SELECCIÓN DE PORTAFOLIOS DE ACCIONES A PARTIR DE LA LINEA DE MERCADO DE CAPITALES CON ACTIVOS FINANCIEROS DE COLOMBIA


Authors

  • EDUARDO ARTURO CRUZ T
  • JORGE HERNAN RESTREPO
  • PEDRO DANIEL MEDINA V

Abstract

La meta principal de los inversionistas en los mercados financieros es lograr maximizar los rendimientos minimizando riesgos. Para alcanzar estos objetivos han surgido diferentes teorías en épocas recientes. El trabajo plantea la aplicación de varios modelos de optimización en Excel que permite crear portafolios optimizados a partir de las teorías de portafolios de renta fija, de renta variable de Markowitz, y por ultimo el concepto de línea de mercado de capitales para determinar la composición porcentual accionaria que optimiza la prima por riesgo en el conjunto eficiente

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Published

2007-01-08

How to Cite

CRUZ T, E. . A. ., RESTREPO, J. . H. ., & MEDINA V, P. . D. . (2007). SELECCIÓN DE PORTAFOLIOS DE ACCIONES A PARTIR DE LA LINEA DE MERCADO DE CAPITALES CON ACTIVOS FINANCIEROS DE COLOMBIA. Scientia Et Technica, 1(35). Retrieved from https://revistas.utp.edu.co/index.php/revistaciencia/article/view/5449

Issue

Vol. 1 No. 35 (2007)

Section

Industrial

License

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