En la presente tesis de aplicación de Factores de Inversión: Value, Volatility, Quality y Momentum en la Bolsa de Valores de Lima (BVL), se utilizó como Benchmark el Índice General de la Bolsa de Valores de Lima (IGBVL), conformada por 39 valores, que mediante filtros de liquidez y tiempo de cotización en la Bolsa quedaron 27, por falta de datos se llegó finalmente a 25 valores. Luego, se definen las variables de cada factor. Para el Factor Value: PER y PBV (Price to Book). Para el Factor Momentum la variable momento de los precios. Para el Factor Quality la variable ROE. Para el Factor Volatility la variable Volatilidad total. Seguidamente, se aplican procedimientos para analizar las variables de los cuatro factores a los datos para escoger aquellos que puedan superar al Benchmark. Finalmente, se demuestra que en los últimos diez años que el portafolio, con valores que tengan un ratio PER (Variable del Factor Value) inferior al promedio de la Bolsa y actualizando la cartera de manera trimestral, tiene un mejor rendimiento que el Benchmark y el portafolio conformado por empresas con ratio PER superior al promedio de la Bolsa. Los resultados han sido enmarcados en un nivel de confianza al 95%. / In this thesis of application of Investment Factors: Value, Volatility, Quality and Momentum in the Lima Stock Exchange (BVL), the General Index of the Lima Stock Exchange (IGBVL) was used as Benchmark, consisting of 39 values, which by means of liquidity filters and time of quotation in the Stock Exchange were 27, due to lack of data, finally 25 values were reached. Then, the variables of each factor are defined. For the Value Factor: PER and the Price to Book. For the Momentum Factor the price momentum variable. For the Quality Factor, the variable ROE. For the Volatility Factor the variable Total Volatility. Next, procedures are applied to analyze the variables of the four factors to the data to choose those that can surpass the Benchmark. Finally, it is shown that in the last ten years that the portfolio, with values that have a PER (Variable Value Factor) ratio lower than the average of the Exchange and updating the portfolio quarterly, has a better performance than the Benchmark and the portfolio made up of companies with a PER ratio higher than the average of the Stock Exchange. The results have been framed at a 95% confidence level. / Trabajo de investigación

Целью работы является анализе и оценке значимых факторов развития частного инвестирования в инновационные проекты малого бизнеса. В работе предложен методический подход к анализу и оценке факторов частных инвестиций в инновационные проекты малого бизнеса, который позволяет разрабатывать меры, направленные на стимулирование роста частных инвестиций в инновационные проекты малого бизнеса. Также получена совокупность моделей, которые позволяют получать количественные оценки влияния экономических факторов на объем частного инвестирования в инновационные проекты малого бизнеса и строить прогнозы его развития. / The aim of the work is to analyze and evaluate significant factors in the development of private investment in innovative small business projects. The paper proposes a methodical approach to the analysis and evaluation of factors of private investment in innovative small business projects, which allows you to develop measures aimed at stimulating the growth of private investment in innovative small business projects. Also, a set of models that allow the aim is to obtain quantitative estimates of the impact of economic factors on the volume of private investment in innovative small business projects and to make forecasts of its development.