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Diseño de un portafolio de inversión de renta variable con instrumentos financieros colombianos bajo la metodología de cartera eficiente de Harry Markowitz
This work aims to design an equity investment portfolio with Colombian financial instruments under the methodology of efficient portfolio of Harry Markowitz. This theory is based on the first approach of mathematics and ...
Métodos paramétricos de medición del valor en riesgo, aplicados a opciones financieras sobre divisas
Regulators and financial institutions are increasingly interested in estimating the value-at-risk of the traded assets in the capital markets; the former in order to define their control scheme and the latter with the ...
Análisis de combustibles fósiles en el mercado de generación de energía eléctrica en Colombia: un contraste entre modelos de volatilidad
The importance of the electricity sector in the growth of economies, encourages the study of the variables that determine the implementation of new investment projects in the sector. The barriers in the availability of ...