Resumo

ARANGO, MARTÍN DARIO; PEREZ, GIOVANNY  e  ALVAREZ, KARLA CRISTINA. MATHEMATICAL MODELLING OF THE SECURITIES COLOMBIAN BUSINESS CASE. Dyna rev.fac.nac.minas [online]. 2009, vol.76, n.158, pp.241-252. ISSN 0012-7353.

In this article shows obtaining equations explanatory market capitalization of a set of Colombian companies, which have been selected because of their relative importance in generating rates in the bag that are traded, and in particular COL20 (Index of profitability or liquidity that reflects variations in prices of the 20 most liquid shares of Colombia Stock Exchange) and IGBC (General Index of Colombia Stock Exchange), from the financial resources provided by the Colombia of values superintendence. Through a combination of principal components analysis and multiple regression equations have been estimated valuation of key enterprises, synthesizing information available on the market and avoiding the frequent problem of multicolinealidad. Thus, in addition to conventional methods, there is other additional criterion for evaluating companies, being useful in IPOs, in the process of concentration or for the financial management of these companies.

Palavras-chave : Rating firms; econometric models; Colombian firms; securities analysis.

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