Medidas de riesgo en la selección de carteras

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

Medidas de riesgo en la selección de carteras

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

Resultado de la investigación: Contribución a una revista › Artículo › revisión exhaustiva

2 Citas (Scopus)

Resumen

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.

Título traducido de la contribución	Risk measures in portfolio selection
Idioma original	Español
Número de artículo	18
Publicación	Espacios
Volumen	40
N.º	38
Estado	Publicada - 2019

Nota bibliográfica

Publisher Copyright:
© 2019. revistaESPACIOS.com.

Palabras clave

Dispersion measures
Downside measures
Risk measures

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title = "Medidas de riesgo en la selecci{\'o}n de carteras",

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.",

keywords = "Dispersion measures, Downside measures, Risk measures",

author = "Fernando Garcia and Jairo Gonz{\'a}lez-Bueno and Javier Oliver and Gladys Rueda-Barrios",

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year = "2019",

language = "Espa{\~n}ol",

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TY - JOUR

T1 - Medidas de riesgo en la selección de carteras

AU - Garcia, Fernando

AU - González-Bueno, Jairo

AU - Oliver, Javier

AU - Rueda-Barrios, Gladys

PY - 2019

Y1 - 2019

N2 - 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.

AB - 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.

KW - Dispersion measures

KW - Downside measures

KW - Risk measures

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M3 - Artículo

AN - SCOPUS:85080147590

SN - 0798-1015

VL - 40

JO - Espacios

JF - Espacios

IS - 38

M1 - 18

ER -

Medidas de riesgo en la selección de carteras

Resumen

Nota bibliográfica

Palabras clave

Huella

Citar esto