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Ítem Los límites de inversión y asignación de capital determinados por la Ley 100 para el R.A.I.S. ¿contribuyen a la maximización de la mesada pensional del cotizante?(Universidad EAFIT, 2024) Hill Donadio, Martín; Colorado González, José AdolfoColombian legislation in Law 100 Decree 2955 of 2010 establishes the regulations under which Pension Fund Administrators (PFAs) must govern the investment of contributors' resources to the Individual Savings with Solidarity Regime (ISSR). This regime may or may not be optimal or efficient, considering that the challenge is to achieve the maximization of pension payments for contributors, closing the income gap between their active life and the pension period. Some contributors may not even attain a pension payment. In contributing to the expansion of pension coverage in the country, it is essential to ask: Is a law that is rigid regarding capital allocation, without flexibility to adapt to changing market conditions over time, appropriate?Ítem Medidas de desempeño para los portafolios de inversión del fondo de pensiones voluntarias Colseguros(Universidad EAFIT, 2022) Miranda Carranza, Cindy Nathalia; Rodríguez Delgado, Carlos Germán; Botero Ramírez, Juan CarlosÍtem ¿Ofrecen los criptoactivos beneficios de diversificación y eficiencia aplicando el modelo de Markowitz en un contexto de portafolios multiactivos?(Universidad EAFIT, 2022) González Díez, Luis Alejandro; Cardona Llano, Juan FelipeThe purpose of this research is to analyze whether crypto-assets offer diversification and efficiency benefits in terms of risk/return in multi-asset portfolios, with the incentive that so far no studies similar to the one proposed have been found. Statistical methods are used for this and, subsequently, based on Markowitz's modern portfolio theory, which allows the construction of an optimal portfolio given a level of risk, three portfolios with different risk profiles are constructed: conservative, moderate and high risk. Optimizations are performed with indices representing each asset class, namely: MSCI Colcap Index (Colcap), COLTES Index (CTES), Bloomberg Commodity Index (BCOM) y Bloomberg Galaxy Crypto Index (BGCI). Finally, the performance of the different optimized portfolios is analyzed against a benchmark that does not include crypto-assets.