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Cómo Crear Un Portafolio De Inversión Con Las Opciones Que Ofrecen Los Fondos De Pensiones Voluntarias En Colombia: El Caso De Skandia


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    Este caso consiste en aplicar el modelo de construcción de portafolios de Markowitz (1952) para armar portafolios óptimos a partir de la mezcla de varias alternativas de inversión que ofrece un Fondo de Pensiones Voluntarias como Skandia, con diversas clases de riesgo, teniendo en cuenta el nivel deaversión al riesgo de los inversionistas.

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    Article provided by UNIVERSIDAD ICESI in its journal ESTUDIOS GERENCIALES.

    Volume (Year): (2009)
    Issue (Month): ()

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    Handle: RePEc:col:000129:006878

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    Keywords: Portafolios óptimos; línea de mercado de capitales; asignación de capital; nivelde aversión al riesgo; riesgo.;

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