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Criterios Difusos En La Seleccion De Carteras

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  • Christian Camilo Vargas R

Abstract

Active portfolio management recognizes the subjective nature of optimal asset distribution in a portfolio. While agent’s interest can guide the selection of optimal asset distribution. There is a gap between optimal assets selection through models that consider market risk and portfolio selection and the agent’s own selection of a portfolio that maximizes his/her expectations. Agents also consider expected return and portfolio risk to investor expectations. This study aims to finds ways to incorporate the investors’ expectation on expected return and portfolio risk.

Suggested Citation

  • Christian Camilo Vargas R, 2010. "Criterios Difusos En La Seleccion De Carteras," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 3(2), pages 29-44.
    • Handle: RePEc:ibf:riafin:v:3:y:2010:i:2:p:29-44
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    More about this item

    Keywords

    indifference curve; efficient frontier; compliance; utility; multivalency.;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G1 - Financial Economics - - General Financial Markets
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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