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Listar por autor "González Bueno, Jairo Alexander"

Mostrando ítems 1-8 de 8

A credibilistic mean-semivariance-PER portfolio selection model for Latin America

García García, Fernando; Gonzalez-Bueno, Jairo; Oliver-Muncharaz, Javier; Tamosiuniene, Rima (Vilnius Gediminas Technical University, 2019)

[EN] Many real-world problems in the financial sector have to consider different objectives which are conflicting, for example portfolio selection. Markowitz proposed an approach to determine the optimal composition of a ...
A multiobjective credibilistic portfolio selection model. Empirical study in the Latin American Integrated Market

García García, Fernando; Gonzalez-Bueno, Jairo; Guijarro, Francisco; Oliver-Muncharaz, Javier (Enterpreneurship and Sustainability Center, 2020)

[EN] This paper extends the stochastic mean-semivariance model to a fuzzy multiobjective model, where apart from return and risk, also liquidity is considered to measure the performance of a portfolio. Uncertainty of future ...
Forecasting the environmental, social and governance rating of firms by using corporate financial performance variables: A rough sets approach

García García, Fernando; González-Bueno, Jairo; Guijarro, Francisco; Oliver-Muncharaz, Javier (MDPI AG, 2020-04)

[EN] The environmental, social, and governance (ESG) rating of firms is a useful tool for stakeholders and investment decision-makers. This paper develops a rough set model to relate ESG scores to popular corporate financial ...
Mean-variance investment strategy applied in emerging financial markets: evidence from the Colombian stock market

García García, Fernando; González Bueno, Jairo Alexander; Oliver Muncharaz, Javier (Mykolas Romeris University - Elsevier, 2015-04-01)

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 ...
Multiobjective Approach to Portfolio Optimization in the Light of the Credibility Theory

García García, Fernando; González-Bueno, Jairo; Guijarro, Francisco; Oliver-Muncharaz, Javier; Tamosiuniene, Rima (Vilnius Gediminas Technical University, 2020)

[EN] The present research proposes a novel methodology to solve the problems faced by investors who take into consideration different investment criteria in a fuzzy context. The approach extends the stochastic mean-variance ...
OPTIMIZACIÓN MULTIOBJETIVO PARA LA SELECCIÓN DE CARTERAS A LA LUZ DE LA TEORÍA DE LA CREDIBILIDAD: UNA APLICACIÓN EN EL MERCADO INTEGRADO LATINOAMERICANO

González Bueno, Jairo Alexander (Universitat Politècnica de València, 2018-05-21)

El presente trabajo de investigación doctoral tiene como fin optimizar carteras multiobjetivo a la luz de la teoría de la credibilidad. Con el fin de cumplir con este propósito, se propone un novedoso modelo difuso de ...
Selecting socially responsible portfolios: A fuzzy multicriteria approach

García García, Fernando; Gonzalez-Bueno, Jairo; Oliver-Muncharaz, Javier; Riley, Nicola (MDPI AG, 2019-05-01)

[EN] We propose a multi-objective approach for portfolio selection, which allows investors to consider not only return and downside risk criteria but also to include environmental, social and governance (ESG) scores in the ...
What is the cost of maximizing ESG performance in the portfolio selection strategy? The case of The Dow Jones Index average stocks

García García, Fernando; Gankova-Ivanova, Tsvetelina; González-Bueno, Jairo; Oliver-Muncharaz, Javier; Tamosiuniene, Rima (Enterpreneurship and Sustainability Center, 2022-03-30)

[EN] Portfolio selection is one of the main financial topics. The original portfolio selection problem dealt with the trade-off between return and risk, measured as the mean returns and the variance, respectively. For ...