Análisis de portafolios con las 20 principales acciones del S&P500 con la metodología Black-Litterman
This paper pursues two main objectives. First, it seeks to use statistical methods to analyze the application of the efficient market theory in a real-life context. On this fundamental basis, the study will focus specifically on the Black-Litterman model for optimizing equity asset portfolios of the...
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2025
- Institución:
- Universidad de América
- Repositorio:
- Lumieres
- Idioma:
- spa
- OAI Identifier:
- oai:repository.uamerica.edu.co:20.500.11839/9764
- Acceso en línea:
- https://hdl.handle.net/20.500.11839/9764
- Palabra clave:
- Análisis Distribucional
Inversión en renta variable
Teoría de portafolios
Distributional Analysis
Equity Investment
Portfolio Theory
Tesis y disertaciones académicas
- Rights
- License
- Atribución – No comercial
| Summary: | This paper pursues two main objectives. First, it seeks to use statistical methods to analyze the application of the efficient market theory in a real-life context. On this fundamental basis, the study will focus specifically on the Black-Litterman model for optimizing equity asset portfolios of the main companies in the S&P500 index. By applying this model, several portfolios will be built that will be evaluated using specific risk and profitability metrics. The detailed analysis will allow determining the most optimal portfolio from an investor's perspective, considering the performance and risk exposure parameters. |
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