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Estudios Gerenciales
Print version ISSN 0123-5923
Abstract
BERGGRUN PRECIADO, LUIS and CAMACHO ROGER, VIRGINIA. CÓMO CREAR UN PORTAFOLIO DE INVERSIÓN CON LAS OPCIONES QUE OFRECEN LOS FONDOS DE PENSIONES VOLUNTARIAS EN COLOMBIA: EL CASO DE SKANDIA. estud.gerenc. [online]. 2009, vol.25, n.113, pp.229-241. ISSN 0123-5923.
How to develop an investment portfolio considering the different alternatives that voluntary pension funds offer in Colombia: the Case of Skandia This case applies Markowitz methodology to find optimal portfolios built from different investment alternatives offered by Skandias Voluntary Pension Funds taking into account different types of risk and risk aversion attitudes of investors.
Keywords : Optimal portfolios; capital market line; capital allocation; risk aversion level; risk.