Alternativas de diversificación internacional para portafolios de acciones de la Bolsa de Valores de Lima
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...
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2012 |
| País: | Perú |
| Institución: | Pontificia Universidad Católica del Perú |
| Repositorio: | PUCP-Institucional |
| Idioma: | español |
| OAI Identifier: | oai:repositorio.pucp.edu.pe:20.500.14657/180526 |
| Acceso en línea: | http://revistas.pucp.edu.pe/index.php/contabilidadyNegocios/article/view/2876/2803 https://doi.org/10.18800/contabilidad.201201.002 |
| Access Level: | acceso abierto |
| Palabra clave: | Portafolio Diversificación internacional Ratio de Sharpe Diversificación en oro DJIA Mercados financieros https://purl.org/pe-repo/ocde/ford#5.02.04 |
| Sumario: | 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. |
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