IDEAS home Printed from https://ideas.repec.org/a/eac/articl/02-12.html
   My bibliography  Save this article

Teoría de Markowitz con metodología EWMA para la toma de decisión sobre cómo invertir su dinero

Author

Listed:
  • Carlos Mario García Díaz

    (Universidad Piloto de Colombia.)

  • Katherine Betancourt Bejarano

    (Universidad Piloto de Colombia.)

  • Viviana Lozano Riaño.

    (Universidad Piloto de Colombia.)

Abstract

Actualmente los mercados financieros ofrecen diversas alternativas de inversión, que incluyen una gran variedad de activos, los cuales se diferencian entre sí, por el nivel de rentabilidad, liquidez, volatilidad y bursatilidad, asociada con los mismos, entre otras características propias del mercado; lo que conlleva a que los inversionistas utilicen diversas herramientas que les permitan escoger inversiones óptimas incurriendo en un nivel de riesgo determinado. Dado lo anterior, este documento plantea un modelo de optimización de portafolios eficientes basado en la teoría de Markowitz, utilizando metodología EWMA para el cálculo del riesgo del portafolio.

Suggested Citation

  • Carlos Mario García Díaz & Katherine Betancourt Bejarano & Viviana Lozano Riaño., 2013. "Teoría de Markowitz con metodología EWMA para la toma de decisión sobre cómo invertir su dinero," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 1, pages 1-1, June.
    • Handle: RePEc:eac:articl:02/12
    as

    Download full text from publisher

    File URL: http://www.unagaliciamoderna.com/eawp/coldata/upload/Vol1_2013_teoria_Markowitz.pdf
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eac:articl:02/12. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Jose González Seoane (email available below). General contact details of provider: https://edirc.repec.org/data/cecorea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.