Opciones exóticas: conceptualización y evolución en la literatura a partir de una revisión sistemática

Autores/as

DOI:

https://doi.org/10.17533/udea.le.n95a342627

Palabras clave:

derivados exóticos, derivado, compraventa de opciones, mercado de derivados, opción dependiente de la trayectoria

Resumen


El artículo desarrolla un análisis conceptual de la literatura sobre opciones exóticas a partir de dos objetivos específicos: primero, describir los principales conceptos, características y tipos de opciones exóticas; segundo, analizar la evolución de las publicaciones en la temática. Metodológicamente, se efectúa una investigación documental de autores clásicos y una revisión sistemática de la literatura bajo protocolo en las bases de datos bibliográficas Scopus y Web of Science. Las 96 publicaciones obtenidas se someten a análisis bibliométricos y de contenido. Se identifican trabajos publicados mayoritariamente en revistas (72%) entre 2006 y 2015 (64%), en su mayoría sobre valoración de opciones exóticas. Las opciones dependientes de la trayectoria del precio del activo subyacente son las más utilizadas, en especial barrera, lookback y asiáticas. Como contribución teórica, el análisis de la evolución de la literatura representa un cimiento sustancial para futuros estudios pues permite individualizar las publicaciones más relevantes sobre opciones exóticas, detectar brechas en el campo del conocimiento y reconocer temas en auge. A nivel práctico, la mejor comprensión del tema podría derivar en una mayor utilización de instrumentos exóticos.

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Biografía del autor/a

Gabriela Pesce, Universidad Nacional del Sur

Licenciada en Administración y Doctora en Economía. Secretaria de Posgrado y Relaciones Internacionales, docente de grado y posgrado en el área de administración financiera. Departamento de Ciencias de la Administración, Universidad Nacional del Sur.

Florencia Verónica Pedroni, Universidad Nacional del Sur

Contadora Pública y Doctora en Ciencias de la Administración. Becaria posdoctoral del Consejo Nacional de Investigaciones Científicas y Técnicas (CONICET) y ayudante de docencia en el Departamento de Ciencias de la Administración, Universidad Nacional del Sur.

Etelvina Chavez, Consejo Nacional de Investigaciones Científicas y Técnicas (CONICET); Departamento de Ciencias de la Administración, Universidad Nacional del Sur (DCA, UNS)

Licenciada en Administración. Becaria doctoral del Consejo Nacional de Investigaciones Científicas y Técnicas (CONICET) y ayudante de docencia en el área de administración Departamento de Ciencias de la Administración, Universidad Nacional del Sur.

María de la Paz Moral, Universidad Nacional del Sur

Licenciada en Administración, Especialista en Costos y Gestión Empresarial, alumna del Doctorado en Ciencias de la Administración, colaboradora en Secretaría de Posgrado y Relaciones Internacionales, docente de grado en el área de administración. Departamento de Ciencias de la Administración, Universidad Nacional del Sur.

María Andrea Rivero, Universidad Nacional del Sur

Licenciada en Administración, alumna del Doctorado en Ciencias de la Administración. Docente de grado en el área de administración y metodología de la investigación. Departamento de Ciencias de la Administración, Universidad Nacional del Sur.

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2021-05-26

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Pesce, G., Pedroni, F. V., Chavez, E., Moral, M. de la P., & Rivero, M. A. (2021). Opciones exóticas: conceptualización y evolución en la literatura a partir de una revisión sistemática. Lecturas De Economía, (95), 231–275. https://doi.org/10.17533/udea.le.n95a342627

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