Open AccessDiseño y evaluación retrospectiva de una estrategia de inversión en el mercado bursátil colombiano mediante la maximización del ratio de Sharpe
Author(s) -
Orlando E. Contreras-Pacheco,
Roberto Stein Bronfman,
Carlos Enrique Vecino
Publication year - 2014
Publication title -
revista lebret
Language(s) - Spanish
Resource type - Journals
eISSN - 2357-5468
pISSN - 2145-5996
DOI - 10.15332/rl.v0i6.1459
Subject(s) - sharpe ratio , investment (military) , stock exchange , economics , stock market , econometrics , financial economics , welfare economics , portfolio , geography , finance , political science , context (archaeology) , archaeology , politics , law