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Evaluación de estrategias de gestión activa de portafolios en el mercado accionario colombiano

This paper compares the performance of four active portfolio management strategies with the performance of a passive Buy and Hold strategy. In order to do this, simulations using both a traditional backtesting with optimization and a Walk-Forward Analysis methodology, as proposed by Robert Pardo, we...

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Bibliographic Details
Institution:Universidad EIA
Main Authors: Restrepo Mejía, Felipe, Arroyave Baena, Jaime Alberto
Format: Trabajo de grado - Pregrado
Language:Español
Published: Universidad EIA 2009
Subjects:
Organización e industria
Acción (finanzas)
Bolsa de valores
Bolsa de valores de colombia
Portafolio
Mercados eficientes
Análisis técnico
Backtesting
Organization and industry
Share (finance)
Colombia stock exchange
Stock exchange
Análisis walk-forward
Markets
Technical analysis
Walk-forward analysis
Online Access:https://repository.eia.edu.co/handle/11190/1646
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