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Efecto de los límites en la inversión y la falta de diversificación desde la perspectiva de los portafolios eficientes, un estudio para las carteras colectivas en Colombia
| Content Provider | Semantic Scholar |
|---|---|
| Author | Castañeda, Hernández Stiven, Deivy |
| Copyright Year | 2014 |
| Abstract | This research addresses the problem of portfolio selection, based on the need for clarity based on the strategy of limiting the ability of diversification used by those managers of collective portfolio in Colombia, based on empirical developments Markowitz (1952) and Sharpe (1964) and others, the main objective of this research was to determine the effect of limits on investment and lack of diversification on a number of portfolios that were formed in the first instance with national operations, and subsequently with fixed income securities national and international stocks, through linear programming portfolios subject to a number of 10 assumptions were optimized, the above it was concluded among other things, that as the quantity of subject titles was raised to be part of optimal portfolios, the effect of the change on the optimization algorithm was diluted more and more, as well as warn that model used is not conclusive done exogenous variables that should be considered as endogenous. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://ciencia.lasalle.edu.co/cgi/viewcontent.cgi?article=1024&context=finanzas_comercio |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
