Medidas de riesgo en la selección de carteras

Translated title of the contribution: Risk measures in portfolio selection

Fernando Garcia, Jairo González-Bueno, Javier Oliver, Gladys Rueda-Barrios

    Research output: Contribution to journalArticlepeer-review

    Abstract

    The essence of the portfolio selection problem is to determine the optimal amount of capital to invest in each asset, and seeking a balance between maximizing returns and minimizing risk. Based on the above statement, this paper analyses the risk measures used in portfolio optimization models.

    Translated title of the contributionRisk measures in portfolio selection
    Original languageSpanish
    Article number18
    JournalEspacios
    Volume40
    Issue number38
    StatePublished - 2019

    Bibliographical note

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    © 2019. revistaESPACIOS.com.

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