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Una propuesta metodológica para la optimización de portafolios de inversión y su aplicacion al caso colombiano

Author

Listed:
  • Guillermo Buenaventura Vera
  • Andrés Felipe Cuevas Ulloa

Abstract

El mercado de capitales constituye un universo oferente de diversas alternativas de inversión donde cada activo tiene un nivel de riesgo dado. La función de los financistas está en lograr el mayor rendimiento minimizando el riesgo y sobre este tema han surgido varias teorías. El trabajo plantea la aplicación de un modelo de optimización en Excel que permite crear portafolios eficientes a partir de la teoría del portafolio moderno de Markowitz y empleando el concepto de la línea del mercado de capitales con activos disponibles en el mercado.

Suggested Citation

  • Guillermo Buenaventura Vera & Andrés Felipe Cuevas Ulloa, 2006. "Una propuesta metodológica para la optimización de portafolios de inversión y su aplicacion al caso colombiano," Estudios Gerenciales, Universidad Icesi, January.
    • Handle: RePEc:col:000129:003722
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    More about this item

    Keywords

    Portafolios internacionales; frontera eficiente; línea de mercado de capitales; renta fija; varianza; covarianza; acciones y optimización;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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