Abstract

BANDA ORTIZ, Humberto; GONZALEZ GARCIA, Luis Miguel  and  GOMEZ HERNANDEZ, Denise. One approach to portfolio theory siefores in México. Pensam. gest. [online]. 2014, n.36, pp.28-55. ISSN 2145-941X.

This article is an application of the Markowitz Portfolio Theory (1952) to SIEFORES, Mexico. Through these workers can invest their savings and create a personalized portfolio and access to money and capital markets with this instrument, bounded by guidelines of the law. It seeks to make a measurement with the methodology proposed by Markowitz to determine the performance of such portfolios and suggest the most optimal combination of resources to invest in each of these instruments. As a complemen-tary tool to the risk analysis, VaR is used, and to measure the performance management of the portfolios analyzedrTreynor and Sharpe index was applied.

Keywords : Portfolio theory; SIEFORES; Markowitz.

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