Cuadernos de Economía
Print version ISSN 0121-4772
MEDINA, Luis Ángel. APLICACIÓN DE LA TEORÍA DEL PORTAFOLIO EN EL MERCADO ACCIONARIO COLOMBIANO. Cuad. Econ. [online]. 2003, vol.22, n.39, pp. 129-168. ISSN 0121-4772.
This article uses Harry Markowitz’s portfolio theory to construct two portfolios, each made up of five shares on the Colombia stock-exchange. These portfolios have been drawn up bearing in mind the idea of two investors who whilst having an aversion to risk do have a distinct level of tolerance towards it.
Keywords : portfolio; investments; shares; optimization.