Examinando por Materia "PORTAFOLIO DE INVERSIONES - MODELOS MATEMÁTICOS"

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    Asignación óptima de activos para un fondo patrimonial en la Fundación Universidad de Antioquia (2026-2035)
    (Universidad EAFIT, 2025-10-29) Vásquez Roldán, Fabio Andrés; Rodríguez Solano, Lizeth Fernanda; González Tabares, Carlos Eduardo
    This study proposes the optimal asset allocation for an endowment fund at the Universidad de Antioquia Foundation, aimed at strengthening its financial sustainability during the period 2026-2035. The methodology combines Modern Portfolio Theory (Markowitz) with Monte Carlo simulations to evaluate portfolio performance under various economic scenarios. The approach is tailored to the risk profile and mission of a nonprofit entity in Colombia, drawing on best practices in endowment management. The study offers an efficient strategy for optimal asset allocation that reduces volatility and enhances the long-term financial sustainability of an endowment fund. It is applicable to nonprofit organizations seeking to generate recurring income, preserve capital, diversify funding sources, and fulfill their institutional mission. This study does not address tactical decisions, investment recommendations, or direct implementation. It is a practical and replicable tool aimed at supporting long-term financial planning in nonprofit organizations.