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.

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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

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