanzas para gerentes de proyectos. En su preparación participaron equipos de investigación de la Maestría en Gestión y Evaluación de Proyectos de Inversión de la Facultad de Administración de Empresas, en particular, de la línea de gestión de información y finanzas, en el grupo de Gestión Organizacional. Coherente con el liderazgo que la Universidad Externado de Colombia ha tenido en el campo de la gestión de proyectos, esta publicación busca convertirse en un referente para académicos y profesionales interesados en fortalecer sus competencias y actualizar su conocimiento.

Suggested Citation

  • Noé Velázquez-Espinoza & Mónica Colin-Salgado & Octavio Hernández-Castorena, 2019. "Gestión y Finanzas para gerentes de proyectos," Books, Universidad Externado de Colombia, Facultad de Administración de Empresas, number 49, August.
    • Handle: RePEc:ext:admone:49
    as

    Download full text from publisher

    File URL: https://publicaciones.uexternado.edu.co
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Brian T Pentland & Martha S. Feldman, 2008. "Issues in Empirical Field Studies of Organizational Routines," Chapters, in: Markus C. Becker (ed.), Handbook of Organizational Routines, chapter 13, Edward Elgar Publishing.
    2. John R. Birge, 1997. "State-of-the-Art-Survey---Stochastic Programming: Computation and Applications," INFORMS Journal on Computing, INFORMS, vol. 9(2), pages 111-133, May.
    3. Philippe Artzner & Freddy Delbaen & Jean‐Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228, July.
    4. Jonathan Wylie & Qiang Zhang & Tak Kuen Siu, 2010. "Can expected shortfall and Value-at-Risk be used to statically hedge options?," Quantitative Finance, Taylor & Francis Journals, vol. 10(6), pages 575-583.
    5. Simon, Herbert A, 1979. "Rational Decision Making in Business Organizations," American Economic Review, American Economic Association, vol. 69(4), pages 493-513, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Massimiliano Amarante, 2016. "A representation of risk measures," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(1), pages 95-103, April.
    2. Marcelo Brutti Righi & Paulo Sergio Ceretta, 2015. "Shortfall Deviation Risk: An alternative to risk measurement," Papers 1501.02007, arXiv.org, revised May 2016.
    3. Luciano de Castro & Antonio F. Galvao & Gabriel Montes-Rojas & Jose Olmo, 2022. "Portfolio selection in quantile decision models," Annals of Finance, Springer, vol. 18(2), pages 133-181, June.
    4. Sofiane Aboura, 2014. "When the U.S. Stock Market Becomes Extreme?," Risks, MDPI, vol. 2(2), pages 1-15, May.
    5. Gordon J. Alexander & Alexandre M. Baptista, 2004. "A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model," Management Science, INFORMS, vol. 50(9), pages 1261-1273, September.
    6. Christina Büsing & Sigrid Knust & Xuan Thanh Le, 2018. "Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 339-365, December.
    7. Winter, Peter, 2007. "Managerial Risk Accounting and Control – A German perspective," MPRA Paper 8185, University Library of Munich, Germany.
    8. Cui, Xueting & Zhu, Shushang & Sun, Xiaoling & Li, Duan, 2013. "Nonlinear portfolio selection using approximate parametric Value-at-Risk," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2124-2139.
    9. Francisco B. Galarza & Gabriella Wong, 2017. "The Impact of Price Information on Consumer Behavior: An Experiment," Working Papers 106, Peruvian Economic Association.
    10. Castro, Luciano de & Galvao, Antonio F. & Kim, Jeong Yeol & Montes-Rojas, Gabriel & Olmo, Jose, 2022. "Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
    11. Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2014. "Beyond cash-additive risk measures: when changing the numéraire fails," Finance and Stochastics, Springer, vol. 18(1), pages 145-173, January.
    12. Li, Xiao-Ming & Rose, Lawrence C., 2009. "The tail risk of emerging stock markets," Emerging Markets Review, Elsevier, vol. 10(4), pages 242-256, December.
    13. Choo, Weihao & de Jong, Piet, 2015. "The tradeoff insurance premium as a two-sided generalisation of the distortion premium," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 238-246.
    14. Louis Anthony (Tony)Cox, 2008. "What's Wrong with Risk Matrices?," Risk Analysis, John Wiley & Sons, vol. 28(2), pages 497-512, April.
    15. Jay Cao & Jacky Chen & John Hull & Zissis Poulos, 2021. "Deep Hedging of Derivatives Using Reinforcement Learning," Papers 2103.16409, arXiv.org.
    16. Ji, Ronglin & Shi, Xuejun & Wang, Shijie & Zhou, Jinming, 2019. "Dynamic risk measures for processes via backward stochastic differential equations," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 43-50.
    17. Malavasi, Matteo & Ortobelli Lozza, Sergio & Trück, Stefan, 2021. "Second order of stochastic dominance efficiency vs mean variance efficiency," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1192-1206.
    18. Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018. "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
    19. Rostagno, Luciano Martin, 2005. "Empirical tests of parametric and non-parametric Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) measures for the Brazilian stock market index," ISU General Staff Papers 2005010108000021878, Iowa State University, Department of Economics.
    20. Dimitrios G. Konstantinides & Georgios C. Zachos, 2019. "Exhibiting Abnormal Returns Under a Risk Averse Strategy," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 551-566, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ext:admone:49. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Carolina Esguerra (email available below). General contact details of provider: http://administracion.uexternado.edu.co .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.