Examinando por Materia "Curvas de rendimiento"

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    Ítem
    Portafolio de activos de renta fija TES colombianos construido a partir de la aplicación de un modelo Black-Litterman
    (Universidad EAFIT, 2017) Cardona Llano, Juan Felipe; Aguirre Tovar, Miguel Fernando; Correa Rolz, Alejandro
    The capital market is a fundamental pillar for the economy of any country, and within this market, fixed income assets especially for the Colombian case, represent the highest trading volumes leading to liquidity and more efficient pricing, As well as interesting investment opportunities -- In line with the above, and with an interest to improve security selection for this type of assets in Colombia, the present work seeks to build a fixed income portfolio through a Black Litterman model in order to measure the alpha and identify if Generates value when compared to a passive index