PORTAFOLIO DE INVERSIÓN EN ACCIONES OPTIMIZADO


Authors

  • EDUARDO ARTURO CRUZ T
  • JORGE HERNAN RESTREPO
  • JOHN JAIRO SANCHEZ C.

Abstract

Este documento expone una metodología para realizar inversiones óptimas en nstrumentos de Renta Variable como las acciones, utilizando el procedimiento de Varianza - Covarianza en el modelo matemático de Programación Cuadrática desarrollado en hoja electrónica Excel para determinar la frontera eficiente del portafolio de inversión. Posteriormente, se evalúa el punto óptimo del conjunto establecido a través del criterio de la posibilidad de perdida.

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Published

2005-04-22

How to Cite

CRUZ T, E. . A. ., RESTREPO, J. . H. ., & SANCHEZ C., J. . J. . (2005). PORTAFOLIO DE INVERSIÓN EN ACCIONES OPTIMIZADO. Scientia Et Technica, 1(27). Retrieved from https://ojs2.utp.edu.co/index.php/revistaciencia/article/view/6929

Issue

Vol. 1 No. 27 (2005)

Section

Industrial

License

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