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

Translated title of the contribution: Risk measures in portfolio selection

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

Research output: Articles / Notes › Scientific Article › peer-review

2 Scopus citations

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 contribution	Risk measures in portfolio selection
Original language	Spanish
Article number	18
Journal	Espacios
Volume	40
Issue number	38
State	Published - 2019
Externally published	Yes

Cite this

@article{5252cad5750a4e64988e8e0191ed9c52,

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",

note = "Publisher Copyright: {\textcopyright} 2019. revistaESPACIOS.com.",

year = "2019",

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

volume = "40",

journal = "Espacios",

issn = "0798-1015",

publisher = "Revista Espacios",

number = "38",

}

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

UR - http://www.scopus.com/inward/record.url?scp=85080147590&partnerID=8YFLogxK

M3 - Artículo Científico

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

Abstract

Other files and links

Fingerprint

Cite this