dc.contributorBotero Ramírez, Juan Carlos
dc.creatorMc Master Molina, Carl Vincet
dc.date.accessioned2022-11-15T17:10:20Z
dc.date.accessioned2023-08-28T14:08:09Z
dc.date.available2022-11-15T17:10:20Z
dc.date.available2023-08-28T14:08:09Z
dc.date.created2022-11-15T17:10:20Z
dc.date.issued2022
dc.identifierhttp://hdl.handle.net/10784/31930
dc.identifier332.6323 M167
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/8441565
dc.description.abstractThe access to different investment assets, the search for diversification, and the application of measures as for quantification and hedging risk are relevant factors for building and managing international investment portfolios. Therefore, the objective of the present paper aims to the application of Black-Litterman portfolio model on building a global fixed income portfolio, which is made up of high yield and investment grade ETFs, as well as developed countries government bonds. Furthermore, in order to increase hedging, diversification ratio, and to minimize risk, a benchmark, which is made up of both global fixed income indices and assets from the same category will be built. Finally, a hedging strategy will be proposed through forwards in order to minimize the inherent risk due to currency depreciation.
dc.languagespa
dc.publisherUniversidad EAFIT
dc.publisherMaestría en Administración Financiera
dc.publisherEscuela de Finanzas, Economía y Gobierno. Departamento de Finanzas
dc.publisherMedellín
dc.rightshttps://creativecommons.org/licenses/by-nc-nd/4.0/
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightsAcceso abierto
dc.rightsTodos los derechos reservados
dc.subjectBlack-Litterman
dc.subjectRenta Fija Global
dc.subjectBenchmark
dc.subjectCobertura
dc.subjectDiversificación
dc.titleAplicación del modelo Black-Litterman para la construcción de un portafolio de renta fija global, mediante la estructuración de un benchmark propio y estrategia de cobertura vía forwards
dc.typemasterThesis
dc.typeinfo:eu-repo/semantics/masterThesis


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