The study presented in this dissertation aims to select an optimal portfolio of investments. To do so, we use the literature that deals with linear programming, coupled with Markowitz Modern Portfolio Theory to model and ...

The main objective of this thesis is to test the hypothesis that utility preferences that incorporate asymmetric reactions between gains and losses generate better results, when applied to the Brazilian market, than the ...

Today's quickly changing world forces society to deal with uncertainties that produce high levels of environmental, social, and economic risks, thereby jeopardizing sustainable development. Portfolio optimisation is an ...

Nowadays, the Colombian capital market offers different investment alternatives, such as fixed income, equities, derivatives and structured products -- Among fixed income instruments, local government bonds (TES B) play ...

El propósito de este trabajo consiste en analizar la conveniencia de invertir en un portafolio constituido por activos pertenecientes al Mercado Integrado Latinoamericano- (MILA), del cual hacen parte las bolsas de valores ...

Despite the diversity of their strategies, the returns of hedge funds generally exhibit a positive correlation with stock index. On the other hand, distinct funds categories tend to be less correlated to each other compared ...