CRITERIOS DIFUSOS EN LA SELECCION DE CARTERAS

Christian Camilo Vargas R

Revista Internacional Administracion & Finanzas, 2010, vol. 3, issue 2, 29-44

Abstract: Active portfolio management recognizes the subjective nature of optimal asset distribution in a portfolio. While agent’s interest can guide the selection of optimal asset distribution. There is a gap between optimal assets selection through models that consider market risk and portfolio selection and the agent’s own selection of a portfolio that maximizes his/her expectations. Agents also consider expected return and portfolio risk to investor expectations. This study aims to finds ways to incorporate the investors’ expectation on expected return and portfolio risk.

Keywords: indifference curve; efficient frontier; compliance; utility; multivalency. (search for similar items in EconPapers)
JEL-codes: G1 G11 G13 G15 (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:ibf:riafin:v:3:y:2010:i:2:p:29-44

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