Resumo

BUENAVENTURA VERA, GUILLERMO  e  CUEVAS ULLOA, ANDRÉS FELIPE. UNA PROPUESTA METODOLÓGICA PARA LA OPTIMIZACIÓN DE PORTAFOLIOS DE INVERSIÓN Y SU APLICACIÓN AL CASO COLOMBIANO. estud.gerenc. [online]. 2005, vol.21, n.95, pp.13-36. ISSN 0123-5923.

The capital markets offer different alternatives for investments, where each asset have a level of given risk. The job of financial advisors is to obtain the greater yield diminishing the risk and on this subject have arisen several theories. This paper raises the development of a model and modification in Excel that allows to create efficient portfolios using Markowitz theory and also the concept of the straight line of the capital market employing assets of the real market.

Palavras-chave : International portfolio; efficient frontier; risk management; capital market line; variance; covariance; stocks; fixed income; optimization.

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