Traditional Investment Tools Using Backtesting Simulations: The Case of Colombian Stock Market for the Period 2007-2013
This study intends to prove the viability of the mean-variance portfolio methodology introduced by Harry Markowitz in 1950 as a traditional concept that modern retail investors could use to improve the performance of their investments, over and above that offered by the average actively managed or i...
The International Journal of Applied Economics and Finance; Vol. 10, No. 1 - 3
Investment portfolios; Investment strategies; Stock market; Back testing analysis; Financial markets
|Acceso en línea:||http://babel.banrepcultural.org/cdm/ref/collection/p17054coll23/id/657|