| dc.creator | Arévalo González, Santiago | |
| dc.date.accessioned | 2018-04-03T15:32:03Z | |
| dc.date.available | 2018-04-03T15:32:03Z | |
| dc.date.created | 2018-04-03T15:32:03Z | |
| dc.date.issued | 2016 | |
| dc.identifier | Arévalo González S. Modelo de gestión de carteras de markowitz usando algoritmos genéticos. Citas. 2016. | |
| dc.identifier | http://hdl.handle.net/11634/11507 | |
| dc.description.abstract | In 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.relation | Bedoya Villegas, J. A. (2011). Aplicación de la teoría Markowitz. Medellín: Universidad Nacional de Colombia. | |
| dc.relation | Bolsa de Valores de Colombia. (Último acceso: junio 2013) En línea. Recuperado de: http:// www.bvc.com.co. | |
| dc.rights | info:eu-repo/semantics/openAccess | |
| dc.title | Modelo de gestión de carteras de Markowitz usando algoritmos genéticos | |
