Abstract

This research presents a methodological analysis that will allow to actively man-age the risk of financial assets, through an understandable study and mix of technical differences used by the financial literature. In this way, the research will al-low the delivery of precise information on the risk-generating components of the assets studied. The methodology used corresponds to the wavelet decomposition method, combined with the VaR methodology, which as a whole proves to be an efficient way of controlling the financial risk of the investment portfolios used, thus allowing to identify the main risk generating components to which it is ap-plied. investors and fund managers submit