UNA PROPUESTA METODOLÓGICA PARA LA OPTIMIZACIÓN DE PORTAFOLIOS DE INVERSIÓN Y SU APLICACIÓN AL CASO COLOMBIANO (Article published in Spanish)

Authors

  • Guillermo Buenaventura Vera Profesor de tiempo completo de la Universidad Icesi; PhD (C) Nuevas Tendencias en Administración, Universidad de Salamanca; Magíster en Administración de Empresas, Eafit-Icesi; Magíster en Ingeniería Industrial y Sistemas, Universidad del Valle; Especialista en Finanzas, Universidad del Valle; Ingeniero Químico, Universidad del Valle.
  • Andrés Felipe Cuevas Ulloa Estudiante de Décimo Semestre de Administración de Empresas, Universidad Icesi.

Keywords:

International portfolio, efficient frontier, risk management, capital market line, variance, covariance, stocks, fixed income, optimization

Abstract

The capital markets offer different alternatives for investments, where each asset have a level of given risk. The job of financial advisors is to obtain the greater yield diminishing the risk and on this subject have arisen several theories. This paper raises the development of a model and modification in Excel that allows to create efficient portfolios using Markowitz theory and also the concept of the straight line of the capital market employing assets of the real market.

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Published

2005-06-30

Issue

No. 95 Abr-Jun 2005

Section

Research articles

License

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How to Cite

UNA PROPUESTA METODOLÓGICA PARA LA OPTIMIZACIÓN DE PORTAFOLIOS DE INVERSIÓN Y SU APLICACIÓN AL CASO COLOMBIANO (Article published in Spanish). (2005). Estudios Gerenciales, (95), 13-36. https://webcache.icesi.edu.co/revistas/index.php/estudios_gerenciales/article/view/160