Applying the mean-variance framework: portfolio optimization and comparative performance analysis in the emerging Colombian capital market

Applying the mean-variance framework: portfolio optimization and comparative performance analysis in the emerging Colombian capital market

Purpose – this paper adopts the mean-variance approach in optimizing portfolios within the Colombian capital market, a setting full of complications such as lack of liquidity and market concentration. It delivers actionable messages for emerging market stakeholders and formulates guidance aimed at...

Full description

Saved in:
Bibliographic Details
Main Authors: Jairo González-Bueno, Rima Tamošiūnienė, Camilo Gómez Morales, Gladys Rueda-Barrios
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2025-06-01
Series:Business, Management and Economics Engineering
Subjects:
portfolio selection
diversification
efficient frontier
mean-variance
Colombia stock market
Online Access:https://journals.vilniustech.lt/index.php/BMEE/article/view/22695
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items

Similar Items