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La seleccion de portafolios y la frontera eficiente : el caso de la bolsa de Medellin, 1990-1992

Author

Listed:
  • Echeverri Castro, Jose Ignacio
  • Medina, Carlos Alberto

Abstract

Este trabajo busca: brindar un mejor conocimiento de las opciones de rentabilidad y riesgo brindadas por las 32 acciones que componen el Índice de la Bolsa de Medellín (IBOMED), para el período 1990-1992, y establecer los principales cambios que han presentado estas opciones durante la década al compararlas con las del período 19791981. Una vez planteado el problema de portafolios para inversionistas con funciones de utilidad esperada definidas en sus dos primeros momentos centrales, se resuelve el problema cuadrático que el mismo genera para encontrar las fronteras de portafolios eficientes con base en las acciones que componen IBOMED.

Suggested Citation

  • Echeverri Castro, Jose Ignacio & Medina, Carlos Alberto, 1993. "La seleccion de portafolios y la frontera eficiente : el caso de la bolsa de Medellin, 1990-1992," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 39, pages 101-182, Julio Dic.
    • Handle: RePEc:lde:journl:y:1993:i:39:p:101-182
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