Portafolio mixto optimizado con activos financieros de la bolsa de valores de Colombia


Authors

  • Eduardo Cruz Trejos
  • Pedro Daniel Medina Varela
  • Manuel Pinzón Candelario

DOI:

https://doi.org/10.22517/23447214.225

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 que se ajustan a las nuevas oportunidades de negocios en la Bolsa de Valores de Colombia, aprovechando la normatividad reciente sobre fondos de inversión y las alternativas de invertir en carteras colectivas. El trabajo plantea la aplicación del modelo de activos de capital a precio de mercado (CAPM), aplicado al mercado de valores de Colombia incluyendo los títulos de tesorería (TES) del gobierno nacional.

Downloads

Download data is not yet available.

Downloads

How to Cite

Cruz Trejos , E., Medina Varela, P. . D., & Pinzón Candelario , M. (2011). Portafolio mixto optimizado con activos financieros de la bolsa de valores de Colombia. Scientia Et Technica, 3(46), 50–55. https://doi.org/10.22517/23447214.225

Issue

Vol. 3 No. 46 (2010)

Section

Industrial

License

The undersigned authors declare that the article submitted to the journal Scientia et Technica is an original work and that all its content is free of third-party copyright restrictions or has the corresponding authorizations. Consequently, the authors assume responsibility for any litigation or claim related to intellectual property rights, releasing the Technological University of Pereira and the journal Scientia et Technica from any liability.

If the submitted work is accepted for publication, the authors retain copyright to the article and grant the journal Scientia et Technica the right of first publication, as well as a non-exclusive, perpetual license to reproduce, edit, distribute, display, and publicly communicate the article in any medium or format, including print, electronic, databases, repositories, the Internet, or other scientific dissemination systems. The authors agree that the article will be published in open access and distributed under the Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License (CC BY-NC-SA 4.0).

The journal Scientia will respect in all cases the moral rights of the authors, in accordance with the provisions of article 30 of Law 23 of 1982 of the Republic of Colombia, recognizing the authorship of the work, the right to integrity and the right of disclosure, which are inalienable and non-waivable.