Abstract

Since its appearance in 1952, Harry Markowitz model has been a major theoretical reference in structuring investment portfolios, leading to multiple developments and referrals. The present work is aimed to apply the model of Markowitz in the Colombian stock market and through an empirical study will verify whether the model is able to provide investment portfolios to meet the risk and return preferences for a Colombian investor. To do the daily closing prices for the period January 2005 to December 2014 from a sample of 12 shares of Colombian stock exchange will be used. DOI: http://dx.doi.org/10.4995/ICBM.2015.1247

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call