Resumen

	ECO	P FBCOLOMB	ISA	Po rtafolio
VaR sin promedios, NC = 95% y H = 250	1 7,008975741454	6,0001 9579925925	15,002 1205275282	8,0006 9513946404
VaR con promedios, NC = 95% y H = 250	17 ,0090693230293	7,0002 1210746552	16,002 1880560683	8,000 7217329587
VaR sin promedios, NC = 95% y H = 500	12 ,0048175999161	2,001 1665536307	6,0007 3327511721	5,0002 8956100564
VaR con promedios, NC = 95% y H = 500	12 ,0048672309775	3,0011 8419466552	6,000 7622227941	5,0003 0436976491
VaR sin promedios, NC = 99% y H = 250	7, 00397064315263	0	4,0006 4241285639	2,0001 4445916113
VaR con promedios, NC = 99% y H = 250	7, 00401163260812	1,0000 0000278114	4,0006 6428484215	2,0001 5154099775
VaR sin promedios, NC = 99% y H = 500	12 ,0048175999161	2,0011 6655363073	6,0007 3327511721	5,0002 8956100564
VaR con promedios, NC = 99% y H = 500	12 ,0048672309775	3,0011 8419466552	6,000 7622227941	5,0003 0436976491
VaR SH, NC = 95% y H = 250	20 ,0100793900687	10,000 3133762384	17,002 3570764449	11,000 9070565652
VaR SH, NC = 95% y H = 500	32 ,0139471948101	17,002 8680508645	25,003 1545412919	19,001 8755053324
VaR SH, NC = 99% y H = 250	4, 00179684593861	0	2,0002 4053446162	2,0000 3436732289
VaR SH, NC = 99% y H = 500	5, 00208130721835	1,0008 3998242338	3,000 2405500786	4,0000 7239002439
VaR SMC, NC = 95% y H = 250	17 ,0093973157008	4,0000 6494334954	9,0013 4932149692	11,001 0548080044
VaR SMC, NC = 95% y H = 500	29 ,0130773712762	9,0019 8655778621	13,001 8075376457	21,002 2414973628
VaR SMC, NC = 99% y H = 250	8, 00428712139614	0	2,0003 3108544945	4,0002 9795823917
VaR SMC, NC = 99% y H = 500	14 ,0055367419958	1,0009 0304479033	3,0003 4805468623	10,00 0693960515