Portafolio management: A critical view beyond Markowitz

Since its first appearance, the Markowitz model for portfolio selection has been a basic theoretical reference, opening several new development options. However, practically it has not been used among portfolio managers and investment analysts in spite of its success in the theoretical field. This p...

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Autores:

Duván Darío Grajales Bedoya

Tipo de recurso:

Fecha de publicación:

2019

Institución:

Universidad EAFIT

Repositorio:

Repositorio EAFIT

Idioma:

spa

OAI Identifier:

oai:repository.eafit.edu.co:10784/14022

Acceso en línea:

http://hdl.handle.net/10784/14022

Palabra clave:

Portfolio selection
portfolio management
mean-variance
decision choice
multicriterion analysis
uncertainty
Behavioral Finance.
Selección de carteras
gestión de carteras
media-varianza
toma de decisiones
análisis multicriterio
incertidumbre
finanzas del comportamiento.

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Copyright © 2009 Duván Darío Grajales Bedoya