Optimization of Portfolio Management Models with Indexed Stocks on the Lima Stock Exchange
Nelson Alejandro Puyen Farias,
Juan Manuel Raunelli Sander
Abstract:Investment fund managers are limited by the fact that Latin American financial markets offer very few investment possibilities, which forces them to carry out operations at a global level. The objective is to optimize the portfolio management models with indexed stocks in the Lima Stock Exchange (27 stocks considering 2082 days from January 02, 2014 to April 13, 2022) applying the Markowitz models that determine the portfolios of the frontier of investment possibilities. The Sharpe model (CAPM), which calculat… Show more
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