Repositorio Institucional Universidad EAFIT ::Examinando por Materia "Mercado de Renta fija

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Aproximación a la construcción de un portafolio activo de deuda pública colombiana
(Universidad EAFIT, 2017) Delgado Upegui, Juan Sebastián; Gaviria Benítez, Daniel Esteban; Colorado González, José Adolfo
Nowadays, the Colombian capital market offers different investment alternatives, such as fixed income, equities, derivatives and structured products -- Among fixed income instruments, local government bonds (TES B) play an important role within the market, due to its traded volumes and the participation of the main agents -- Considering the importance of the local sovereign debt, an active investment portfolio was constructed using TES by assessing its performance versus a benchmark portfolio -- The portfolio was built using historical data, defining fundamental, market variables and its relevance over the portfolio -- Finally, an optimization was done to find the optimum portfolio