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Mean-variance investment strategy applied in emerging financial markets: evidence from the Colombian stock market

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Mean-variance investment strategy applied in emerging financial markets: evidence from the Colombian stock market

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García García, F.; Gonzalez Bueno, JA.; Oliver Muncharaz, J. (2015). Mean-variance investment strategy applied in emerging financial markets: evidence from the Colombian stock market. Intellectual Economics. 9(1):22-29. doi:10.1016/j.intele.2015.09.003

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Título: Mean-variance investment strategy applied in emerging financial markets: evidence from the Colombian stock market
Autor: García García, Fernando González Bueno, Jairo Alexander Oliver Muncharaz, Javier
Entidad UPV: Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials
Fecha difusión:
Resumen:
In any investment, an analysis of the expected return and the assumed risk constitutes a fundamental step. Investing in financial assets is no exception. Since the portfolio selection theory was proposed by Markowitz in ...[+]
Palabras clave: Diversification , Efficient frontier , Mean-variance , Profitability , Risk.
Derechos de uso: Reconocimiento - No comercial - Sin obra derivada (by-nc-nd)
Fuente:
Intellectual Economics. (issn: 1822-8011 )
DOI: 10.1016/j.intele.2015.09.003
Editorial:
Mykolas Romeris University - Elsevier
Versión del editor: http://dx.doi.org/10.1016/j.intele.2015.09.003
Descripción: Copyright 2015, Mykolas Romeris University. Production and hosting by Elsevier B.V. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).
Tipo: Artículo

References

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Barak, S., & Modarres, M. (2015). Developing an approach to evaluate stocks by forecasting effective features with data mining methods. Expert Systems with Applications, 42(3), 1325-1339. doi:10.1016/j.eswa.2014.09.026

Becker, F., Gürtler, M., & Hibbeln, M. (2013). Markowitz versus Michaud: portfolio optimization strategies reconsidered. The European Journal of Finance, 21(4), 269-291. doi:10.1080/1351847x.2013.830138

Belghitar, Y., Clark, E., & Deshmukh, N. (2014). Does it pay to be ethical? Evidence from the FTSE4Good. Journal of Banking & Finance, 47, 54-62. doi:10.1016/j.jbankfin.2014.06.027

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