Valor en Riesgo y simulación: una revisión sistemática
Resumen
El valor en riesgo es la medida de mercado utilizada por las instituciones financieras y adoptada por el Comité de Basilea para calcular y gestionar el riesgo, lo que la convierte en una medida necesaria para el sector financiero. En este artículo se realiza un estudio bibliométrico del Valor en Riesgo (VaR) y su cálculo mediante procesos de simulación. Para ello se revisan las investigaciones publicadas en los últimos 20 años en las bases de datos Scopus y Web of Science, recopilando los documentos más relevantes para su análisis. Posteriormente se presenta la justificación del tema y se elabora la red social utilizando la analogía del árbol, en la que cada uno de los documentos más importantes se clasifican como raíz, tronco u hoja. Finalmente, se identifican las perspectivas de investigación del tema mediante un análisis de co-citaciones. Se concluye que las mujeres tienen un alto grado de participación en cargos gerenciales, sin embargo, se nota una diferencia significativa de 3.492.556 pesos en los salarios de los dos sexos, donde los hombres son quienes obtiene mayores ingresos.
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