CASE STUDY. HOW TO DEVELOP AN INVESTMENT PORTFOLIO CONSIDERING THE DIFFERENT ALTERNATIVES THAT VOLUNTARY PENSION FUNDS OFFER IN COLOMBIA: THE CASE OF SKANDIA (Article published in Spanish)
DOI:
https://doi.org/10.1016/S0123-5923(09)70097-XKeywords:
Optimal portfolios, capital market line, capital allocation, risk aversion level, riskAbstract
This case applies Markowitz methodology to find optimal portfolios built from different investment alternatives offered by Skandia’s Voluntary Pension Funds taking into account different types of risk and risk aversion attitudes of investors.
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References
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Artículo 126-1, Estatuto Tributario colombiano. Disponible en: http://www.dian.gov.co/dian/15servicios.nsf/
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