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 / NotesScientific Articlepeer-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
Externally publishedYes

Fingerprint

Dive into the research topics of 'Risk measures in portfolio selection'. Together they form a unique fingerprint.

Cite this