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The special relationship between finance, econometrics, statistical modeling and computational simulation processes has experimented an increase in the last 50 years. The aim of this paper is to explain some considerations related to the potential application of the decision trees in financial theory and particularly as a complement in the design of traditional profitability trees. This paper suggests that the relevance attributed to profitability trees as well as portfolio modelling in financial theory, must be supplemented and secured by simulation tools which allows to anticipate future scenarios and the development of ex-ante policies. Therefore, the analysis of an investment portfolio is reinforced through profitability trees, particularly, aslant three different combinations of risk and profitability. This exercise allows to conclude that the returns of an investment portfolio related to the proposed scenarios show different results based on the Statistical probability of winning or losing.

Breves consideraciones acerca de la importancia de los árboles de decisión en el análisis de carteras