publication . Article . 2012

Alternatives in international diversification for investment portfolios focused in stocks of Lima Stock Exchange

Ames Santillán, Juan Carlos;
Open Access Spanish; Castilian
  • Published: 21 Sep 2012
  • Publisher: Pontificia Universidad Católica del Perú
Abstract
This paper gives an estimation of efficient frontiers for investment portfolios, they include stocks from Lima Stock Exchange General Index, Dow Jones Industrial Average, Gold, Cooper, Fixed Income Instruments of Peruvian government and savings in Peruvian financial institutions. The paper concludes that risk of investment in local portfolio reduces as a consequence of diversification, gold is an important asset and contributes to reduce portfolio risk. El presente trabajo estima la frontera eficiente, en portafolios de inversión diversificados en acciones que componen el Índice General de la Bolsa de Valores de Lima (IGBVL), acciones que componen el Dow Jones I...
Subjects
free text keywords: Portafolio, Diversificación internacional, Ratio de Sharpe, Diversificación en oro, DJIA, Mercados financieros
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