Negociación de portafolios de acciones usando la metaheuristica recocido simulado


Authors

  • Eduardo Arturo Cruz T.
  • Jorge Hernan Restrepo
  • Albeiro Moreno Aricapa

Abstract

Este documento presenta una metodología para conformar portafolios de acciones. En el se expone la técnica usada para definir precios, la dinámica de negociación (compra, venta y comisión) y la aplicación de un algoritmo (Recocido Simulado) para determinar el volumen de acciones que maximiza el valor presente neto.

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Published

2006-01-05

How to Cite

Cruz T., E. A., Restrepo, J. H., & Moreno Aricapa, A. (2006). Negociación de portafolios de acciones usando la metaheuristica recocido simulado. Scientia Et Technica, 1(30). Retrieved from https://ojs2.utp.edu.co/index.php/revistaciencia/article/view/6553

Issue

Vol. 1 No. 30 (2006)

Section

Industrial

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