Portafolio de inversión en acciones un enfoque estocástico


Authors

  • Eduardo Arturo Cruz T
  • Jorge Hernan Restrepo C
  • Pedro Daniel Medina V

DOI:

https://doi.org/10.22517/23447214.3213

Abstract

Este documento expone una metodología para realizar inversiones óptimas en instrumentos de renta variable como las acciones utilizando el procedimiento de Markowitz con un enfoque estocástico, desarrollando los cálculos en hoja electrónica Excel, apoyándose en los complementos de Cristal Ball para la simulación Montecarlo y Optquest para la optimización mediante la meta heurística de Branch and bound.

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Published

2008-08-30

How to Cite

Cruz T, E. A., Restrepo C, J. H., & Medina V, P. D. (2008). Portafolio de inversión en acciones un enfoque estocástico. Scientia Et Technica, 2(39). https://doi.org/10.22517/23447214.3213

Issue

Vol. 2 No. 39 (2008)

Section

Industrial

License

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