TY  - THES 
TI  - Comparación de estrategias de inversión en el mercado de renta variable colombiano
PB  - Universidad Icesi
PY  - 2013
UR  - http://hdl.handle.net/10906/76429
AB  - After Harry Markovitz developed the fundamentals of Modern Portfolio Theory in the 50’s, many different models for passive investment strategy have been created in order to make better decisions on diversification. In this study, seven models for passive investment strategy are assessed and compared based on their application to historical data of the Colombian stock market during 2008 and 2012. As a result, the simplest models showed a better performance over complex methods that require optimization procedures. This fact questions the effectiveness of the Modern Portfolio Theory models in emergent markets such as the Colombian market.
KW  - Producción intelectual registrada - Universidad Icesi
KW  - Dinero
KW  - Inflación (Finanzas)
KW  - Portafolio de inversiones
KW  - Diversificación
KW  - Mercados emergentes
KW  - Investment Porfolio
KW  - Diversification
KW  - Emergent Market
KW  - Economía
KW  - Economics
ER  -