Número:
520
Publicado:
Clasificación JEL:
G11, G23, G32, D81
Palabras clave:
Efficient Portfolio Optimization in the Wealth Creation

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Juan Sebastián Mariño-Montaña, Daniela Rodriguez-Novoa, Camilo Eduardo Sánchez-Quinto
First developed by Markowitz (1952), the mean-variance framework is the most widespread theoretical approximation to the portfolio problem. Nevertheless, successful application in the investment community has been limited. Assumptions such as normality of