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Cómo Crear Un Portafolio De Inversión Con Las Opciones Que Ofrecen Los Fondos De Pensiones Voluntarias En Colombia: El Caso De Skandia

Author

Listed:
  • LUIS BERGGRUN PRECIADO
  • VIRGINIA CAMACHO ROGER

Abstract

Este caso consiste en aplicar el modelo de construcción de portafolios de Markowitz (1952) para armar portafolios óptimos a partir de la mezcla de varias alternativas de inversión que ofrece un Fondo de Pensiones Voluntarias como Skandia, con diversas clases de riesgo, teniendo en cuenta el nivel deaversión al riesgo de los inversionistas.

Suggested Citation

  • Luis Berggrun Preciado & Virginia Camacho Roger, 2009. "Cómo Crear Un Portafolio De Inversión Con Las Opciones Que Ofrecen Los Fondos De Pensiones Voluntarias En Colombia: El Caso De Skandia," Estudios Gerenciales, Universidad Icesi, December.
    • Handle: RePEc:col:000129:006878
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    Citations

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    Cited by:

    1. Héctor Alonso Olivares Aguayo, 2021. "Afectaciones financieras en los principales países de América Latina con mayores registros de COVID-19," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(3), pages 1-18, Julio - S.

    More about this item

    Keywords

    Portafolios óptimos; línea de mercado de capitales; asignación de capital; nivelde aversión al riesgo; riesgo.;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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