Un modelo dual para portafolios de inversion


Authors

  • Eduardo Arturo Cruz Trejos
  • Pedro Daniel Medina Varela
  • Jorge Andrés Urrutia

DOI:

https://doi.org/10.22517/23447214.559

Abstract

El Objetivo básico financiero se fundamenta en crear valor para el inversionista, ya sea maximizar la rentabilidad de la empresa o minimizar la inversión requerida. Lo anterior manifiesta la necesidad de gestar herramientas de fácil manejo para cualquier interesado en invertir en activos financieros, que le permita manejar un conjunto de inversiones a través de modelos de optimización en forma sencilla. Este artículo presenta la construcción de un portafolio de renta fija maximizando la rentabilidad y su modelo dual financiero minimizar la inversión requerida.

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Published

2011-04-30

How to Cite

Cruz Trejos , E. A., Medina Varela, P. D., & Urrutia, J. A. (2011). Un modelo dual para portafolios de inversion. Scientia Et Technica, 1(47), 113–118. https://doi.org/10.22517/23447214.559

Issue

Vol. 1 No. 47 (2011)

Section

Industrial

License

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