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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

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/64365

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Title: Mean-variance investment strategy applied in emerging financial markets: evidence from the Colombian stock market
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials
Issued date:
Abstract:
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 ...[+]
Subjects: Diversification , Efficient frontier , Mean-variance , Profitability , Risk.
Copyrigths: Reconocimiento - No comercial - Sin obra derivada (by-nc-nd)
Source:
Intellectual Economics. (issn: 1822-8011 )
DOI: 10.1016/j.intele.2015.09.003
Publisher:
Mykolas Romeris University - Elsevier
Publisher version: http://dx.doi.org/10.1016/j.intele.2015.09.003
Description: 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/).
Type: Artículo

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