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Portafolios de ETF’s como un mecanismo de inversión e inclusión en el mercado de capitales en Colombia
| Content Provider | Semantic Scholar |
|---|---|
| Author | González, Gina Alejandra Vega Martínez, María José Ropero |
| Copyright Year | 2018 |
| Abstract | The Exchange Traded Funds (ETF’s) are a stock investment funds that allow access to a different Colombia ́s and international market's assets in an only transaction, by a low cost and with a high degree of liquidity. This investigative work ́s objective is to structure ETF’s portfolios as an investment and inclusion mechanism in the Colombia’s capital markets. The theory in which this investigation is based, takes in account the investor ́s risk profile and the modern ́s model theory of the Harry Markowitz ́s portfolios, where his hypothesis is founded in the portfolio diversification and the investor ́s rational behavior. Likewise, the CAPM model for establish the lineal relation between the expected return from the portfolio and the market risk. Finally, to measure the portfolio ́s efficiency was used the Jensen index and Treynor index. The used methodology to this investigation was mixed, whit a longitudinal design method, with the purpose to choose the three-optimum investment ́s portfolios that accomplish with the risk, the profitability and the liquidity. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://ciencia.lasalle.edu.co/cgi/viewcontent.cgi?article=1267&context=finanzas_comercio |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
