dc.creatorArévalo González, Santiago
dc.date.accessioned2018-04-03T15:32:03Z
dc.date.available2018-04-03T15:32:03Z
dc.date.created2018-04-03T15:32:03Z
dc.date.issued2016
dc.identifierArévalo González S. Modelo de gestión de carteras de markowitz usando algoritmos genéticos. Citas. 2016.
dc.identifierhttp://hdl.handle.net/11634/11507
dc.description.abstractIn 1952, with his article, Harry Markowitz, he greatly simplified the problem to choice the correct investing in a stock market. In this work, the reader is introduced in the Markowitz’s proposal and it is proposed a genetic algorithm for computing a portfolio that reduce risk and maximize return between two assets. In the last part, the genetic algorithm is applied in two real case studies with monthly records obtained between 2009 and 2013.
dc.relationBedoya Villegas, J. A. (2011). Aplicación de la teoría Markowitz. Medellín: Universidad Nacional de Colombia.
dc.relationBolsa de Valores de Colombia. (Último acceso: junio 2013) En línea. Recuperado de: http:// www.bvc.com.co.
dc.rightsinfo:eu-repo/semantics/openAccess
dc.titleModelo de gestión de carteras de Markowitz usando algoritmos genéticos


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