Examinando por Materia "Modelo Markowitz"
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Publicación Estructuración de un portafolio óptimo de inversión en divisas latinoamericanas aplicando el modelo de Markowitz(Universidad Eafit, 2020) Hurtado Sánchez, Nathalia Vanessa; Hoyos Burbano, Maria del Mar; Cardona Llano, Juan FelipeThe purpose of the research is to structure an optimal investment portfolio in Latin American currencies in the short term (one year), based on the Harry Markowitz theory, which allows the creation of an efficient portfolio through historical information on the asset. By applying this model and compared to the DXY index (strong currencies) in the last seven years, an optimal portfolio was obtained, as a profitable investment alternative for potential investors, under the assumption that they have each of the currencies that make up the portfolio to invest in dollars. The portfolio is made up of a basket of currencies from emerging Latin American countries such as the Peruvian Sol, Brazilian Real, the Colombian Peso, the Chilean Peso, and the Mexican Peso, five of the strongest currencies in Latin AmericaÍtem Optimización de portafolios de pensiones en Colombia: el esquema de multifondos, 2003-2010(Universidad EAFIT, 28/10/2011) García Mazo, Claudía María; Moreno Martínez, Jilmer Arley; Universidad Autónoma Latinoamericana; Universidad de AntioquiaÍtem A Strategy for a Generator to Participate in the Colombian Electricity Market(Universidad EAFIT, 2014-06-24) Salazar Isaza, Harold; Arias Rochem, José David; Universidad Tecnológica de Pereira