Estructuración de portafolios de acciones en el mercado de valores de Londres

Abstract

The capital markets offer different alternatives for investments, where each asset has a level of given risk. One of the investment alternatives is the stock market. London Stock Exchange in England is a world leader in the creation and management of equity, with the characteristic of being the oldest in the world; its index is FTSE (Financial Times Stock Exchange). This paper propouses the development of an optimization model in Excel that allows finding optimal portfolios using Markowitz theory and the concept of market capital line employing assets of London Stock Exchange. Based on this methodology, we pretend to find an optimal portfolio made up of stocks that are part of the FTSE 100. At the same time this papers pretends to give tools to any investor interested in taking part in London stock exchange market.