Authors:
Betancourt Bejarano, Katherine
García Díaz, Carlos Mario
Lozano Riaño, Viviana
Abstract (Translated):
Financial markets currently offer various investment alternatives, including a variety of assets, which are differentiated by the level of profitability, liquidity, volatility and trading volume associated with them, among other characteristics of the market; it which implies that investors use various tools to choose optimal investments incurring a level of risk. Given the above, this paper presents a model of efficient portfolio optimization based on Markowitz's theory, using EWMA methodology for the calculation of portfolio risk.